func TestNewMarketConnectorNewOrderRequest(t *testing.T) {
//config
sc := common.NewConfig()
sc.MessageBusURL = "nats://localhost:22222"
sc.DatabaseDriver = "memstore"
//start MC
svc := NewMarketConnector(sc)
svc.Start()
time.Sleep(100 * time.Millisecond)
// mock a NewOrderRequest, really should come from OrderRouter
request := &proto.NewOrderRequest{
Order: testOrder.MockOrder(),
}
request.Order.OrderStatus = proto.OrderStatus_ORDER_RECEIVED
request.Order.SubmitDatetime = time.Now().UTC().Format(time.RFC3339Nano)
request.Order.MessageType = proto.Order_NEW
request.Order.OrderKey = int32(321)
svc.app.OrderStore.OrderCreate(request.Order)
// subscribe to check if we can receive a fill execution report from sim broker
recvExecutionReport := false
svc.app.MessageBus.Subscribe("order.Execution", func(m *messagebus.Msg) {
recvExecutionReport = true
exec := new(proto.Execution)
if err := exec.Unmarshal(m.Data); err == nil {
if exec.ClientOrderId != "321.1" {
t.Fatalf("unexpected execution report ClOrdId %v, expecting 321.1", exec.ClientOrderId)
}
if exec.OrderId != 1 {
t.Fatalf("unexpected execution report OrderId %v, expecting 1", exec.OrderId)
}
} else {
t.Fatalf("unexpected execution report: %v", err)
}
})
// send above mock NewOrderRequest
data, _ := request.Marshal()
svc.app.MessageBus.Publish("order.NewOrderRequest.MC."+MarketConnectorName, data)
time.Sleep(100 * time.Millisecond)
//stop and disconnect MC
svc.Close()
if recvExecutionReport == false {
t.Fatal("No execution report received from mock order new request")
}
}
func BenchmarkTradeflow(b *testing.B) {
b.StopTimer()
// Mock new order request
request := &proto.NewOrderRequest{
Order: testOrder.MockOrder(),
}
request.Order.MarketConnector = "Simulator"
data, merr := request.Marshal()
if merr != nil {
b.Fatal(merr)
}
////////
// benchmark the whole journey of:
// CL->OR: Client send order protobuf to OrderRouter(OR)
// OR->MC: OrderRouter process order and dispatch persisted order entity or target MarketConnector
// MC->FIX: MarketConnector translate into NewOrderSingle FIX message based on the session with its counterparty
// FIX->MC: MarketConnector received FIX message on its order, here Simulator sending a fully FILL execution
// EXEC->CL: MarketConnector publish processed and persisted Execution onto messaging bus, here our Client will listen to
///////
log.Println("benchmark count: ", b.N)
b.StartTimer()
for i := 0; i < b.N; i++ {
if reply, err := msgbus.Request("order.NewOrderRequest", data, 2000*time.Millisecond); err != nil {
b.Fatalf("an error '%s' was not expected when sending NewOrderRequest", err)
} else {
resp := new(proto.NewOrderResponse)
if err := resp.Unmarshal(reply.Data); err != nil {
b.Fatalf("an error '%s' was not expected when decoding NewOrderResponse", err)
}
if resp.ErrorMessage != nil && len(*resp.ErrorMessage) > 0 {
b.Fatalf("unexpected NewOrderResponse error message: %s", *resp.ErrorMessage)
}
}
}
}
func TestOrderRouterNewOrderRequest(t *testing.T) {
svc := mockOrderRouter()
svc.Start()
defer svc.Close()
// mock new order request
request := &proto.NewOrderRequest{
Order: testOrder.MockOrder(),
}
data, merr := request.Marshal()
if merr != nil {
t.Fatal(merr)
}
// send mock order, expecting reject due to market connector not up
req := new(proto.NewOrderRequest)
if err := req.Unmarshal(data); err != nil {
t.Fatal(err)
}
if reply, err := svc.msgbus.Request("order.NewOrderRequest", data, 200*time.Millisecond); err != nil {
t.Fatalf("an error '%s' was not expected when sending NewOrderRequest", err)
} else {
resp := new(proto.NewOrderResponse)
if err := resp.Unmarshal(reply.Data); err != nil {
t.Fatalf("an error '%s' was not expected when decoding NewOrderResponse", err)
}
if *resp.ErrorMessage != "LINK TO BROKER DOWN" {
t.Fatalf("unexpected NewOrderResponse %s, expecting LINK TO BROKER DOWN", *resp.ErrorMessage)
}
}
// mock a test market connector
mcname := "MC.TestCase"
hbMsg := pService.Heartbeat{
Name: mcname,
Status: pService.RUNNING,
}
if hbMsgData, err := hbMsg.Marshal(); err != nil {
t.Fatal(err)
} else {
svc.msgbusService.Publish("service.Heartbeat.MC.TestCase", hbMsgData)
time.Sleep(100 * time.Millisecond)
if reply, err := svc.msgbus.Request("order.NewOrderRequest", data, 200*time.Millisecond); err != nil {
t.Fatalf("an error '%s' was not expected when sending NewOrderRequest", err)
} else {
resp := new(proto.NewOrderResponse)
if err := resp.Unmarshal(reply.Data); err != nil {
t.Fatalf("an error '%s' was not expected when decoding NewOrderResponse", err)
}
if resp.ErrorMessage != nil && len(*resp.ErrorMessage) > 0 {
t.Fatalf("unexpected NewOrderResponse error message: %s", *resp.ErrorMessage)
}
if resp.Order == nil || resp.Order.OrderId != 2 {
t.Fatalf("unexpected NewOrderResponse id not matching mock OrderId(%v), expecting 2")
}
if resp.Order == nil || resp.Order.OrderKey != 2 {
t.Fatalf("unexpected NewOrderResponse OrderKey %v, expecting 2", resp.Order.OrderKey)
}
}
}
}