Merge branch 'main' into SCRUM-57-publish-user-service-events

MarketDataService/src/main/java/com/joe/trading/marketdataservice/MarketDataServiceApplication.java

@@ -1,39 +1,37 @@
-package com.joe.trading.marketdataservice;
-
-import com.joe.trading.marketdataservice.model.MarketData;
-import com.joe.trading.marketdataservice.services.MarketDataService;
-import org.springframework.beans.factory.annotation.Autowired;
-import org.springframework.boot.CommandLineRunner;
-import org.springframework.boot.SpringApplication;
-import org.springframework.boot.autoconfigure.SpringBootApplication;
-
-import java.util.ArrayList;
-import java.util.List;
-
-@SpringBootApplication
-public class MarketDataServiceApplication {
-
- private final MarketDataService mdService;
-
- @Autowired
- public MarketDataServiceApplication(MarketDataService mdService) {
- this.mdService = mdService;
- }
-
- public static void main(String[] args) {
- SpringApplication.run(MarketDataServiceApplication.class, args);
- }
-
- public CommandLineRunner startupMDRunner(){
-
- return args -> {
- List<MarketData> marketDataList = new ArrayList<>();
- // get market data from Exchange 1;
- marketDataList.addAll(mdService.getAllMarketDataFromExchange("exchange1"));
- // get market data from Exchange 2;
- marketDataList.addAll(mdService.getAllMarketDataFromExchange("exchange2"));
-
- };
- }
-
-}
+package com.joe.trading.marketdataservice;
+
+import com.joe.trading.marketdataservice.services.MarketDataServiceImpl;
+import com.joe.trading.marketdataservice.services.orderbook.OrderBookService;
+import org.springframework.beans.factory.annotation.Autowired;
+import org.springframework.boot.CommandLineRunner;
+import org.springframework.boot.SpringApplication;
+import org.springframework.boot.autoconfigure.SpringBootApplication;
+import org.springframework.stereotype.Component;
+
+@SpringBootApplication(scanBasePackages = "com.joe.trading")
+public class MarketDataServiceApplication {
+
+ public static void main(String[] args) {
+ SpringApplication.run(MarketDataServiceApplication.class, args);
+ }
+
+ @Component
+ public static class StartupRunner implements CommandLineRunner {
+
+ private final MarketDataServiceImpl mdService;
+ private final OrderBookService orderBookService;
+
+ @Autowired
+ public StartupRunner(MarketDataServiceImpl mdService, OrderBookService orderBookService) {
+ this.mdService = mdService;
+ this.orderBookService = orderBookService;
+ }
+
+ @Override
+ public void run(String... args) throws Exception {
+ mdService.buildInitialCacheEntry();
+ orderBookService.publishOrderBook();
+ }
+ }
+
+}

MarketDataService/src/main/java/com/joe/trading/marketdataservice/config/RedisConfig.java

@@ -1,5 +1,6 @@
 package com.joe.trading.marketdataservice.config;
 
+import com.joe.trading.marketdataservice.model.MarketData;
 import org.springframework.beans.factory.annotation.Value;
 import org.springframework.cache.annotation.EnableCaching;
 import org.springframework.context.annotation.Bean;
@@ -29,11 +30,11 @@ public LettuceConnectionFactory lettuceConnectionFactory(){
  }
 
  @Bean
- public RedisTemplate<String, Object> redisTemplate(){
- RedisTemplate<String, Object> redisTemplate = new RedisTemplate<>();
+ public RedisTemplate<String, MarketData> redisTemplate(){
+ RedisTemplate<String, MarketData> redisTemplate = new RedisTemplate<>();
  redisTemplate.setKeySerializer(new StringRedisSerializer());
  redisTemplate.setConnectionFactory(this.lettuceConnectionFactory());
- redisTemplate.setValueSerializer(new Jackson2JsonRedisSerializer<>(Object.class));
+ redisTemplate.setValueSerializer(new Jackson2JsonRedisSerializer<>(MarketData.class));
 
 
  return redisTemplate;

MarketDataService/src/main/java/com/joe/trading/marketdataservice/config/RestTemplateConfig.java

@@ -0,0 +1,14 @@
+package com.joe.trading.marketdataservice.config;
+
+import org.springframework.context.annotation.Bean;
+import org.springframework.context.annotation.Configuration;
+import org.springframework.web.client.RestTemplate;
+
+@Configuration
+public class RestTemplateConfig {
+
+ @Bean
+ public RestTemplate restTemplate(){
+ return new RestTemplate();
+ }
+}

MarketDataService/src/main/java/com/joe/trading/marketdataservice/controllers/MarketDataWebhookController.java

@@ -1,35 +1,62 @@
 package com.joe.trading.marketdataservice.controllers;
 
 import com.fasterxml.jackson.core.JsonProcessingException;
+import com.joe.trading.marketdataservice.model.MarketData;
 import com.joe.trading.marketdataservice.model.OpenOrderDTO;
+import com.joe.trading.marketdataservice.services.MarketDataServiceImpl;
+import com.joe.trading.marketdataservice.services.orderbook.OrderBookService;
 import com.joe.trading.shared.events.Event;
 import com.joe.trading.shared.nats.NatsService;
 import org.springframework.beans.factory.annotation.Autowired;
 import org.springframework.http.ResponseEntity;
 import org.springframework.web.bind.annotation.*;
 
+import java.util.HashMap;
+import java.util.Map;
+
 @RestController
 @RequestMapping("/md/webhook")
 public class MarketDataWebhookController {
 
- private NatsService natsService;
+ private final NatsService natsService;
+ private final MarketDataServiceImpl mdService;
+ private final OrderBookService orderBookService;
 
  @Autowired
- public MarketDataWebhookController(NatsService natsService){
+ public MarketDataWebhookController(NatsService natsService, MarketDataServiceImpl mdService, OrderBookService orderBookService){
  this.natsService = natsService;
+ this.mdService = mdService;
+ this.orderBookService = orderBookService;
  }
 
  @PostMapping
- public OpenOrderDTO receiveUpdate(@RequestBody OpenOrderDTO payload) throws JsonProcessingException {
+ public ResponseEntity<OpenOrderDTO> receiveUpdate(@RequestBody OpenOrderDTO payload) throws JsonProcessingException {
+
+ String ticker = "";
+ Map<String, MarketData> dataUpdate = new HashMap<>();
 
  System.out.println("Received Subscription Update: " + payload);
  if (payload.getExchange().equals("MAL1")){
  this.natsService.publish(Event.NEW_ORDER_EX1, payload);
+ ticker = payload.getProduct() + "_EX1";
+ dataUpdate.put(ticker, newMarketData("exchange1", payload.getProduct()));
  }
  else {
  this.natsService.publish(Event.NEW_ORDER_EX2, payload);
+ ticker = payload.getProduct() + "_EX1";
+ dataUpdate.put(ticker, newMarketData("exchange2", payload.getProduct()));
  }
- return payload;
+
+ natsService.publish(Event.MARKET_DATA_UPDATE, dataUpdate);
+ orderBookService.publishOrderBook();
+ mdService.updateMarketData(dataUpdate.get(ticker));
+
+
+ return ResponseEntity.ok(payload);
+ }
+
+ private MarketData newMarketData(String exchange, String ticker){
+ return mdService.getMarketDataFromExchange(exchange, ticker);
  }
 
  @GetMapping

MarketDataService/src/main/java/com/joe/trading/marketdataservice/model/Executions.java

@@ -0,0 +1,40 @@
+package com.joe.trading.marketdataservice.model;
+
+import lombok.AllArgsConstructor;
+import lombok.Getter;
+import lombok.NoArgsConstructor;
+import lombok.Setter;
+
+import java.time.LocalDateTime;
+import java.util.Objects;
+
+@Getter
+@Setter
+@NoArgsConstructor
+@AllArgsConstructor
+public class Executions {
+ private Integer quantity;
+ private String timestamp;
+ private Double price;
+
+ @Override
+ public String toString() {
+ return "Executions{" +
+ "quantity=" + quantity +
+ ", timestamp=" + timestamp +
+ ", price=" + price +
+ '}';
+ }
+
+ @Override
+ public boolean equals(Object object) {
+ if (this == object) return true;
+ if (!(object instanceof Executions that)) return false;
+ return Objects.equals(quantity, that.quantity) && Objects.equals(timestamp, that.timestamp) && Objects.equals(price, that.price);
+ }
+
+ @Override
+ public int hashCode() {
+ return Objects.hash(quantity, timestamp, price);
+ }
+}

MarketDataService/src/main/java/com/joe/trading/marketdataservice/model/MarketData.java

@@ -1,21 +1,37 @@
 package com.joe.trading.marketdataservice.model;
 
+import com.fasterxml.jackson.annotation.JsonProperty;
 import lombok.Getter;
 import lombok.NoArgsConstructor;
 import lombok.Setter;
 
+import java.io.Serial;
+import java.io.Serializable;
+import java.util.Objects;
+
 @Getter
 @Setter
 @NoArgsConstructor
-public class MarketData {
+public class MarketData implements Serializable {
+
+ @Serial
+ private static final long serialVersionUID = 1L;
+
+ @JsonProperty
  private Double LAST_TRADED_PRICE;
+ @JsonProperty
  private String TICKER;
+ @JsonProperty
  private Integer SELL_LIMIT;
+ @JsonProperty
  private Double BID_PRICE;
+ @JsonProperty
  private Integer BUY_LIMIT;
-
+ @JsonProperty
  private Double ASK_PRICE;
+ @JsonProperty
  private Double MAX_PRICE_SHIFT;
+
  private String EXCHANGE;
 
  @Override
@@ -31,4 +47,16 @@ public String toString() {
  ", EXCHANGE='" + EXCHANGE + '\'' +
  '}';
  }
+
+ @Override
+ public boolean equals(Object object) {
+ if (this == object) return true;
+ if (!(object instanceof MarketData that)) return false;
+ return Objects.equals(LAST_TRADED_PRICE, that.LAST_TRADED_PRICE) && Objects.equals(TICKER, that.TICKER) && Objects.equals(SELL_LIMIT, that.SELL_LIMIT) && Objects.equals(BID_PRICE, that.BID_PRICE) && Objects.equals(BUY_LIMIT, that.BUY_LIMIT) && Objects.equals(ASK_PRICE, that.ASK_PRICE) && Objects.equals(MAX_PRICE_SHIFT, that.MAX_PRICE_SHIFT) && Objects.equals(EXCHANGE, that.EXCHANGE);
+ }
+
+ @Override
+ public int hashCode() {
+ return Objects.hash(LAST_TRADED_PRICE, TICKER, SELL_LIMIT, BID_PRICE, BUY_LIMIT, ASK_PRICE, MAX_PRICE_SHIFT, EXCHANGE);
+ }
 }

MarketDataService/src/main/java/com/joe/trading/marketdataservice/model/OrderBook.java

@@ -0,0 +1,61 @@
+package com.joe.trading.marketdataservice.model;
+
+import lombok.Getter;
+import lombok.NoArgsConstructor;
+import lombok.Setter;
+
+import java.util.ArrayList;
+import java.util.List;
+import java.util.Objects;
+
+@Getter
+@Setter
+@NoArgsConstructor
+public class OrderBook {
+ private String orderID;
+ private Double price;
+ private String product;
+ private Integer quantity;
+ private Integer cumulatitiveQuantity;
+ private Double cumulatitivePrice;
+ private String side;
+ private String orderType;
+
+ private List<Executions> executions = new ArrayList();
+
+ public OrderBook(String product, String id, Integer quantity, String side, String type) {
+ this.product = product;
+ this.orderID = id;
+ this.quantity = quantity;
+ this.side = side;
+ this.orderType = type;
+ this.cumulatitiveQuantity = 0;
+ }
+
+ @Override
+ public boolean equals(Object o) {
+ if (this == o) return true;
+ if (o == null || getClass() != o.getClass()) return false;
+ OrderBook orderBook = (OrderBook) o;
+ return Objects.equals(orderID, orderBook.orderID);
+ }
+
+ @Override
+ public int hashCode() {
+ return Objects.hashCode(orderID);
+ }
+
+ @Override
+ public String toString() {
+ return "OrderBook{" +
+ "orderID=" + orderID +
+ "price=" + price +
+ ", product='" + product + '\'' +
+ ", quantity=" + quantity +
+ ", cumulatitiveQuantity=" + cumulatitiveQuantity +
+ ", side='" + side + '\'' +
+ ", type='" + orderType + '\'' +
+ ", executions=" + executions +
+ '}';
+ }
+}