Beispiel #1
0
        private async Task Handle(PriceForSpecialLiquidationCalculatedEvent e, ICommandSender sender)
        {
            var executionInfo = await _operationExecutionInfoRepository.GetAsync <SpecialLiquidationOperationData>(
                operationName : OperationName,
                id : e.OperationId);

            if (executionInfo?.Data == null)
            {
                return;
            }

            if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.PriceRequested,
                                               SpecialLiquidationOperationState.PriceReceived))
            {
                //validate that volume didn't changed to peek either to execute order or request the price again
                var currentVolume = GetNetPositionCloseVolume(executionInfo.Data.PositionIds, executionInfo.Data.AccountId);
                if (currentVolume != 0 && currentVolume != e.Volume)
                {
                    sender.SendCommand(new GetPriceForSpecialLiquidationCommand
                    {
                        OperationId   = e.OperationId,
                        CreationTime  = _dateService.Now(),
                        Instrument    = executionInfo.Data.Instrument,
                        Volume        = currentVolume,
                        RequestNumber = e.RequestNumber++,
                        AccountId     = executionInfo.Data.AccountId,
                    }, _cqrsContextNamesSettings.Gavel);

                    executionInfo.Data.Volume = currentVolume;

                    await _operationExecutionInfoRepository.Save(executionInfo);

                    return;//wait for the new price
                }

                executionInfo.Data.Price = e.Price;

                //execute order in Gavel by API
                sender.SendCommand(new ExecuteSpecialLiquidationOrderCommand
                {
                    OperationId  = e.OperationId,
                    CreationTime = _dateService.Now(),
                    Instrument   = executionInfo.Data.Instrument,
                    Volume       = executionInfo.Data.Volume,
                    Price        = e.Price,
                }, _cqrsContextNamesSettings.TradingEngine);

                _chaosKitty.Meow(e.OperationId);

                await _operationExecutionInfoRepository.Save(executionInfo);
            }
        }
Beispiel #2
0
        private async Task Handle(PriceForSpecialLiquidationCalculatedEvent e, ICommandSender sender)
        {
            var executionInfo = await _operationExecutionInfoRepository.GetAsync <SpecialLiquidationOperationData>(
                operationName : OperationName,
                id : e.OperationId);

            if (executionInfo?.Data == null)
            {
                return;
            }

            var pause = await _rfqPauseService.GetCurrentAsync(e.OperationId);

            if (pause?.State == PauseState.Active)
            {
                return;
            }

            if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.PriceRequested,
                                               SpecialLiquidationOperationState.PriceReceived))
            {
                //validate that volume didn't changed to peek either to execute order or request the price again
                var currentVolume = GetNetPositionCloseVolume(executionInfo.Data.PositionIds, executionInfo.Data.AccountId);
                if (currentVolume != 0 && currentVolume != executionInfo.Data.Volume)
                {
                    // if RFQ is paused we will not continue
                    var pauseAcknowledged = await _rfqPauseService.AcknowledgeAsync(e.OperationId);

                    if (pauseAcknowledged)
                    {
                        return;
                    }

                    executionInfo.Data.RequestNumber++;
                    executionInfo.Data.Volume = currentVolume;

                    RequestPrice(sender, executionInfo);

                    await _operationExecutionInfoRepository.Save(executionInfo);

                    return;//wait for the new price
                }

                await _rfqPauseService.StopPendingAsync(e.OperationId, PauseCancellationSource.PriceReceived, nameof(SpecialLiquidationSaga));

                executionInfo.Data.Price = e.Price;

                //execute order in Gavel by API
                sender.SendCommand(new ExecuteSpecialLiquidationOrderCommand
                {
                    OperationId  = e.OperationId,
                    CreationTime = _dateService.Now(),
                    Instrument   = executionInfo.Data.Instrument,
                    Volume       = executionInfo.Data.Volume,
                    Price        = e.Price,
                }, _cqrsContextNamesSettings.TradingEngine);

                _chaosKitty.Meow(e.OperationId);

                await _operationExecutionInfoRepository.Save(executionInfo);
            }
        }