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refactored orderbook publishing with DTOs #68

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Aug 8, 2024
Merged

refactored orderbook publishing with DTOs #68

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2 changes: 1 addition & 1 deletion .../main/java/com/joe/trading/marketdataservice/controllers/MarketDataWebhookController.java
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Expand Up @@ -49,7 +49,7 @@ public ResponseEntity<OpenOrderDTO> receiveUpdate(@RequestBody OpenOrderDTO payl
}

natsService.publish(Event.MARKET_DATA_UPDATE, dataUpdate);
orderBookService.publishOrderBook(payload.getProduct(), exchange);
orderBookService.publishOrderBook(payload.getProduct(), exchange.toLowerCase());
mdService.updateMarketData(dataUpdate.get(ticker));

dataUpdate.clear();
Expand Down
2 changes: 1 addition & 1 deletion .../src/main/java/com/joe/trading/marketdataservice/services/orderbook/OrderBookService.java
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Expand Up @@ -5,5 +5,5 @@
public interface OrderBookService {
void publishOrderBook() throws JsonProcessingException;
void publishOrderBook(String product) throws JsonProcessingException;
void publishOrderBook(String product, String exchange);
void publishOrderBook(String product, String exchange) throws JsonProcessingException;
}
88 changes: 34 additions & 54 deletions .../main/java/com/joe/trading/marketdataservice/services/orderbook/OrderBookServiceImpl.java
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@@ -1,8 +1,9 @@
package com.joe.trading.marketdataservice.services.orderbook;

import com.fasterxml.jackson.core.JsonProcessingException;
import com.joe.trading.marketdataservice.model.OrderBook;
import com.joe.trading.marketdataservice.services.enums.Ticker;
import com.joe.trading.shared.dtos.OrderBook;
import com.joe.trading.shared.dtos.OrderBookUpdateDto;
import com.joe.trading.shared.events.Event;
import com.joe.trading.shared.nats.NatsService;
import org.springframework.beans.factory.annotation.Autowired;
Expand Down Expand Up @@ -48,94 +49,73 @@ public void publishOrderBook() throws JsonProcessingException {

@Override
public void publishOrderBook(String product) throws JsonProcessingException{
fullOrderBook.putAll(getOpenOrders(product));
fullOrderBook.putAll(getClosedOrders(product));

publishEvent(product);
this.publishOrderBook(product, exchange1Url);
this.publishOrderBook(product, exchange2Url);
}

@Override
public void publishOrderBook(String product, String exchange){
fullOrderBook.putAll(getOpenAndClosedOrdersFromOneExchange(product, exchange));

publishEvent(product);
public void publishOrderBook(String product, String exchange) throws JsonProcessingException {
getOpenAndClosedOrdersFromOneExchange(product, exchange);
}

private void publishEvent(String product){
private void publishEvent(String product, OrderBookUpdateDto book){
switch (Ticker.valueOf(product.toUpperCase())){
case IBM -> this.publishOne(Event.IBM_ORDER_BOOK);
case AAPL -> this.publishOne(Event.AAPL_ORDER_BOOK);
case AMZN -> this.publishOne(Event.AMZN_ORDER_BOOK);
case MSFT -> this.publishOne(Event.MSFT_ORDER_BOOK);
case NFLX -> this.publishOne(Event.NFLX_ORDER_BOOK);
case ORCL -> this.publishOne(Event.ORCL_ORDER_BOOK);
case TSLA -> this.publishOne(Event.TSLA_ORDER_BOOK);
case GOOGL -> this.publishOne(Event.GOOGL_ORDER_BOOK);
case IBM -> this.publishOne(Event.IBM_ORDER_BOOK, book);
case AAPL -> this.publishOne(Event.AAPL_ORDER_BOOK, book);
case AMZN -> this.publishOne(Event.AMZN_ORDER_BOOK, book);
case MSFT -> this.publishOne(Event.MSFT_ORDER_BOOK, book);
case NFLX -> this.publishOne(Event.NFLX_ORDER_BOOK, book);
case ORCL -> this.publishOne(Event.ORCL_ORDER_BOOK, book);
case TSLA -> this.publishOne(Event.TSLA_ORDER_BOOK, book);
case GOOGL -> this.publishOne(Event.GOOGL_ORDER_BOOK, book);
}
}


private void publishOne(Event event){
private void publishOne(Event event, OrderBookUpdateDto book){
try {
natsService.publish(event, fullOrderBook);
fullOrderBook.clear();
natsService.publish(event, book);
} catch (JsonProcessingException e) {
throw new RuntimeException(e);
}
}

private List<OrderBook> getFromExchange(String baseUrl, String ticker, String state){
private OrderBookUpdateDto getFromExchange(String baseUrl, String ticker, String state, String key){
String url = baseUrl+"/orderbook/"+ticker+"/"+state;
ResponseEntity<OrderBook[]> response = restTemplate.getForEntity(url, OrderBook[].class);

return Arrays.asList(response.getBody());
}

private Map<String, List<OrderBook>> getOpenOrders(String ticker){
String ex1Key = ticker+"_EX1_OPEN";
String ex2Key = ticker+"_EX2_OPEN";

Map<String, List<OrderBook>> result = new HashMap<>();

result.put(ex1Key, getFromExchange(exchange1Url, ticker, "open"));
result.put(ex2Key, getFromExchange(exchange2Url, ticker, "open"));

return result;
}

private Map<String, List<OrderBook>> getClosedOrders(String ticker){
String ex1Key = ticker+"_EX1_CLOSED";
String ex2Key = ticker+"_EX2_CLOSED";

Map<String, List<OrderBook>> result = new HashMap<>();
OrderBookUpdateDto book = new OrderBookUpdateDto();
book.setOrderBooks(Arrays.stream(response.getBody()).toList());
book.setSourceExchange(key);

result.put(ex1Key, getFromExchange(exchange1Url, ticker, "closed"));
result.put(ex2Key, getFromExchange(exchange2Url, ticker, "closed"));

return result;
return book;
}

private Map<String, List<OrderBook>> getOpenAndClosedOrdersFromOneExchange(String ticker, String exchange){
private void getOpenAndClosedOrdersFromOneExchange(String ticker, String exchange){
String openKey;
String closedKey;

Map<String, List<OrderBook>> result = new HashMap<>();

if (exchange1Url.contains(exchange.toLowerCase())){
openKey = ticker+"_EX1_OPEN";
closedKey = ticker+"_EX1_CLOSED";

result.put(openKey, getFromExchange(exchange1Url, ticker, "open"));
result.put(closedKey, getFromExchange(exchange1Url, ticker, "closed"));
OrderBookUpdateDto book1 = getFromExchange(exchange1Url, ticker, "open", openKey);
OrderBookUpdateDto book2 = getFromExchange(exchange1Url, ticker, "closed", closedKey);

this.publishEvent(ticker, book1);
this.publishEvent(ticker, book2);

}
else{
openKey = ticker+"_EX2_OPEN";
closedKey = ticker+"_EX2_CLOSED";

result.put(openKey, getFromExchange(exchange2Url, ticker, "open"));
result.put(closedKey, getFromExchange(exchange2Url, ticker, "closed"));
}
OrderBookUpdateDto book1 = getFromExchange(exchange2Url, ticker, "open", openKey);
OrderBookUpdateDto book2 = getFromExchange(exchange2Url, ticker, "closed", closedKey);

return result;
this.publishEvent(ticker, book1);
this.publishEvent(ticker, book2);
};
}
}
6 changes: 2 additions & 4 deletions ...rvice/src/main/java/com/joe/trading/order_processing/config/ApplicationConfiguration.java
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@@ -1,5 +1,7 @@
package com.joe.trading.order_processing.config;

import com.joe.trading.order_processing.entities.User;
import lombok.AllArgsConstructor;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;
import org.springframework.security.authentication.AuthenticationManager;
Expand All @@ -9,10 +11,6 @@
import org.springframework.security.core.userdetails.UserDetailsService;
import org.springframework.security.crypto.bcrypt.BCryptPasswordEncoder;

import com.joe.trading.order_processing.entities.User;

import lombok.AllArgsConstructor;

@Configuration
@AllArgsConstructor
public class ApplicationConfiguration {
Expand Down
22 changes: 10 additions & 12 deletions ...ervice/src/main/java/com/joe/trading/order_processing/config/JwtAuthenticationFilter.java
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@@ -1,25 +1,23 @@
package com.joe.trading.order_processing.config;

import java.io.IOException;
import java.util.Base64;

import org.springframework.lang.NonNull;
import org.springframework.security.authentication.UsernamePasswordAuthenticationToken;
import org.springframework.security.core.Authentication;
import org.springframework.security.core.context.SecurityContextHolder;
import org.springframework.security.web.authentication.WebAuthenticationDetailsSource;
import org.springframework.stereotype.Component;
import org.springframework.web.filter.OncePerRequestFilter;

import com.fasterxml.jackson.core.JsonProcessingException;
import com.fasterxml.jackson.databind.ObjectMapper;
import com.joe.trading.order_processing.entities.User;

import jakarta.servlet.FilterChain;
import jakarta.servlet.ServletException;
import jakarta.servlet.http.HttpServletRequest;
import jakarta.servlet.http.HttpServletResponse;
import lombok.AllArgsConstructor;
import org.springframework.lang.NonNull;
import org.springframework.security.authentication.UsernamePasswordAuthenticationToken;
import org.springframework.security.core.Authentication;
import org.springframework.security.core.context.SecurityContextHolder;
import org.springframework.security.web.authentication.WebAuthenticationDetailsSource;
import org.springframework.stereotype.Component;
import org.springframework.web.filter.OncePerRequestFilter;

import java.io.IOException;
import java.util.Base64;

@Component
@AllArgsConstructor
Expand Down
3 changes: 1 addition & 2 deletions ...ocessingService/src/main/java/com/joe/trading/order_processing/config/SecurityConfig.java
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@@ -1,5 +1,6 @@
package com.joe.trading.order_processing.config;

import lombok.AllArgsConstructor;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;
import org.springframework.security.authentication.AuthenticationProvider;
Expand All @@ -10,8 +11,6 @@
import org.springframework.security.web.SecurityFilterChain;
import org.springframework.security.web.authentication.UsernamePasswordAuthenticationFilter;

import lombok.AllArgsConstructor;

@Configuration
@EnableWebSecurity
@AllArgsConstructor
Expand Down
23 changes: 8 additions & 15 deletions ...ngService/src/main/java/com/joe/trading/order_processing/controllers/OrderController.java
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@@ -1,20 +1,5 @@
package com.joe.trading.order_processing.controllers;

import java.util.List;

import org.springframework.data.domain.Page;
import org.springframework.http.HttpStatus;
import org.springframework.http.ResponseEntity;
import org.springframework.security.access.prepost.PreAuthorize;
import org.springframework.security.core.context.SecurityContextHolder;
import org.springframework.web.bind.annotation.DeleteMapping;
import org.springframework.web.bind.annotation.GetMapping;
import org.springframework.web.bind.annotation.PathVariable;
import org.springframework.web.bind.annotation.PostMapping;
import org.springframework.web.bind.annotation.RequestBody;
import org.springframework.web.bind.annotation.RequestMapping;
import org.springframework.web.bind.annotation.RestController;

import com.joe.trading.order_processing.entities.Order;
import com.joe.trading.order_processing.entities.User;
import com.joe.trading.order_processing.entities.dto.OrderRequestDTO;
Expand All @@ -25,6 +10,14 @@
import com.joe.trading.order_processing.entities.enums.Ticker;
import com.joe.trading.order_processing.services.OrderService;
import com.joe.trading.order_processing.services.validation.OrderValidationService;
import org.springframework.data.domain.Page;
import org.springframework.http.HttpStatus;
import org.springframework.http.ResponseEntity;
import org.springframework.security.access.prepost.PreAuthorize;
import org.springframework.security.core.context.SecurityContextHolder;
import org.springframework.web.bind.annotation.*;

import java.util.List;

@RestController
@RequestMapping("/api/v1/orders")
Expand Down
18 changes: 5 additions & 13 deletions ...rvice/src/main/java/com/joe/trading/order_processing/controllers/PortfolioController.java
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@@ -1,17 +1,5 @@
package com.joe.trading.order_processing.controllers;

import org.springframework.http.HttpStatus;
import org.springframework.http.ResponseEntity;
import org.springframework.security.access.prepost.PreAuthorize;
import org.springframework.security.core.context.SecurityContextHolder;
import org.springframework.web.bind.annotation.DeleteMapping;
import org.springframework.web.bind.annotation.GetMapping;
import org.springframework.web.bind.annotation.PathVariable;
import org.springframework.web.bind.annotation.PostMapping;
import org.springframework.web.bind.annotation.RequestBody;
import org.springframework.web.bind.annotation.RequestMapping;
import org.springframework.web.bind.annotation.RestController;

import com.joe.trading.order_processing.entities.User;
import com.joe.trading.order_processing.entities.dto.CreatePortfolioRequestDTO;
import com.joe.trading.order_processing.entities.dto.PortfolioFilterRequestDto;
Expand All @@ -20,8 +8,12 @@
import com.joe.trading.order_processing.services.PortfolioService;
import com.joe.trading.shared.dtos.PaginatedResponseDto;
import com.joe.trading.shared.exceptions.ResourceNotFoundException;

import lombok.AllArgsConstructor;
import org.springframework.http.HttpStatus;
import org.springframework.http.ResponseEntity;
import org.springframework.security.access.prepost.PreAuthorize;
import org.springframework.security.core.context.SecurityContextHolder;
import org.springframework.web.bind.annotation.*;

@RestController
@AllArgsConstructor
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6 changes: 3 additions & 3 deletions ...rProcessingService/src/main/java/com/joe/trading/order_processing/entities/Portfolio.java
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@@ -1,10 +1,8 @@
package com.joe.trading.order_processing.entities;

import com.joe.trading.order_processing.entities.dto.PortfolioResponseDTO;
import com.joe.trading.order_processing.entities.enums.PortfolioState;
import com.joe.trading.order_processing.entities.enums.Ticker;
import com.joe.trading.shared.dtos.PortfolioEventDto;

import jakarta.persistence.*;
import lombok.Getter;
import lombok.NoArgsConstructor;
Expand All @@ -13,7 +11,9 @@
import org.hibernate.annotations.UpdateTimestamp;

import java.time.LocalDateTime;
import java.util.*;
import java.util.HashSet;
import java.util.Objects;
import java.util.Set;

@Getter
@Setter
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30 changes: 11 additions & 19 deletions OrderProcessingService/src/main/java/com/joe/trading/order_processing/entities/User.java
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@@ -1,30 +1,22 @@
package com.joe.trading.order_processing.entities;

import java.time.LocalDateTime;
import java.util.ArrayList;
import java.util.Collection;
import java.util.List;
import java.util.Objects;

import com.joe.trading.shared.auth.AccountType;
import jakarta.persistence.*;
import lombok.Getter;
import lombok.NoArgsConstructor;
import lombok.Setter;
import lombok.ToString;
import org.hibernate.annotations.CreationTimestamp;
import org.hibernate.annotations.UpdateTimestamp;
import org.springframework.security.core.GrantedAuthority;
import org.springframework.security.core.authority.SimpleGrantedAuthority;
import org.springframework.security.core.userdetails.UserDetails;

import com.joe.trading.shared.auth.AccountType;

import jakarta.persistence.CascadeType;
import jakarta.persistence.Column;
import jakarta.persistence.Entity;
import jakarta.persistence.EnumType;
import jakarta.persistence.Enumerated;
import jakarta.persistence.Id;
import jakarta.persistence.OneToMany;
import lombok.Getter;
import lombok.NoArgsConstructor;
import lombok.Setter;
import lombok.ToString;
import java.time.LocalDateTime;
import java.util.ArrayList;
import java.util.Collection;
import java.util.List;
import java.util.Objects;

@Entity(name = "users")
@Getter
Expand Down
6 changes: 1 addition & 5 deletions ...rc/main/java/com/joe/trading/order_processing/entities/dto/CreatePortfolioRequestDTO.java
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@@ -1,11 +1,7 @@
package com.joe.trading.order_processing.entities.dto;

import jakarta.validation.constraints.NotEmpty;
import lombok.AllArgsConstructor;
import lombok.Getter;
import lombok.NoArgsConstructor;
import lombok.Setter;
import lombok.ToString;
import lombok.*;

@Getter
@Setter
Expand Down
10 changes: 3 additions & 7 deletions ...rc/main/java/com/joe/trading/order_processing/entities/dto/PortfolioFilterRequestDto.java
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@@ -1,13 +1,9 @@
package com.joe.trading.order_processing.entities.dto;

import java.time.LocalDateTime;

import jakarta.validation.constraints.Min;
import lombok.AllArgsConstructor;
import lombok.Getter;
import lombok.NoArgsConstructor;
import lombok.Setter;
import lombok.ToString;
import lombok.*;

import java.time.LocalDateTime;

@Getter
@Setter
Expand Down
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