Beispiel #1
0
        private void ProcessProviderSignal(MT4TradeSignal signal)
        {
            var accountTypes = serversDictionary.Where(x => x.Value == signal.Server).Select(x => x.Key);
            var provider     = signalServiceRepository.GetProvidersByLogin(signal.Login)
                               .FirstOrDefault(p => accountTypes.Contains(p.account_type_id));

            if (provider == null)
            {
                SignalService.Logger.Info("ProviderSignal\nProvider is null. Login: {0}, Server: {1}", signal.Login, signal.Server);
                return;
            }

            var builder = new StringBuilder();

            builder.AppendLine("ProviderSignal");
            builder.AppendLine(String.Format("Login: {0}", signal.Login));
            builder.AppendLine(String.Format("Server: {0}", signal.Server));
            builder.AppendLine(String.Format("DateTime: {0}", new DateTime(1970, 1, 1, 0, 0, 0, 0).AddSeconds(signal.DateTime)));
            builder.AppendLine(String.Format("ActionType: {0}", signal.ActionType));
            builder.AppendLine(String.Format("Order: id - {0}, side - {1}, symbol - {2}, volume - {3}, tp - {4}, sl - {5}, balance - {6}, profit - {7}, comment - {8}, commission - {9}",
                                             signal.OrderID, signal.Side, signal.Symbol, signal.Volume, signal.TakeProfit, signal.StopLoss, signal.Balance, signal.Profit, signal.Comment, signal.ProviderCommission));
            SignalService.Logger.Info(builder.ToString());

            if (!mt4AccountsDictionary[signal.Server].ContainsKey(signal.Login))
            {
                mt4AccountsDictionary[signal.Server].Add(signal.Login, provider.id);
            }


            var signalsToExecute = new Dictionary <string, ExecutionSignal>();

            if (signal.ActionType == ActionType.Open)
            {
                var subscribers = signalServiceRepository.Subscribers(provider.id);

                if (!subscribers.Any())
                {
                    return;
                }

                lock (OpenedOrdersDictionary)
                {
                    OpenedOrdersDictionary.Add(new OrderModel {
                        OrderId = signal.OrderID, Server = signal.Server
                    },
                                               new List <OrderModel>());
                }

                foreach (var subscriber in subscribers)
                {
                    var server = serversDictionary[subscriber.Subscriber.account_type_id];

                    if (!signalsToExecute.ContainsKey(server))
                    {
                        signalsToExecute.Add(server, new ExecutionSignal());
                    }

                    MarginLevel marginLevel;
                    try
                    {
                        marginLevel = serversRouter.Get(server).GetMarginLevel(subscriber.Subscriber.login);
                    }
                    catch (Exception e)
                    {
                        SignalService.Logger.Error("Exception in GetMarginLevel for {0} login:\n {1}", subscriber.Subscriber.login, e.StackTrace);
                        continue;
                    }

                    var exec = SignalResolveLogic.Resolve(signal, subscriber.Subscriber.login, marginLevel.balance, marginLevel.equity, new SubscriptionSettings(subscriber.Subscription));
                    if (exec == null)
                    {
                        SignalService.Logger.Info("SignalResolveLogic ExecutionOrder is null");
                        continue;
                    }
                    if (provider.commission != null)
                    {
                        exec.Commission = (double)provider.commission;
                    }

                    SignalService.Logger.Info("ExecutionOrder. OrderID: {0}, Volume: {1}, Commission: {2}, Side: {3}", exec.OrderID, exec.Volume, exec.Commission, exec.Side);

                    signalsToExecute[server].Orders.Add(exec);
                    // ToDo static key word
                    signalsToExecute[server].Comment     = String.Format("Sub_{0}_{1}", provider.id, signal.OrderID);
                    signalsToExecute[server].Destination = signal.Server;
                }
            }
            else
            {
                lock (OpenedOrdersDictionary)
                {
                    if (!OpenedOrdersDictionary.ContainsKey(new OrderModel {
                        OrderId = signal.OrderID, Server = signal.Server
                    }))
                    {
                        //ToDo: Think about this
                        return;
                    }
                    foreach (var subOrder in OpenedOrdersDictionary[new OrderModel {
                                                                        OrderId = signal.OrderID, Server = signal.Server
                                                                    }])
                    {
                        var orderId = subOrder.OrderId;
                        var server  = subOrder.Server;

                        if (!signalsToExecute.ContainsKey(server))
                        {
                            signalsToExecute.Add(server, new ExecutionSignal());
                        }

                        signalsToExecute[server].Orders.Add(new ExecutionOrder {
                            ActionType = ActionType.Close, OrderID = orderId, Symbol = string.Empty
                        });
                        signalsToExecute[server].Comment     = string.Empty;
                        signalsToExecute[server].Destination = server;
                    }
                }
            }

            foreach (var executionSignal in signalsToExecute)
            {
                if (ExecutionSignals != null)
                {
                    ExecutionSignals(new Tuple <string, ExecutionSignal>(executionSignal.Key, executionSignal.Value));
                }
            }
        }