private async Task <IReadOnlyCollection <PositionSummaryReport> > ConvertToReportsAsync(
IEnumerable <SummaryReport> summaryReports)
{
IReadOnlyCollection <Position> openPositions = await _openPositionRepository.GetAllAsync();
IReadOnlyCollection <Instrument> instruments = await _instrumentService.GetAllAsync();
var items = new List <PositionSummaryReport>();
foreach (SummaryReport summaryReport in summaryReports)
{
Instrument instrument = instruments.FirstOrDefault(o => o.AssetPairId == summaryReport.AssetPairId);
decimal openVolume = openPositions
.Where(o => o.AssetPairId == summaryReport.AssetPairId &&
o.TradeAssetPairId == summaryReport.TradeAssetPairId)
.Sum(o => Math.Abs(o.Volume));
decimal?pnlUsd = await _crossRateInstrumentService.ConvertPriceAsync(summaryReport.AssetPairId,
summaryReport.PnL);
items.Add(new PositionSummaryReport
{
AssetPairId = summaryReport.AssetPairId,
TradeAssetPairId = summaryReport.TradeAssetPairId,
OpenPositionsCount = summaryReport.OpenPositionsCount,
ClosedPositionsCount = summaryReport.ClosedPositionsCount,
PnL = summaryReport.PnL,
PnLUsd = pnlUsd,
BaseAssetVolume = summaryReport.BaseAssetVolume,
QuoteAssetVolume = summaryReport.QuoteAssetVolume,
TotalSellBaseAssetVolume = summaryReport.TotalSellBaseAssetVolume,
TotalBuyBaseAssetVolume = summaryReport.TotalBuyBaseAssetVolume,
TotalSellQuoteAssetVolume = summaryReport.TotalSellQuoteAssetVolume,
TotalBuyQuoteAssetVolume = summaryReport.TotalBuyQuoteAssetVolume,
SellTradesCount = summaryReport.SellTradesCount,
BuyTradesCount = summaryReport.BuyTradesCount,
OpenVolume = openVolume,
OpenVolumeLimit = openVolume / instrument?.InventoryThreshold
});
}
return(items);
}
public Task <IReadOnlyCollection <Position> > GetOpenAllAsync()
{
return(_openPositionRepository.GetAllAsync());
}