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#980 making basket trade add constituent take in single ric as parsin…
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…g arrays on rcp message is not supported
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naleeha authored and chrisjstevo committed Dec 5, 2023
1 parent 86de280 commit 1ecd47a
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Showing 2 changed files with 68 additions and 18 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -19,16 +19,17 @@ trait BasketTradingConstituentJoinServiceIF extends EditRpcHandler {
def setSell(selection: ViewPortSelection, session: ClientSessionId): ViewPortAction

def setBuy(selection: ViewPortSelection, session: ClientSessionId): ViewPortAction
}

object BasketTradingConstituentJoinService {}
def addConstituent(ric: String)(ctx: RequestContext): ViewPortAction
}

class BasketTradingConstituentJoinService(val table: DataTable, val tableContainer: TableContainer)(implicit clock: Clock) extends BasketTradingConstituentJoinServiceIF with RpcHandler with StrictLogging {

override def menuItems(): ViewPortMenu = ViewPortMenu("Direction",
new SelectionViewPortMenuItem("Set Sell", "", this.setSell, "SET_SELECTION_SELL"),
new SelectionViewPortMenuItem("Set Buy", "", this.setBuy, "SET_SELECTION_Buy"),
)

override def deleteRowAction(): ViewPortDeleteRowAction = ViewPortDeleteRowAction("", this.onDeleteRow)

override def deleteCellAction(): ViewPortDeleteCellAction = ViewPortDeleteCellAction("", this.onDeleteCell)
Expand All @@ -52,30 +53,30 @@ class BasketTradingConstituentJoinService(val table: DataTable, val tableContain
}

//this is RCP call and method name is part of contract with UI
def addConstituents(rics: Array[String])(ctx: RequestContext): ViewPortAction = {
if(table.size() == 0)
def addConstituent(ric: String)(ctx: RequestContext): ViewPortAction = {
if (table.size() == 0)
ViewPortEditFailure(s"Failed to add constituents to ${table.name} as adding row to empty table is currently not supported")
else {
val existingConstituentRow = table.pullRow(table.primaryKeys.head)
val tradeId = existingConstituentRow.get(ColumnName.InstanceId).asInstanceOf[String]

val existingConstituentRow = table.pullRow(table.primaryKeys.head)
val tradeId = existingConstituentRow.get(ColumnName.InstanceId).asInstanceOf[String]
val tradeRow = tableContainer.getTable(BasketModule.BasketTradingTable).pullRow(tradeId)
val basketId = tradeRow.get(BTColumnName.BasketId).asInstanceOf[String]
val tradeUnit = tradeRow.get(BTColumnName.Units).asInstanceOf[Int]

val tradeRow = tableContainer.getTable(BasketModule.BasketTradingTable).pullRow(tradeId)
val basketId = tradeRow.get(BTColumnName.BasketId).asInstanceOf[String]
val tradeUnit = tradeRow.get(BTColumnName.Units).asInstanceOf[Int]

val newRows = rics.map(ric =>
mkTradingConstituentRow(
val newRow = mkTradingConstituentRow(
basketTradeInstanceId = tradeId,
sourceBasketId = basketId,
tradeUnit = tradeUnit,
ric = ric))
ric = ric)

//todo should we guard against adding row for ric that already exist?
updateJoinTable(newRows) match {
updateJoinTable(Array(newRow)) match {
case Right(_) => ViewPortRpcSuccess()
case Left(errorReason) =>
ViewPortRpcFailure(errorReason.reason)
}
}
}

private def onEditCell(key: String, columnName: String, data: Any, vp: ViewPort, session: ClientSessionId): ViewPortEditAction = {
Expand All @@ -84,7 +85,7 @@ class BasketTradingConstituentJoinService(val table: DataTable, val tableContain
case Some(baseTable: DataTable) =>
columnName match {
case ColumnName.Weighting | ColumnName.LimitPrice =>
val doubleValue = convertToDouble(data)
val doubleValue = convertToDouble(data)
baseTable.processUpdate(key, RowWithData(key, Map(ColumnName.InstanceIdRic -> key, columnName -> doubleValue)), clock.now())
case _ => baseTable.processUpdate(key, RowWithData(key, Map(ColumnName.InstanceIdRic -> key, columnName -> data)), clock.now())
}
Expand All @@ -93,10 +94,11 @@ class BasketTradingConstituentJoinService(val table: DataTable, val tableContain
ViewPortEditFailure("Could not find base table for basket trading constituent join ")
}
} catch {
case NonFatal(t) => ViewPortEditFailure(s"Could not update $columnName. $t")
case NonFatal(t) => ViewPortEditFailure(s"Could not update $columnName. $t")
}
}
private def convertToDouble(data:Any): Double = {

private def convertToDouble(data: Any): Double = {
data match {
case decimalValue: java.math.BigDecimal =>
decimalValue.doubleValue
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ import org.finos.toolbox.time.{Clock, TestFriendlyClock}
import org.finos.vuu.api.ViewPortDef
import org.finos.vuu.core.module.TableDefContainer
import org.finos.vuu.core.module.basket.BasketModule.{BasketColumnNames => B, BasketConstituentColumnNames => BC}
import org.finos.vuu.core.module.basket.service.{BasketServiceIF, BasketTradeId, BasketTradingServiceIF}
import org.finos.vuu.core.module.basket.service.{BasketServiceIF, BasketTradeId, BasketTradingConstituentJoinServiceIF, BasketTradingServiceIF}
import org.finos.vuu.core.module.price.PriceModule
import org.finos.vuu.order.oms.OmsApi
import org.finos.vuu.test.{TestVuuServer, VuuServerTestCase}
Expand Down Expand Up @@ -185,6 +185,54 @@ class BasketMutateOffMarketTest extends VuuServerTestCase {
}
}
}

//TODO oin table cannot be tested currently as it doesnt get updated when underlying table gets updated
// Scenario("Adding new constituents by ric should add it to basket trading") {
// import BasketModule._
// implicit val clock: Clock = new TestFriendlyClock(10001L)
// implicit val lifecycle: LifecycleContainer = new LifecycleContainer()
// implicit val tableDefContainer: TableDefContainer = new TableDefContainer(Map())
// implicit val metricsProvider: MetricsProvider = new MetricsProviderImpl
//
// val omsApi = OmsApi()
// withVuuServer(PriceModule(), BasketModule(omsApi)) {
// vuuServer =>
//
// vuuServer.login("testUser", "testToken2")
//
// GivenBasketTradeExist(vuuServer, ".FTSE", "MyCustomBasket")
// val basketTradeInstanceId = BasketTradeId.current
//
// val vpBasketTrading = vuuServer.createViewPort(BasketModule.NAME, BasketTradingTable)
// val vpBasketTradingCons = vuuServer.createViewPort(BasketModule.NAME, BasketTradingConstituentTable)
// val vpBasketTradingConsJoin = vuuServer.createViewPort(BasketModule.NAME, BasketTradingConstituentJoin)
// val basketTradingConstituentJoinService = vuuServer.getViewPortRpcServiceProxy[BasketTradingConstituentJoinServiceIF](vpBasketTradingConsJoin)
//
// vuuServer.runOnce()
//
// When("we edit the side of the parent basket to same side as current value")
// basketTradingConstituentJoinService.addConstituent("0001.HK")(vuuServer.requestContext)
// vuuServer.runOnce()
//
// Then("get all the updates that have occurred for all view ports from the outbound queue")
// val updates = combineQs(vpBasketTradingConsJoin)
//
//
// //todo map description
// //todo should basketid be where the stock was sourced from? in this case .HSI?
//
// And("assert the basket trading constituent table has not changed sides")
// assertVpEq(filterByVp(vpBasketTradingCons, updates)) {
// Table(
// ("quantity", "side", "instanceId", "instanceIdRic", "basketId", "ric", "description", "notionalUsd", "notionalLocal", "venue", "algo", "algoParams", "pctFilled", "weighting", "priceSpread", "limitPrice", "priceStrategyId", "filledQty", "orderStatus"),
// (10L, "Buy", basketTradeInstanceId, s"$basketTradeInstanceId.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
// (10L, "Sell", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
// (10L, "Buy", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
// (10L, "Buy", basketTradeInstanceId, s"$basketTradeInstanceId.0001.HK", ".FTSE", "0001.HK", "", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING")
// )
// }
// }
// }
}

def GivenBasketTradeExist(vuuServer: TestVuuServer, basketId: String, basketTradeName: String): Unit = {
Expand Down

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