public TradingInstrumentsService(
IProductsRepository productsRepository,
IClientProfilesRepository clientProfilesRepository,
IClientProfileSettingsRepository clientProfileSettingsRepository,
IUnderlyingsCache underlyingsCache,
DefaultTradingInstrumentSettings defaultTradingInstrumentSettings)
{
_productsRepository = productsRepository;
_clientProfilesRepository = clientProfilesRepository;
_clientProfileSettingsRepository = clientProfileSettingsRepository;
_underlyingsCache = underlyingsCache;
_defaultTradingInstrumentSettings = defaultTradingInstrumentSettings;
}
public TradingInstrumentsController(
IAssetsRepository assetsRepository,
IAssetPairsRepository assetPairsRepository,
ITradingConditionsRepository tradingConditionsRepository,
ITradingInstrumentsRepository tradingInstrumentsRepository,
ITradingService tradingService,
IConvertService convertService,
IEventSender eventSender,
DefaultTradingInstrumentSettings defaultTradingInstrumentSettings)
{
_assetsRepository = assetsRepository;
_assetPairsRepository = assetPairsRepository;
_tradingConditionsRepository = tradingConditionsRepository;
_tradingInstrumentsRepository = tradingInstrumentsRepository;
_tradingService = tradingService;
_convertService = convertService;
_eventSender = eventSender;
_defaultTradingInstrumentSettings = defaultTradingInstrumentSettings;
}
public async Task <IEnumerable <ITradingInstrument> > CreateDefaultTradingInstruments(string tradingConditionId,
IEnumerable <string> assetPairsIds, DefaultTradingInstrumentSettings defaults)
{
var objectsToAdd = assetPairsIds.Select(x => new TradingInstrument
(
tradingConditionId,
x,
defaults.LeverageInit,
defaults.LeverageMaintenance,
defaults.SwapLong,
defaults.SwapShort,
defaults.Delta,
defaults.DealMinLimit,
defaults.DealMaxLimit,
defaults.PositionLimit,
true,
defaults.LiquidationThreshold,
defaults.OvernightMarginMultiplier,
defaults.CommissionRate,
defaults.CommissionMin,
defaults.CommissionMax,
defaults.CommissionCurrency,
defaults.HedgeCost,
defaults.Spread
)).ToList();
var entitiesToAdd = objectsToAdd.Select(x =>
{
var entity = ConvertService.Convert(x, DefaultAzureMappingOpts);
entity.SetKeys();
return(entity);
});
await TableStorage.InsertAsync(entitiesToAdd);
return(objectsToAdd);
}
public async Task <IEnumerable <ITradingInstrument> > CreateDefaultTradingInstruments(string tradingConditionId,
IEnumerable <string> assetPairsIds, DefaultTradingInstrumentSettings defaults)
{
var objectsToAdd = assetPairsIds.Select(x => new TradingInstrument
(
tradingConditionId,
x,
defaults.LeverageInit,
defaults.LeverageMaintenance,
defaults.SwapLong,
defaults.SwapShort,
defaults.Delta,
defaults.DealMinLimit,
defaults.DealMaxLimit,
defaults.PositionLimit,
true,
defaults.LiquidationThreshold,
defaults.OvernightMarginMultiplier,
defaults.CommissionRate,
defaults.CommissionMin,
defaults.CommissionMax,
defaults.CommissionCurrency,
defaults.HedgeCost,
defaults.Spread
)).ToList();
using (var conn = new SqlConnection(_connectionString))
{
SqlTransaction transaction = null;
try
{
transaction = conn.BeginTransaction();
await conn.ExecuteAsync(
$"insert into {TableName} ({GetColumns}) values ({GetFields})",
objectsToAdd.Select(_convertService.Convert <TradingInstrument, TradingInstrumentEntity>),
transaction);
transaction.Commit();
}
catch (Exception ex)
{
transaction?.Rollback();
await _log.WriteErrorAsync(nameof(TradingInstrumentsRepository),
nameof(CreateDefaultTradingInstruments), "Failed to create default trading instruments", ex);
}
}
return(objectsToAdd);
}
