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Merge branch 'main' of https://github.com/ScottLogic/finos-vuu into S…
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…LVUU-117-type-guard-for-layout
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@vferraro-scottlogic
vferraro-scottlogic committed Jan 11, 2024
2 parents cd66125 + 7743733 commit 21f2303
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Showing 118 changed files with 3,441 additions and 859 deletions.
2 changes: 1 addition & 1 deletion example/basket/src/main/scala/org/finos/vuu/core/module/basket/BasketModule.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -126,7 +126,7 @@ object BasketModule extends DefaultModule {
joinColumns = Columns.allFrom(tableDefs.get(NAME, BasketTradingConstituentTable)) ++ Columns.allFromExcept(tableDefs.get(PriceModule.NAME, "prices"), "ric"),
joins =
JoinTo(
table = tableDefs.get(PriceModule.NAME, "prices"),
table = tableDefs.get(PriceModule.NAME, PriceModule.PriceTable),
joinSpec = JoinSpec(left = "ric", right = "ric", LeftOuterJoin)
),
joinFields = Seq(),
Expand Down
36 changes: 27 additions & 9 deletions example/basket/src/main/scala/org/finos/vuu/core/module/basket/service/BasketService.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -5,23 +5,26 @@ import org.finos.toolbox.time.Clock
import org.finos.vuu.core.module.basket.BasketConstants.Side
import org.finos.vuu.core.module.basket.BasketModule
import org.finos.vuu.core.module.basket.BasketModule.BasketConstituentTable
import org.finos.vuu.core.table.{DataTable, RowData, RowWithData, TableContainer}
import org.finos.vuu.core.module.price.PriceModule
import org.finos.vuu.core.table.{DataTable, EmptyRowData, RowData, RowWithData, TableContainer}
import org.finos.vuu.net.rpc.RpcHandler
import org.finos.vuu.net.RequestContext
import org.finos.vuu.order.oms.OmsApi
import org.finos.vuu.viewport._

import java.util.concurrent.atomic.AtomicInteger

object BasketTradeId {

private val counter: AtomicInteger = new AtomicInteger(0)
def oneNew(user:String): String = {

def oneNew(user: String): String = {
val counterValue = counter.incrementAndGet()
user + "-" + "".padTo(5 - counterValue.toString.length, "0").mkString + counterValue
}
}

trait BasketServiceIF{
trait BasketServiceIF {
def createBasket(basketId: String, name: String)(ctx: RequestContext): ViewPortAction
}

Expand All @@ -32,11 +35,11 @@ class BasketService(val table: DataTable, val tableContainer: TableContainer, va
private def getConstituentsForSourceBasket(basketId: String): List[RowData] = {
val table = tableContainer.getTable(BasketConstituentTable)
val keys = table.primaryKeys.toList
keys.map( key => table.pullRow(key) ).filter(_.get(BC.BasketId).toString == basketId)
keys.map(key => table.pullRow(key)).filter(_.get(BC.BasketId).toString == basketId)
}

private def mkTradingConstituentRow(side: String, sourceBasketId: String, basketTradeInstanceId: String, constituentKey: String,
quantity: Long, weighting: Double, basketConsRow: RowData): RowWithData = {
quantity: Long, weighting: Double, limitPrice: Option[Double], basketConsRow: RowData): RowWithData = {
RowWithData(
constituentKey,
Map(
Expand All @@ -49,6 +52,7 @@ class BasketService(val table: DataTable, val tableContainer: TableContainer, va
BTC.Side -> side,
BTC.Weighting -> weighting,
BTC.PriceStrategyId -> 2,
BTC.LimitPrice -> limitPrice.orNull,
BTC.Algo -> -1,
BTC.OrderStatus -> OrderStates.PENDING,
BTC.FilledQty -> 0
Expand All @@ -70,19 +74,33 @@ class BasketService(val table: DataTable, val tableContainer: TableContainer, va
logger.error("Cannot find the Basket Trading table.")
}

val priceTable = tableContainer.getTable(PriceModule.PriceTable)
tableContainer.getTable(BasketModule.BasketTradingConstituentTable) match {
case table: DataTable =>
constituents.foreach( rowData => {
val constituentKey = basketTradeId + "." + rowData.get(BTC.Ric)
constituents.foreach(rowData => {
val ric = rowData.get(BTC.Ric).toString
val constituentKey = s"$basketTradeId.$ric"
val weighting = rowData.get(BTC.Weighting).asInstanceOf[Double]
val quantity = (weighting * 100).asInstanceOf[Long]
val side = rowData.get(BTC.Side).toString
table.processUpdate(constituentKey, mkTradingConstituentRow(side, sourceBasketId, basketTradeId, constituentKey, quantity, weighting, rowData), clock.now())
val limitPrice = getLastPrice(priceTable, ric)
table.processUpdate(constituentKey, mkTradingConstituentRow(side, sourceBasketId, basketTradeId, constituentKey, quantity, weighting, limitPrice, rowData), clock.now())
})
case null =>
logger.error("Cannot find the Basket Trading Constituent.")
}

ViewPortCreateSuccess(basketTradeId)
}

private def getLastPrice(priceTable: DataTable, ric: String): Option[Double] = {
priceTable.pullRow(ric) match {
case row: RowWithData =>
row.get("last") match {
case null => None
case price: Double => Some(price)
}
case EmptyRowData => None
}
}
}
}
48 changes: 38 additions & 10 deletions example/basket/src/test/scala/org/finos/vuu/core/module/basket/BasketCreateTest.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ import org.finos.toolbox.lifecycle.LifecycleContainer
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.price.PriceModule
import org.finos.vuu.order.oms.OmsApi
Expand Down Expand Up @@ -32,46 +33,73 @@ class BasketCreateTest extends VuuServerTestCase {
vuuServer =>

vuuServer.login("testUser", "testToken")
val basketId = ".FTSE"

vuuServer.overrideViewPortDef("prices", (table, _, _, _) => ViewPortDef(table.getTableDef.columns, null))

val pricesProvider = vuuServer.getProvider(PriceModule.NAME, "prices")
val pricesProvider = vuuServer.getProvider(PriceModule.NAME, PriceModule.PriceTable)
val basketProvider = vuuServer.getProvider(BasketModule.NAME, BasketModule.BasketTable)
val constituentProvider = vuuServer.getProvider(BasketModule.NAME, BasketModule.BasketConstituentTable)

pricesProvider.tick("VOD.L", Map("ric" -> "VOD.L", "phase" -> "C"))
basketProvider.tick(basketId, Map(B.Id -> basketId, B.Name -> ".FTSE 100", B.NotionalValue -> 1000001, B.NotionalValueUsd -> 1500001))

val viewport = vuuServer.createViewPort(PriceModule.NAME, "prices")
//given constituent with price
constituentProvider.tick(s"VOD.L.$basketId", Map(BC.RicBasketId -> s"VOD.L.$basketId", BC.Ric -> "VOD.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "BUY", BC.Description -> "Vodafone"))
pricesProvider.tick("VOD.L", Map("ric" -> "VOD.L", "bid" -> 1.3, "ask" -> 1.6, "last" -> 1.5, "phase" -> "C"))

//given constituent with no price
constituentProvider.tick(s"BT.L.$basketId", Map(BC.RicBasketId -> s"BT.L.$basketId", BC.Ric -> "BT.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "SELL", BC.Description -> "British Telecom"))

//given constituent with price but missing last price
constituentProvider.tick(s"BP.L.$basketId", Map(BC.RicBasketId -> s"BP.L.$basketId", BC.Ric -> "BP.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "BUY", BC.Description -> "Beyond Petroleum"))
pricesProvider.tick("BP.L", Map("ric" -> "BP.L", "bid" -> 5.3, "phase" -> "C"))

val viewportPrices = vuuServer.createViewPort(PriceModule.NAME, "prices")

vuuServer.runOnce()

assertVpEq(combineQsForVp(viewport)) {
assertVpEq(combineQsForVp(viewportPrices)) {
Table(
("ric", "bid", "ask", "bidSize", "askSize", "last", "open", "close", "phase", "scenario"),
("VOD.L", null, null, null, null, null, null, null, "C", null)
("BP.L", 5.3, null, null, null, null, null, null, "C", null),
("VOD.L", 1.3, 1.6, null, null, 1.5, null, null, "C", null),
)
}

val viewportBasket = vuuServer.createViewPort(BasketModule.NAME, BasketTable)

val basketService = vuuServer.getViewPortRpcServiceProxy[BasketServiceIF](viewportBasket)

val vpAction = basketService.createBasket(".FTSE", "TestBasket")(vuuServer.requestContext)

val vpAction = basketService.createBasket(basketId, "TestBasket")(vuuServer.requestContext)
vuuServer.runOnce()
assert(vpAction.isInstanceOf[ViewPortCreateSuccess])
val basketTradeInstanceId = vpAction.asInstanceOf[ViewPortCreateSuccess].key

val viewportBasketTrading = vuuServer.createViewPort(BasketModule.NAME, BasketTradingTable)
val viewportBasketTradingCons = vuuServer.createViewPort(BasketModule.NAME, BasketTradingConstituentTable)

val basketTradingService = vuuServer.getViewPortRpcServiceProxy[BasketTradingServiceIF](viewportBasketTrading)

//CJS: I don't like this forced cast, need to look at that a bit
basketTradingService.editCellAction().func(basketTradeInstanceId, BT.Units, 100.asInstanceOf[Object], viewportBasketTrading, vuuServer.session)

vuuServer.runOnce()
Then("get all the updates that have occurred for all view ports from the outbound queue")
val updates = combineQs(viewportBasketTrading)

assertVpEq(filterByVp(viewportBasketTrading, updates)) {
Table(
("instanceId", "basketId", "basketName", "units", "status", "filledPct", "totalNotionalUsd", "totalNotional", "fxRateToUsd", "side"),
(basketTradeInstanceId, ".FTSE", "TestBasket", 100, "OFF-MARKET", null, null, null, null, "BUY")
)
}

assertVpEq(combineQsForVp(viewportBasketTrading)) {
assertVpEq(filterByVp(viewportBasketTradingCons, updates)) {
Table(
("basketId", "instanceId", "basketName", "units", "status", "filledPct", "totalNotionalUsd", "totalNotional", "fxRateToUsd", "side"),
(".FTSE", basketTradeInstanceId, "TestBasket", 100, "OFF-MARKET", null, null, null, null, "BUY")
("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"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, 1.5, 2, 0, "PENDING"),
)
}
}
Expand Down
26 changes: 13 additions & 13 deletions ...le/basket/src/test/scala/org/finos/vuu/core/module/basket/BasketMutateOffMarketTest.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -93,9 +93,9 @@ class BasketMutateOffMarketTest extends VuuServerTestCase {
assertVpEq(combineQsForVp(vpBasketTradingCons)) {
Table(
("quantity", "side", "instanceId", "instanceIdRic", "basketId", "ric", "description", "notionalUsd", "notionalLocal", "venue", "algo", "algoParams", "pctFilled", "weighting", "priceSpread", "limitPrice", "priceStrategyId", "filledQty", "orderStatus"),
(10L, "BUY", basketTradeInstanceId, s"$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"$basketTradeInstanceId.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, 301.5, 2, 0, "PENDING"),
(10L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, 201.5, 2, 0, "PENDING"),
(10L, "BUY", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, 101.5, 2, 0, "PENDING")
)
}

Expand All @@ -120,9 +120,9 @@ class BasketMutateOffMarketTest extends VuuServerTestCase {
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, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
(10L, "BUY", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
(10L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING")
(10L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, 301.5, 2, 0, "PENDING"),
(10L, "BUY", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, 201.5, 2, 0, "PENDING"),
(10L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, 101.5, 2, 0, "PENDING")
)
}

Expand All @@ -133,9 +133,9 @@ class BasketMutateOffMarketTest extends VuuServerTestCase {
assertVpEq(filterByVp(vpBasketTradingCons, combineQs(vpBasketTrading))) {
Table(
("quantity", "side", "instanceId", "instanceIdRic", "basketId", "ric", "description", "notionalUsd", "notionalLocal", "venue", "algo", "algoParams", "pctFilled", "weighting", "priceSpread", "limitPrice", "priceStrategyId", "filledQty", "orderStatus"),
(100L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
(100L, "BUY", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING"),
(100L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, null, 2, 0, "PENDING")
(100L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, 301.5, 2, 0, "PENDING"),
(100L, "BUY", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, 201.5, 2, 0, "PENDING"),
(100L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, 101.5, 2, 0, "PENDING")
)
}
}
Expand Down Expand Up @@ -235,12 +235,12 @@ class BasketMutateOffMarketTest extends VuuServerTestCase {

def GivenBasketTradeExist(vuuServer: TestVuuServer, basketId: String, basketTradeName: String): String = {
val basketProvider = vuuServer.getProvider(BasketModule.NAME, BasketModule.BasketTable)
basketProvider.tick(".FTSE", Map(B.Id -> ".FTSE", B.Name -> ".FTSE 100", B.NotionalValue -> 1000001, B.NotionalValueUsd -> 1500001))
basketProvider.tick(basketId, Map(B.Id -> basketId, B.Name -> ".FTSE 100", B.NotionalValue -> 1000001, B.NotionalValueUsd -> 1500001))

val constituentProvider = vuuServer.getProvider(BasketModule.NAME, BasketModule.BasketConstituentTable)
constituentProvider.tick("VOD.L.FTSE", Map(BC.RicBasketId -> "VOD.L.FTSE", BC.Ric -> "VOD.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "BUY", BC.Description -> "Vodafone"))
constituentProvider.tick("BT.L.FTSE", Map(BC.RicBasketId -> "BT.L.FTSE", BC.Ric -> "BT.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "SELL", BC.Description -> "British Telecom"))
constituentProvider.tick("BP.L.FTSE", Map(BC.RicBasketId -> "BP.L.FTSE", BC.Ric -> "BP.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "BUY", BC.Description -> "Beyond Petroleum"))
constituentProvider.tick(s"VOD.L.$basketId", Map(BC.RicBasketId -> s"VOD.L.$basketId", BC.Ric -> "VOD.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "BUY", BC.Description -> "Vodafone"))
constituentProvider.tick(s"BT.L.$basketId", Map(BC.RicBasketId -> s"BT.L.$basketId", BC.Ric -> "BT.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "SELL", BC.Description -> "British Telecom"))
constituentProvider.tick(s"BP.L.$basketId", Map(BC.RicBasketId -> s"BP.L.$basketId", BC.Ric -> "BP.L", BC.BasketId -> basketId, BC.Weighting -> 0.1, BC.Side -> "BUY", BC.Description -> "Beyond Petroleum"))

val vpBasket = vuuServer.createViewPort(BasketModule.NAME, BasketModule.BasketTable)
val basketService = vuuServer.getViewPortRpcServiceProxy[BasketServiceIF](vpBasket)
Expand Down
6 changes: 3 additions & 3 deletions example/basket/src/test/scala/org/finos/vuu/core/module/basket/BasketSendToMarketTest.scala
View file
Original file line number Diff line number Diff line change
Expand Up @@ -64,9 +64,9 @@ class BasketSendToMarketTest extends VuuServerTestCase {
assertVpEq(combineQsForVp(vpBasketTradingCons)) {
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.BP.L", ".FTSE", "BP.L", "Beyond Petroleum", null, null, null, -1, null, null, 0.1, null, 301.5, 2, 0, "PENDING"),
(10L, "SELL", basketTradeInstanceId, s"$basketTradeInstanceId.BT.L", ".FTSE", "BT.L", "British Telecom", null, null, null, -1, null, null, 0.1, null, 201.5, 2, 0, "PENDING"),
(10L, "BUY", basketTradeInstanceId, s"$basketTradeInstanceId.VOD.L", ".FTSE", "VOD.L", "Vodafone", null, null, null, -1, null, null, 0.1, null, 101.5, 2, 0, "PENDING")
)
}

Expand Down
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