public IEnumerable <Order> Convert(ExecutionProcessedEvent source, IEnumerable <Order> destination,
ResolutionContext context)
{
foreach (var item in source.Orders)
{
var order = Mapper.Map <Order>(item);
order.SequenceNumber = source.SequenceNumber;
foreach (var trade in order.Trades)
{
trade.OrderId = order.Id;
}
yield return(order);
}
}
private Task ProcessMessageAsync(ExecutionEvent message)
{
var orders = message.Orders.Select(x => new OrderModel
{
Id = Guid.Parse(x.ExternalId),
WalletId = Guid.Parse(x.WalletId),
Volume = decimal.Parse(x.Volume),
AssetPairId = x.AssetPairId,
CreateDt = x.CreatedAt,
LowerLimitPrice = ParseNullabe(x.LowerLimitPrice),
LowerPrice = ParseNullabe(x.LowerPrice),
MatchDt = x.LastMatchTime,
MatchingId = Guid.Parse(x.Id),
Price = ParseNullabe(x.Price),
RegisterDt = x.Registered,
RejectReason = x.RejectReason,
RemainingVolume = ParseNullabe(x.RemainingVolume),
Side = (Contracts.Cqrs.Models.Enums.OrderSide)(int) x.Side,
Status = (Contracts.Cqrs.Models.Enums.OrderStatus)(int) x.Status,
StatusDt = x.StatusDate,
Straight = x.OrderType == OrderType.Limit || x.OrderType == OrderType.StopLimit || x.Straight,
Type = (Contracts.Cqrs.Models.Enums.OrderType)(int) x.OrderType,
UpperLimitPrice = ParseNullabe(x.UpperLimitPrice),
UpperPrice = ParseNullabe(x.UpperPrice),
Trades = x.Trades?.Select(t => new TradeModel
{
Id = Guid.Parse(t.TradeId),
WalletId = Guid.Parse(x.WalletId),
AssetPairId = x.AssetPairId,
BaseAssetId = t.BaseAssetId,
BaseVolume = decimal.Parse(t.BaseVolume),
Price = decimal.Parse(t.Price),
Timestamp = t.Timestamp,
QuotingAssetId = t.QuotingAssetId,
QuotingVolume = decimal.Parse(t.QuotingVolume),
Index = t.Index,
Role = (Contracts.Cqrs.Models.Enums.TradeRole)(int) t.Role,
FeeSize = ParseNullabe(t.Fees?.FirstOrDefault()?.Volume),
FeeAssetId = t.Fees?.FirstOrDefault()?.AssetId,
OppositeWalletId = Guid.Parse(t.OppositeWalletId),
}).ToList()
}).ToList();
foreach (var order in orders.Where(x => _walletIds.Contains(x.WalletId.ToString())))
{
_log.Info("Order from ME", $"order: {new {order.Id, order.Status, message.Header.SequenceNumber}.ToJson()}");
}
var @event = new ExecutionProcessedEvent
{
SequenceNumber = message.Header.SequenceNumber,
Orders = orders
};
_cqrsEngine.PublishEvent(@event, BoundedContext.Name);
foreach (var order in orders.Where(x => x.Trades != null && x.Trades.Any()))
{
var tradeProcessedEvent = new ManualOrderTradeProcessedEvent
{
Order = order
};
_cqrsEngine.PublishEvent(tradeProcessedEvent, BoundedContext.Name);
}
foreach (var order in message.Orders.Where(x => x.Trades != null && x.Trades.Count > 0))
{
var orderType = order.OrderType == OrderType.Market ? FeeOperationType.Trade : FeeOperationType.LimitTrade;
var orderId = order.Id;
foreach (var trade in order.Trades)
{
if (trade.Fees != null)
{
var feeEvent = new FeeChargedEvent
{
OperationId = orderId,
OperationType = orderType,
Fee = trade.Fees.ToJson()
};
_cqrsEngine.PublishEvent(feeEvent, BoundedContext.Name);
}
}
}
var limitOrders = orders.Where(x => x.Type == Contracts.Cqrs.Models.Enums.OrderType.Limit ||
x.Type == Contracts.Cqrs.Models.Enums.OrderType.StopLimit).ToList();
foreach (var order in limitOrders.Where(x => x.Status == OrderStatus.Cancelled))
{
var orderCancelledEvent = new OrderCancelledEvent
{
OrderId = order.Id,
Status = order.Status,
AssetPairId = order.AssetPairId,
Price = order.Price,
Timestamp = order.StatusDt,
Volume = order.Volume,
WalletId = order.WalletId
};
_cqrsEngine.PublishEvent(orderCancelledEvent, BoundedContext.Name);
}
foreach (var order in limitOrders.Where(x => x.Status == OrderStatus.Placed))
{
var orderPlacedEvent = new OrderPlacedEvent
{
OrderId = order.Id,
Status = order.Status,
AssetPairId = order.AssetPairId,
Price = order.Price,
Timestamp = order.StatusDt,
Volume = order.Volume,
WalletId = order.WalletId,
CreateDt = order.CreateDt
};
_cqrsEngine.PublishEvent(orderPlacedEvent, BoundedContext.Name);
}
foreach (var order in limitOrders.Where(x =>
(x.Status == OrderStatus.Matched || x.Status == OrderStatus.PartiallyMatched) &&
x.Trades.Any(t => t.Role == TradeRole.Taker)))
{
var orderPlacedEvent = new OrderPlacedEvent
{
OrderId = order.Id,
Status = order.Status,
AssetPairId = order.AssetPairId,
Price = order.Price,
Timestamp = order.StatusDt,
Volume = order.Volume,
WalletId = order.WalletId,
CreateDt = order.CreateDt
};
_cqrsEngine.PublishEvent(orderPlacedEvent, BoundedContext.Name);
}
return(Task.CompletedTask);
}