private async IAsyncEnumerable <ITradingInstrument> GetTradingInstruments(
IReadOnlyList <Product> products,
string tradingConditionId = null)
{
var clientProfiles = tradingConditionId == null
? await _clientProfilesRepository.GetAllAsync()
: new[] { await _clientProfilesRepository.GetByIdAsync(tradingConditionId) };
var assetTypes = products.Select(p => p.AssetType).Distinct().ToList();
foreach (var clientProfile in clientProfiles)
{
var availableClientProfileSettingsList =
await _clientProfileSettingsRepository.GetAllAsync(clientProfile.Id, assetTypes, true);
foreach (var product in products)
{
var clientProfileSettings = availableClientProfileSettingsList.SingleOrDefault(x =>
x.ClientProfileId == clientProfile.Id && x.AssetTypeId == product.AssetType);
if (clientProfileSettings == null)
{
continue;
}
var underlying = _underlyingsCache.GetByMdsCode(product.UnderlyingMdsCode);
yield return(TradingInstrument.CreateFromProduct(
product,
clientProfileSettings.ClientProfileId,
clientProfileSettings.Margin,
underlying?.Spread ?? _defaultTradingInstrumentSettings.Spread));
}
}
}
public async Task <IReadOnlyList <ITradingCondition> > GetAsync()
{
var profiles = await _clientProfilesRepository.GetAllAsync();
var settlementCurrency = await _settlementCurrencyService.GetSettlementCurrencyAsync();
return(profiles.Select(x => MapTradingCondition(x, settlementCurrency)).ToList());
}
public async Task InsertAsync(AssetTypeWithTemplate model, string username, string correlationId)
{
var brokerSettingsResponse = await _brokerSettingsApi.GetByIdAsync(_brokerId);
if (brokerSettingsResponse.ErrorCode == BrokerSettingsErrorCodesContract.BrokerSettingsDoNotExist)
{
throw new BrokerSettingsDoNotExistException();
}
await ValidateUnderlyingCategory(model.UnderlyingCategoryId);
var regulationId = brokerSettingsResponse.BrokerSettings.RegulationId;
await ValidateRegulatoryType(model.RegulatoryTypeId, regulationId);
List <ClientProfileSettings> clientProfileSettings;
//duplicate settings if we use template
if (!string.IsNullOrEmpty(model.AssetTypeTemplateId))
{
var regulatoryProfileTemplateExists =
await _assetTypesRepository.ExistsAsync(model.AssetTypeTemplateId);
if (!regulatoryProfileTemplateExists)
{
throw new AssetTypeDoesNotExistException();
}
clientProfileSettings = await
_clientProfileSettingsRepository.GetAllAsync(null, model.AssetTypeTemplateId);
foreach (var clientProfileSetting in clientProfileSettings)
{
clientProfileSetting.AssetTypeId = model.Id;
var regulatorySettings = await _regulatorySettingsApi.GetRegulatorySettingsByIdsAsync(
clientProfileSetting.RegulatoryProfileId, model.RegulatoryTypeId);
ValidateRegulatoryConstraint(regulatorySettings, clientProfileSetting);
}
}
else
{
clientProfileSettings = new List <ClientProfileSettings>();
var allRegulatorySettings =
await _regulatorySettingsApi.GetRegulatorySettingsByRegulationAsync(regulationId);
var clientProfiles = await _clientProfilesRepository.GetAllAsync();
foreach (var clientProfile in clientProfiles)
{
var regulatorySettings = allRegulatorySettings.RegulatorySettings.Single(x =>
x.TypeId == model.RegulatoryTypeId && x.ProfileId == clientProfile.RegulatoryProfileId);
clientProfileSettings.Add(new ClientProfileSettings
{
AssetTypeId = model.Id,
ClientProfileId = clientProfile.Id,
Margin = regulatorySettings.MarginMinPercent,
IsAvailable = regulatorySettings.IsAvailable,
});
}
}
await _assetTypesRepository.InsertAsync(model, clientProfileSettings);
await _auditService.TryAudit(correlationId, username, model.Id, AuditDataType.AssetType,
model.ToJson());
await _entityChangedSender.SendEntityCreatedEvent <AssetType, AssetTypeContract, AssetTypeChangedEvent>(model,
username, correlationId);
foreach (var profileSettings in clientProfileSettings)
{
await _entityChangedSender
.SendEntityCreatedEvent <ClientProfileSettings, ClientProfileSettingsContract,
ClientProfileSettingsChangedEvent>(profileSettings, username, correlationId);
}
}