BrokerServer: order cancellation

src/ATrade/Broker/Server.hs

@@ -1,3 +1,4 @@
+{-# LANGUAGE OverloadedStrings #-}
 
 module ATrade.Broker.Server (
   startBrokerServer,
@@ -34,6 +35,7 @@ data BrokerInterface = BrokerInterface {
 
 data BrokerServerState = BrokerServerState {
   bsSocket :: Socket Router,
+  orderToBroker :: M.Map OrderId BrokerInterface,
   orderMap :: M.Map OrderId B.ByteString, -- Matches 0mq client identities with corresponding orders
   lastPacket :: M.Map B.ByteString (RequestSqnum, B.ByteString),
   pendingNotifications :: [(Notification, UTCTime)], -- List of tuples (Order with new state, Time when notification enqueued)
@@ -53,6 +55,7 @@ startBrokerServer brokers c ep = do
   state <- newIORef BrokerServerState {
     bsSocket = sock,
     orderMap = M.empty,
+    orderToBroker = M.empty,
     lastPacket = M.empty,
     pendingNotifications = [],
     brokers = brokers,
@@ -79,13 +82,22 @@ brokerServerThread state = finally brokerServerThread' cleanup
       bros <- brokers <$> readIORef state
       case decode . BL.fromStrict $ payload of
         Just (RequestSubmitOrder sqnum order) ->
-          case findBroker (orderAccountId order) bros of
+          case findBrokerForAccount (orderAccountId order) bros of
             Just bro -> do
               oid <- nextOrderId
               submitOrder bro order { orderId = oid }
+              atomicModifyIORef' state (\s -> (s { orderToBroker = M.insert oid bro (orderToBroker s)}, ()))
               return (peerId, ResponseOrderSubmitted oid)
 
-            Nothing -> error "foobar"
+            Nothing -> return (peerId, ResponseError "Unknown account")
+        Just (RequestCancelOrder sqnum oid) -> do
+          m <- orderToBroker <$> readIORef state
+          case M.lookup oid m of 
+            Just bro -> do
+              cancelOrder bro oid
+              return (peerId, ResponseOrderCancelled oid)
+            Nothing -> return (peerId, ResponseError "Unknown order")
+        Just _ -> return (peerId, ResponseError "Not implemented")
         Nothing -> error "foobar"
     handleMessage x = do
       warningM "Broker.Server" ("Invalid packet received: " ++ show x)
@@ -93,7 +105,7 @@ brokerServerThread state = finally brokerServerThread' cleanup
 
     sendMessage sock (peerId, resp) = sendMulti sock (peerId :| [B.empty, BL.toStrict . encode $ resp])
 
-    findBroker account = L.find (L.elem account . accounts)
+    findBrokerForAccount account = L.find (L.elem account . accounts)
     nextOrderId = atomicModifyIORef' state (\s -> ( s {orderIdCounter = 1 + orderIdCounter s}, orderIdCounter s))
 
 

test/TestBrokerServer.hs

@@ -25,12 +25,14 @@ import Data.Aeson
 import Data.Time.Clock
 import Data.Time.Calendar
 import Data.Maybe
+import qualified Data.List as L
 import Data.IORef
 import Data.UUID as U
 import Data.UUID.V4 as UV4
 
 data MockBrokerState = MockBrokerState {
   orders :: [Order],
+  cancelledOrders :: [Order],
   notificationCallback :: Maybe (Notification -> IO ())
 }
 
@@ -45,7 +47,11 @@ mockSubmitOrder state order = do
     submittedOrder = order { orderState = Submitted }
 
 mockCancelOrder :: IORef MockBrokerState -> OrderId -> IO ()
-mockCancelOrder state = undefined
+mockCancelOrder state oid = do
+  ors <- orders <$> readIORef state
+  case L.find (\o -> orderId o == oid) ors of
+    Just order -> atomicModifyIORef' state (\s -> (s { cancelledOrders = order : cancelledOrders s}, ()))
+    Nothing -> return ()
 
 mockStopBroker :: IORef MockBrokerState -> IO ()
 mockStopBroker state = return ()
@@ -54,6 +60,7 @@ mockStopBroker state = return ()
 mkMockBroker accs = do
   state <- newIORef MockBrokerState {
     orders = [],
+    cancelledOrders = [],
     notificationCallback = Nothing
   }
 
@@ -66,18 +73,32 @@ mkMockBroker accs = do
   }, state)
 
 
-unitTests = testGroup "Broker.Server" [testBrokerServerStartStop, testBrokerServerSubmitOrder]
+unitTests = testGroup "Broker.Server" [testBrokerServerStartStop
+  , testBrokerServerSubmitOrder
+  , testBrokerServerSubmitOrderToUnknownAccount
+  , testBrokerServerCancelOrder ]
 
 testBrokerServerStartStop = testCase "Broker Server starts and stops" $ withContext (\ctx -> do
   ep <- toText <$> UV4.nextRandom
   broS <- startBrokerServer [] ctx ("inproc://brokerserver" `T.append` ep)
   stopBrokerServer broS)
 
+makeEndpoint = do
+  uid <- toText <$> UV4.nextRandom
+  return $ "inproc://brokerserver" `T.append` uid
+
+connectAndSendOrder step sock order ep = do
+  step "Connecting"
+  connect sock (T.unpack ep)
+
+  step "Sending request"
+  send sock [] (BL.toStrict . encode $ RequestSubmitOrder 1 order)
+  threadDelay 10000
+
 testBrokerServerSubmitOrder = testCaseSteps "Broker Server submits order" $ \step -> withContext (\ctx -> do
   step "Setup"
-  uid <- toText <$> UV4.nextRandom
   (mockBroker, broState) <- mkMockBroker ["demo"]
-  let ep = "inproc://brokerserver" `T.append` uid
+  ep <- makeEndpoint
   let order = mkOrder {
     orderAccountId = "demo",
     orderSecurity = "FOO",
@@ -87,12 +108,7 @@ testBrokerServerSubmitOrder = testCaseSteps "Broker Server submits order" $ \ste
   }
   bracket (startBrokerServer [mockBroker] ctx ep) stopBrokerServer (\broS ->
     withSocket ctx Req (\sock -> do
-      step "Connecting"
+      connectAndSendOrder step sock order ep
-      connect sock (T.unpack ep)
-
-      step "Sending request"
-      send sock [] (BL.toStrict . encode $ RequestSubmitOrder 1 order)
-      threadDelay 10000
 
       step "Checking that order is submitted to BrokerInterface"
       s <- readIORef broState
@@ -106,3 +122,59 @@ testBrokerServerSubmitOrder = testCaseSteps "Broker Server submits order" $ \ste
 
       )))
 
+testBrokerServerSubmitOrderToUnknownAccount = testCaseSteps "Broker Server returns error if account is unknown" $
+  \step -> withContext (\ctx -> do
+    step "Setup"
+    ep <- makeEndpoint
+    (mockBroker, broState) <- mkMockBroker ["demo"]
+    let order = mkOrder {
+      orderAccountId = "foobar",
+      orderSecurity = "FOO",
+      orderPrice = Market,
+      orderQuantity = 10,
+      orderOperation = Buy
+    }
+    bracket (startBrokerServer [mockBroker] ctx ep) stopBrokerServer (\broS ->
+      withSocket ctx Req (\sock -> do
+        connectAndSendOrder step sock order ep
+
+        step "Reading response"
+        resp <- decode . BL.fromStrict <$> receive sock
+        case resp of
+          Just (ResponseError _) -> return ()
+          Just _ -> assertFailure "Invalid response"
+          Nothing -> assertFailure "Invalid response"
+
+        )))
+
+testBrokerServerCancelOrder = testCaseSteps "Broker Server: submitted order cancellation" $
+  \step -> withContext (\ctx -> do
+    step "Setup"
+    ep <- makeEndpoint
+    (mockBroker, broState) <- mkMockBroker ["demo"]
+    let order = mkOrder {
+      orderAccountId = "demo",
+      orderSecurity = "FOO",
+      orderPrice = Market,
+      orderQuantity = 10,
+      orderOperation = Buy
+    }
+    bracket (startBrokerServer [mockBroker] ctx ep) stopBrokerServer (\broS ->
+      withSocket ctx Req (\sock -> do
+        connectAndSendOrder step sock order ep
+        (Just (ResponseOrderSubmitted orderId)) <- decode . BL.fromStrict <$> receive sock
+
+        step "Sending order cancellation request"
+        send sock [] (BL.toStrict . encode $ RequestCancelOrder 2 orderId)
+        threadDelay 10000
+
+        step "Checking that order is cancelled in BrokerInterface"
+        s <- readIORef broState
+        (length . cancelledOrders) s @?= 1
+
+        step "Reading response"
+        resp <- decode . BL.fromStrict <$> receive sock
+        case resp of
+          Just (ResponseOrderCancelled _) -> return ()
+          Nothing -> assertFailure "Invalid response"
+        )))