Beispiel #1
0
        private async Task ValidateTradingCondition(TradingConditionContract tradingCondition)
        {
            if (tradingCondition == null)
            {
                throw new ArgumentNullException("tradingCondition", "Model is incorrect");
            }

            if (string.IsNullOrWhiteSpace(tradingCondition?.Id))
            {
                throw new ArgumentNullException(nameof(tradingCondition.Id), "TradingCondition Id must be set");
            }

            if (!string.IsNullOrEmpty(tradingCondition.LimitCurrency) &&
                await _assetsRepository.GetAsync(tradingCondition.LimitCurrency) == null)
            {
                throw new InvalidOperationException($"LimitCurrency asset {tradingCondition.LimitCurrency} does not exist");
            }

            foreach (var baseAsset in tradingCondition.BaseAssets)
            {//TODO optimization may be applied here
                if (await _assetsRepository.GetAsync(baseAsset) == null)
                {
                    throw new InvalidOperationException($"Base asset {baseAsset} does not exist");
                }
            }
        }
        private async Task ValidateTradingInstrument(TradingInstrumentContract instrument)
        {
            if (instrument == null)
            {
                throw new ArgumentNullException("instrument", "Model is incorrect");
            }

            if (string.IsNullOrWhiteSpace(instrument?.TradingConditionId))
            {
                throw new ArgumentNullException(nameof(instrument.TradingConditionId), "TradingConditionId must be set");
            }

            if (string.IsNullOrWhiteSpace(instrument.Instrument))
            {
                throw new ArgumentNullException(nameof(instrument.Instrument), "Instrument must be set");
            }

            if (await _tradingConditionsRepository.GetAsync(instrument.TradingConditionId) == null)
            {
                throw new InvalidOperationException($"Trading condition {instrument.TradingConditionId} does not exist");
            }

            if (await _assetPairsRepository.GetAsync(instrument.Instrument) == null)
            {
                throw new InvalidOperationException($"Asset pair {instrument.Instrument} does not exist");
            }

            if (instrument.LeverageInit <= 0)
            {
                throw new InvalidOperationException($"LeverageInit must be greather then zero");
            }

            if (instrument.LeverageMaintenance <= 0)
            {
                throw new InvalidOperationException($"LeverageMaintenance must be greather then zero");
            }

            if (await _assetsRepository.GetAsync(instrument.CommissionCurrency) == null)
            {
                throw new InvalidOperationException($"Commission currency {instrument.CommissionCurrency} does not exist");
            }
        }
Beispiel #3
0
        private async Task ValidateRoute(MatchingEngineRouteContract route)
        {
            if (route == null)
            {
                throw new ArgumentNullException(nameof(route), "Model is incorrect");
            }

            if (string.IsNullOrWhiteSpace(route?.Id))
            {
                throw new ArgumentNullException(nameof(route.Id), "Route Id must be set");
            }

            if (route.Type != null && !Enum.IsDefined(typeof(OrderDirectionContract), route.Type))
            {
                throw new ArgumentNullException(nameof(route.Type), "Route Type is set to an incorrect value");
            }

            if (!string.IsNullOrEmpty(route.TradingConditionId) &&
                await _tradingConditionsRepository.GetAsync(route.TradingConditionId) == null)
            {
                throw new InvalidOperationException($"Trading condition {route.TradingConditionId} does not exist");
            }

            if (!string.IsNullOrEmpty(route.Instrument) &&
                await _assetPairsRepository.GetAsync(route.Instrument) == null)
            {
                throw new InvalidOperationException($"Asset pair {route.Instrument} does not exist");
            }

            if (string.IsNullOrEmpty(route.Asset) || route.Asset == AnyValue)
            {
                route.Asset = AnyValue;
            }
            else if (await _assetsRepository.GetAsync(route.Asset) == null)
            {
                throw new InvalidOperationException($"Asset {route.Asset} does not exist");
            }
        }
Beispiel #4
0
        public async Task <List <AssetContract> > List()
        {
            var data = await _assetsRepository.GetAsync();

            return(data.Select(x => _convertService.Convert <IAsset, AssetContract>(x)).ToList());
        }
        private async Task ValidatePairInsert(AssetPairContract assetPair)
        {
            if (assetPair == null)
            {
                throw new ArgumentNullException(nameof(assetPair), "Model is incorrect");
            }

            if (string.IsNullOrWhiteSpace(assetPair.Id))
            {
                throw new ArgumentNullException(nameof(assetPair.Id), "AssetPair Id must be set");
            }

            if (!Enum.IsDefined(typeof(MatchingEngineModeContract), assetPair.MatchingEngineMode))
            {
                throw new ArgumentNullException(nameof(assetPair.MatchingEngineMode), "AssetPair MatchingEngineMode must be set");
            }

            if (await _assetsRepository.GetAsync(assetPair.BaseAssetId) == null)
            {
                throw new InvalidOperationException($"Base Asset {assetPair.BaseAssetId} does not exist");
            }

            if (await _assetsRepository.GetAsync(assetPair.QuoteAssetId) == null)
            {
                throw new InvalidOperationException($"Quote Asset {assetPair.QuoteAssetId} does not exist");
            }

            if (!string.IsNullOrEmpty(assetPair.MarketId) &&
                await _marketRepository.GetAsync(assetPair.MarketId) == null)
            {
                throw new InvalidOperationException($"Market {assetPair.MarketId} does not exist");
            }

            if (assetPair.StpMultiplierMarkupAsk <= 0)
            {
                throw new InvalidOperationException($"StpMultiplierMarkupAsk must be greater then zero");
            }

            if (assetPair.StpMultiplierMarkupBid <= 0)
            {
                throw new InvalidOperationException($"StpMultiplierMarkupBid must be greater then zero");
            }

            if (await _assetPairsRepository.GetByBaseQuoteAndLegalEntityAsync(assetPair.BaseAssetId,
                                                                              assetPair.QuoteAssetId, assetPair.LegalEntity) != null)
            {
                throw new InvalidOperationException($"Asset pair with base asset [{assetPair.BaseAssetId}], quote asset [{assetPair.QuoteAssetId}] and legal entity [{assetPair.LegalEntity}] already exists");
            }

            //base pair check <-- the last one
            if (assetPair.BasePairId == null)
            {
                return;
            }

            if (await _assetPairsRepository.GetAsync(assetPair.BasePairId) == null)
            {
                throw new InvalidOperationException($"BasePair with Id {assetPair.BasePairId} does not exist");
            }

            if (await _assetPairsRepository.GetByBaseAssetPairAsync(assetPair.BasePairId) != null)
            {
                throw new InvalidOperationException($"BasePairId {assetPair.BasePairId} does not exist");
            }

            if (await _assetPairsRepository.GetByBaseAssetPairAndNotByIdAsync(assetPair.Id, assetPair.BasePairId) != null)
            {
                throw new InvalidOperationException($"BasePairId {assetPair.BasePairId} cannot be added twice");
            }
        }