private async Task ProcessMessageAsync(LykkeTrade message)
{
var sw = new Stopwatch();
try
{
var model = Mapper.Map <Core.Domain.Trades.LykkeTrade>(message);
await Task.WhenAll(
_lykkeTradeService.HandleAsync(model),
_realisedPnLService.CalculateAsync(model));
}
catch (Exception exception)
{
_log.ErrorWithDetails(exception, "An error occurred during processing Lykke trade", message);
}
finally
{
sw.Stop();
_log.InfoWithDetails("Lykke trade was received",
new
{
message,
sw.ElapsedMilliseconds
});
}
}
public async Task InsertAsync(LykkeTrade lykkeTrade)
{
var entity = new LykkeTradeEntity(GetPartitionKey(lykkeTrade.Time), GetRowKey(lykkeTrade.Id));
Mapper.Map(lykkeTrade, entity);
await _storage.InsertOrReplaceAsync(entity);
}
public async Task CalculateAsync(LykkeTrade lykkeTrade)
{
WalletSettings walletSettings = await _walletSettingsService.GetWalletAsync(lykkeTrade.ClientId);
if (walletSettings == null || !walletSettings.Enabled)
{
return;
}
AssetPair assetPair = await _assetsServiceWithCache.TryGetAssetPairAsync(lykkeTrade.AssetPairId);
string[] assets = walletSettings.Assets
.Intersect(new[] { assetPair.BaseAssetId, assetPair.QuotingAssetId })
.ToArray();
if (!assets.Any())
{
return;
}
var tradeData = new TradeData
{
Id = lykkeTrade.Id,
Exchange = ExchangeNames.Lykke,
AssetPair = assetPair.Id,
BaseAsset = assetPair.BaseAssetId,
QuoteAsset = assetPair.QuotingAssetId,
Price = lykkeTrade.Price,
Volume = lykkeTrade.Volume,
Type = lykkeTrade.Type,
Time = lykkeTrade.Time,
LimitOrderId = lykkeTrade.LimitOrderId,
OppositeClientId = lykkeTrade.OppositeClientId,
OppositeLimitOrderId = lykkeTrade.OppositeLimitOrderId
};
foreach (string assetId in assets)
{
AssetRealisedPnL assetRealisedPnL =
await CalculateAsync(tradeData, walletSettings.Id, assetId);
await _assetRealisedPnLRepository.InsertAsync(assetRealisedPnL);
_cache.Set(assetRealisedPnL);
}
_log.InfoWithDetails("Lykke trade handled", tradeData);
}
public Task HandleAsync(LykkeTrade lykkeTrade)
{
return(_lykkeTradeRepository.InsertAsync(lykkeTrade));
}