public override Task Execute()
{
var pendingOrders = _orderReader.GetPending().GroupBy(o => o.Instrument);
foreach (var gr in pendingOrders)
{
if (!_assetDayOffService.ArePendingOrdersDisabled(gr.Key))
{
continue;
}
foreach (var pendingOrder in gr)
{
try
{
_tradingEngine.CancelPendingOrder(pendingOrder.Id, OrderCloseReason.CanceledBySystem);
}
catch (Exception e)
{
_log.WriteErrorAsync(nameof(PendingOrdersCleaningService),
$"Cancelling pending order {pendingOrder.Id}", pendingOrder.ToJson(), e);
}
}
}
return(Task.CompletedTask);
}
public Task <List <string> > GetAllAccountIdsFiltered([FromBody] ActiveAccountsRequest request)
{
if (request.IsAndClauseApplied != null &&
(request.ActiveOrderAssetPairIds == null || request.ActivePositionAssetPairIds == null))
{
throw new ArgumentException("isAndClauseApplied might be set only if both filters are set",
nameof(request.IsAndClauseApplied));
}
List <string> accountIdsByOrders = null;
if (request.ActiveOrderAssetPairIds != null)
{
accountIdsByOrders = _orderReader.GetPending()
.Where(x => request.ActiveOrderAssetPairIds.Count == 0 ||
request.ActiveOrderAssetPairIds.Contains(x.AssetPairId))
.Select(x => x.AccountId)
.Distinct()
.ToList();
}
List <string> accountIdsByPositions = null;
if (request.ActivePositionAssetPairIds != null)
{
accountIdsByPositions = _orderReader.GetPositions()
.Where(x => request.ActivePositionAssetPairIds.Count == 0 ||
request.ActivePositionAssetPairIds.Contains(x.AssetPairId))
.Select(x => x.AccountId)
.Distinct()
.ToList();
}
if (accountIdsByOrders == null && accountIdsByPositions != null)
{
return(Task.FromResult(accountIdsByPositions.OrderBy(x => x).ToList()));
}
if (accountIdsByOrders != null && accountIdsByPositions == null)
{
return(Task.FromResult(accountIdsByOrders.OrderBy(x => x).ToList()));
}
if (accountIdsByOrders == null && accountIdsByPositions == null)
{
return(Task.FromResult(_accountsCacheService.GetAll().Select(x => x.Id).OrderBy(x => x).ToList()));
}
if (request.IsAndClauseApplied ?? false)
{
return(Task.FromResult(accountIdsByOrders.Intersect(accountIdsByPositions)
.OrderBy(x => x).ToList()));
}
return(Task.FromResult(accountIdsByOrders.Concat(accountIdsByPositions)
.Distinct().OrderBy(x => x).ToList()));
}
public List <OrderContract> GetPendingOrdersByVolume([FromQuery] decimal volume)
{
var result = new List <OrderContract>();
var orders = _ordersReader.GetPending();
foreach (var order in orders)
{
if (Math.Abs(order.Volume) >= volume)
{
result.Add(order.ToBaseContract());
}
}
return(result);
}
private async Task Handle(BlockAccountsForDeletionCommand command, IEventPublisher publisher)
{
var executionInfo = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : OperationName,
operationId : command.OperationId,
factory : () => new OperationExecutionInfo <DeleteAccountsOperationData>(
operationName: OperationName,
id: command.OperationId,
lastModified: _dateService.Now(),
data: new DeleteAccountsOperationData
{
State = OperationState.Initiated
}
));
//todo think how to remove state saving from commands handler here and for Withdrawal
if (executionInfo.Data.SwitchState(OperationState.Initiated, OperationState.Started))
{
var failedAccounts = new Dictionary <string, string>();
foreach (var accountId in command.AccountIds)
{
MarginTradingAccount account = null;
try
{
account = _accountsCacheService.Get(accountId);
}
catch (Exception exception)
{
failedAccounts.Add(accountId, exception.Message);
continue;
}
var positionsCount = _orderReader.GetPositions().Count(x => x.AccountId == accountId);
if (positionsCount != 0)
{
failedAccounts.Add(accountId, $"Account contain {positionsCount} open positions which must be closed before account deletion.");
continue;
}
var orders = _orderReader.GetPending().Where(x => x.AccountId == accountId).ToList();
if (orders.Any())
{
var(failedToCloseOrderId, failReason) = ((string)null, (string)null);
foreach (var order in orders)
{
try
{
_tradingEngine.CancelPendingOrder(order.Id, order.AdditionalInfo, command.OperationId,
$"{nameof(DeleteAccountsCommandsHandler)}: force close all orders.",
OrderCancellationReason.AccountInactivated);
}
catch (Exception exception)
{
failedToCloseOrderId = order.Id;
failReason = exception.Message;
break;
}
}
if (failedToCloseOrderId != null)
{
failedAccounts.Add(accountId, $"Failed to close order [{failedToCloseOrderId}]: {failReason}.");
continue;
}
}
if (account.AccountFpl.WithdrawalFrozenMarginData.Any())
{
await _log.WriteErrorAsync(nameof(DeleteAccountsCommandsHandler),
nameof(BlockAccountsForDeletionCommand), account.ToJson(),
new Exception("While deleting an account it contained some frozen withdrawal data. Account is deleted."));
}
if (account.AccountFpl.UnconfirmedMarginData.Any())
{
await _log.WriteErrorAsync(nameof(DeleteAccountsCommandsHandler),
nameof(BlockAccountsForDeletionCommand), account.ToJson(),
new Exception("While deleting an account it contained some unconfirmed margin data. Account is deleted."));
}
if (account.Balance != 0)
{
await _log.WriteErrorAsync(nameof(DeleteAccountsCommandsHandler),
nameof(BlockAccountsForDeletionCommand), account.ToJson(),
new Exception("While deleting an account it's balance on side of TradingCore was non zero. Account is deleted."));
}
if (!await UpdateAccount(account, true,
r => failedAccounts.Add(accountId, r), command.Timestamp))
{
continue;
}
}
publisher.PublishEvent(new AccountsBlockedForDeletionEvent(
operationId: command.OperationId,
eventTimestamp: _dateService.Now(),
failedAccountIds: failedAccounts
));
_chaosKitty.Meow($"{nameof(BlockAccountsForDeletionCommand)}: " +
"Save_OperationExecutionInfo: " +
$"{command.OperationId}");
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
public async Task Handle(ProductChangedEvent @event)
{
switch (@event.ChangeType)
{
case ChangeType.Creation:
case ChangeType.Edition:
if ([email protected])
{
_log.WriteInfo(nameof(ProductChangedProjection),
nameof(Handle),
$"ProductChangedEvent received for productId: {@event.NewValue.ProductId}, but it was ignored because it has not been started yet.");
return;
}
break;
case ChangeType.Deletion:
if ([email protected])
{
_log.WriteInfo(nameof(ProductChangedProjection),
nameof(Handle),
$"ProductChangedEvent received for productId: {@event.OldValue.ProductId}, but it was ignored because it has not been started yet.");
return;
}
break;
default:
throw new ArgumentOutOfRangeException();
}
if (@event.ChangeType == ChangeType.Deletion)
{
CloseAllOrders();
ValidatePositions(@event.OldValue.ProductId);
_assetPairsCache.Remove(@event.OldValue.ProductId);
}
else
{
if (@event.NewValue.IsDiscontinued)
{
CloseAllOrders();
RemoveQuoteFromCache();
}
await _tradingInstrumentsManager.UpdateTradingInstrumentsCacheAsync();
var isAdded = _assetPairsCache.AddOrUpdate(AssetPair.CreateFromProduct(@event.NewValue,
_mtSettings.DefaultLegalEntitySettings.DefaultLegalEntity));
if (@event.NewValue.TradingCurrency != AssetPairConstants.BaseCurrencyId)
{
_assetPairsCache.AddOrUpdate(AssetPair.CreateFromCurrency(@event.NewValue.TradingCurrency,
_mtSettings.DefaultLegalEntitySettings.DefaultLegalEntity));
}
//only for product
if (isAdded)
{
await _scheduleSettingsCacheService.UpdateScheduleSettingsAsync();
}
if (@event.ChangeType == ChangeType.Edition &&
@event.OldValue.IsTradingDisabled != @event.NewValue.IsTradingDisabled)
{
await HandleTradingDisabled(@event.NewValue, @event.Username);
}
}
void RemoveQuoteFromCache()
{
var result = _quoteCache.RemoveQuote(@event.OldValue.ProductId);
if (result != RemoveQuoteErrorCode.None)
{
_log.WriteWarning(nameof(ProductChangedProjection), nameof(RemoveQuoteFromCache), result.Message);
}
}
void CloseAllOrders()
{
try
{
foreach (var order in _orderReader.GetPending()
.Where(x => x.AssetPairId == @event.OldValue.ProductId))
{
_tradingEngine.CancelPendingOrder(order.Id, null,
null, OrderCancellationReason.InstrumentInvalidated);
}
}
catch (Exception exception)
{
_log.WriteError(nameof(ProductChangedProjection), nameof(CloseAllOrders), exception);
throw;
}
}
void ValidatePositions(string assetPairId)
{
var positions = _orderReader.GetPositions(assetPairId);
if (positions.Any())
{
_log.WriteFatalError(nameof(ProductChangedProjection), nameof(ValidatePositions),
new Exception(
$"{positions.Length} positions are opened for [{assetPairId}], first: [{positions.First().Id}]."));
}
}
}
public async Task Handle(AssetPairChangedEvent @event)
{
//deduplication is not required, it's ok if an object is updated multiple times
if (@event.AssetPair?.Id == null)
{
await _log.WriteWarningAsync(nameof(AssetPairProjection), nameof(Handle),
"AssetPairChangedEvent contained no asset pair id");
return;
}
if (IsDelete(@event))
{
CloseAllOrders();
ValidatePositions(@event.AssetPair.Id);
_assetPairsCache.Remove(@event.AssetPair.Id);
}
else
{
if (@event.AssetPair.IsDiscontinued)
{
CloseAllOrders();
}
_assetPairsCache.AddOrUpdate(new AssetPair(
id: @event.AssetPair.Id,
name: @event.AssetPair.Name,
baseAssetId: @event.AssetPair.BaseAssetId,
quoteAssetId: @event.AssetPair.QuoteAssetId,
accuracy: @event.AssetPair.Accuracy,
legalEntity: @event.AssetPair.LegalEntity,
basePairId: @event.AssetPair.BasePairId,
matchingEngineMode: @event.AssetPair.MatchingEngineMode.ToType <MatchingEngineMode>(),
stpMultiplierMarkupBid: @event.AssetPair.StpMultiplierMarkupBid,
stpMultiplierMarkupAsk: @event.AssetPair.StpMultiplierMarkupAsk,
isSuspended: @event.AssetPair.IsSuspended,
isFrozen: @event.AssetPair.IsFrozen,
isDiscontinued: @event.AssetPair.IsDiscontinued
));
}
await _scheduleSettingsCacheService.UpdateSettingsAsync();
void CloseAllOrders()
{
try
{
foreach (var order in _orderReader.GetPending().Where(x => x.AssetPairId == @event.AssetPair.Id))
{
_tradingEngine.CancelPendingOrder(order.Id, null, @event.OperationId,
null, OrderCancellationReason.InstrumentInvalidated);
}
}
catch (Exception exception)
{
_log.WriteError(nameof(AssetPairProjection), nameof(CloseAllOrders), exception);
throw;
}
}
void ValidatePositions(string assetPairId)
{
var positions = _orderReader.GetPositions(assetPairId);
if (positions.Any())
{
_log.WriteFatalError(nameof(AssetPairProjection), nameof(ValidatePositions),
new Exception($"{positions.Length} positions are opened for [{assetPairId}], first: [{positions.First().Id}]."));
}
}
}
