public async Task <(decimal?, decimal?)> ConvertAmountAsync(string assetId, decimal amount)
{
if (assetId == AssetConsts.UsdAssetId)
{
return(amount, 1);
}
IReadOnlyCollection <Domain.AssetSettings> assetSettings = await GetAllAsync();
Domain.AssetSettings settings = assetSettings.SingleOrDefault(o => o.AssetId == assetId);
if (settings == null)
{
_log.WarningWithDetails("Asset settings not found", assetId);
return(null, null);
}
Quote quote = await _quoteService
.GetAsync(settings.QuoteSource, settings.ExternalAssetPairId);
if (quote == null)
{
_log.WarningWithDetails("No quote for asset", settings);
return(null, null);
}
(decimal amountInUsd, decimal rate) = Calculator.CalculateCrossMidPrice(amount, quote, settings.IsInverse);
return(amountInUsd, rate);
}
public async Task UpdateAsync(Domain.AssetSettings assetSettings)
{
await _storage.MergeAsync(GetPartitionKey(), GetRowKey(assetSettings.AssetId), entity =>
{
Mapper.Map(assetSettings, entity);
return(entity);
});
}
public async Task InsertAsync(Domain.AssetSettings assetSettings)
{
var entity = new AssetSettingsEntity(GetPartitionKey(), GetRowKey(assetSettings.AssetId));
Mapper.Map(assetSettings, entity);
await _storage.InsertThrowConflictAsync(entity);
}
public async Task AddAsync(Domain.AssetSettings assetSettings)
{
Domain.AssetSettings existingAssetSettings = (await GetAllAsync())
.SingleOrDefault(o => o.AssetId == assetSettings.AssetId);
if (existingAssetSettings != null)
{
throw new EntityAlreadyExistsException();
}
await _assetSettingsRepository.InsertAsync(assetSettings);
_cache.Set(assetSettings);
_log.InfoWithDetails("Asset settings were added", assetSettings);
}
public async Task DeleteAsync(string assetId)
{
if (assetId == AssetConsts.UsdAssetId)
{
throw new InvalidOperationException("Can not delete non-editable asset.");
}
Domain.AssetSettings assetSettings = await GetByIdAsync(assetId);
if (assetSettings == null)
{
throw new EntityNotFoundException();
}
await _assetSettingsRepository.DeleteAsync(assetId);
_cache.Remove(assetId);
_log.InfoWithDetails("Asset settings were deleted", assetSettings);
}
public async Task <decimal> GetFiatEquityMarkup(string assetPairId)
{
AssetPair lykkeAssetPair = await _assetsServiceWithCache.TryGetAssetPairAsync(assetPairId);
Domain.AssetSettings quoteAssetSettings = await _assetSettingsService.GetByLykkeIdAsync(lykkeAssetPair.QuotingAssetId);
if (quoteAssetSettings == null)
{
_log.WarningWithDetails("Can't find asset settings while calculating fiat equity.", lykkeAssetPair.QuotingAssetId);
return(0);
}
if (quoteAssetSettings.IsCrypto)
{
return(0);
}
decimal fiatEquity = GetFiatEquity();
if (fiatEquity >= 0)
{
return(0);
}
MarketMakerSettings marketMakerSettings = await _marketMakerSettingsService.GetAsync();
decimal thresholdFrom = marketMakerSettings.FiatEquityThresholdFrom;
decimal thresholdTo = marketMakerSettings.FiatEquityThresholdTo;
decimal markupFrom = marketMakerSettings.FiatEquityMarkupFrom;
decimal markupTo = marketMakerSettings.FiatEquityMarkupTo;
if (thresholdFrom >= thresholdTo)
{
return(0);
}
decimal markup = CalculateMarkup(fiatEquity, thresholdFrom, thresholdTo, markupFrom, markupTo);
return(markup);
}
public async Task UpdateAsync(Domain.AssetSettings assetSettings)
{
if (assetSettings.AssetId == AssetConsts.UsdAssetId)
{
throw new InvalidOperationException("Can not update non-editable asset.");
}
Domain.AssetSettings currentAssetSettings = await GetByIdAsync(assetSettings.AssetId);
if (currentAssetSettings == null)
{
throw new EntityNotFoundException();
}
currentAssetSettings.Update(assetSettings);
await _assetSettingsRepository.UpdateAsync(currentAssetSettings);
_cache.Set(currentAssetSettings);
_log.InfoWithDetails("Asset settings were updated", assetSettings);
}
public async Task <BalanceIndicatorsReport> GetAsync()
{
IReadOnlyCollection <Balance> externalBalances = await _balanceService.GetAsync(ExchangeNames.External);
decimal riskExposure = 0;
decimal equity = 0;
decimal fiatEquity = 0;
foreach (Balance balance in externalBalances)
{
decimal amountInUsd;
bool isFiat = false;
if (balance.AssetId == AssetConsts.UsdAssetId)
{
amountInUsd = balance.Amount;
isFiat = true;
}
else
{
Domain.AssetSettings assetSettings = await _assetSettingsService.GetByIdAsync(balance.AssetId);
if (assetSettings == null)
{
continue;
}
if (!assetSettings.IsCrypto)
{
isFiat = true;
}
Quote quote = await _quoteService
.GetAsync(assetSettings.QuoteSource, assetSettings.ExternalAssetPairId);
if (quote == null)
{
continue;
}
amountInUsd = Calculator.CalculateCrossMidPrice(balance.Amount, quote, assetSettings.IsInverse)
.Item1;
}
if (balance.Amount < 0)
{
riskExposure += Math.Abs(amountInUsd);
}
equity += amountInUsd;
if (isFiat)
{
fiatEquity += amountInUsd;
}
}
return(new BalanceIndicatorsReport
{
Equity = equity,
FiatEquity = fiatEquity,
RiskExposure = riskExposure
});
}
public async Task ExecuteAsync(string settlementTradeId, string userId)
{
string walletId = await _settingsService.GetWalletIdAsync();
SettlementTrade settlementTrade = (await _settlementTradeService.GetByIdAsync(settlementTradeId)).Copy();
if (settlementTrade == null)
{
throw new EntityNotFoundException();
}
Domain.AssetSettings baseAssetSettings =
await _assetSettingsService.GetByIdAsync(settlementTrade.BaseAsset);
Domain.AssetSettings quoteAssetSettings =
await _assetSettingsService.GetByIdAsync(settlementTrade.QuoteAsset);
string baseAssetId = baseAssetSettings != null
? baseAssetSettings.LykkeAssetId
: settlementTrade.BaseAsset;
string quoteAssetId = quoteAssetSettings != null
? quoteAssetSettings.LykkeAssetId
: settlementTrade.QuoteAsset;
Asset baseAsset = await _assetsServiceWithCache.TryGetAssetAsync(baseAssetId);
Asset quoteAsset = await _assetsServiceWithCache.TryGetAssetAsync(quoteAssetId);
if (baseAsset == null)
{
_log.WarningWithDetails("Can not map external asset id", new
{
settlementTradeId,
userId,
baseAssetId
});
throw new InvalidOperationException("Unknown asset");
}
if (quoteAsset == null)
{
_log.WarningWithDetails("Can not map external asset id", new
{
settlementTradeId,
userId,
quoteAssetId
});
throw new InvalidOperationException("Unknown asset");
}
settlementTrade.Complete();
string comment =
$"rebalance; {settlementTrade.Type} {settlementTrade.Volume} {settlementTrade.BaseAsset} for {settlementTrade.OppositeVolume} {settlementTrade.QuoteAsset} by price {settlementTrade.Price} ({settlementTrade.AssetPair})";
int sign = settlementTrade.Type == TradeType.Sell ? 1 : -1;
var balanceOperations = new[]
{
new BalanceOperation
{
Time = DateTime.UtcNow,
AssetId = baseAsset.Id,
Type = "Settlement",
Amount = Math.Abs(settlementTrade.Volume) * sign,
Comment = $"{comment}, for close position in {settlementTrade.BaseAsset}",
UserId = userId
},
new BalanceOperation
{
Time = DateTime.UtcNow,
AssetId = quoteAsset.Id,
Type = "Settlement",
Amount = Math.Abs(settlementTrade.OppositeVolume) * -1 * sign,
Comment = $"{comment}, for close position in {settlementTrade.QuoteAsset}",
UserId = userId
}
};
foreach (BalanceOperation balanceOperation in balanceOperations.OrderBy(o => o.Amount))
{
if (balanceOperation.Amount > 0)
{
await _lykkeExchangeService.CashInAsync(walletId, balanceOperation.AssetId,
Math.Abs(balanceOperation.Amount), userId, comment);
}
else
{
await _lykkeExchangeService.CashOutAsync(walletId, balanceOperation.AssetId,
Math.Abs(balanceOperation.Amount), userId, comment);
}
await _balanceOperationService.AddAsync(balanceOperation);
_log.InfoWithDetails("Settlement was executed", balanceOperation);
}
await _settlementTradeService.UpdateAsync(settlementTrade);
}
public async Task <IReadOnlyCollection <BalanceReport> > GetAsync()
{
IReadOnlyCollection <Balance> lykkeBalances = await _balanceService.GetAsync(ExchangeNames.Lykke);
IReadOnlyCollection <Balance> externalBalances = await _balanceService.GetAsync(ExchangeNames.External);
IReadOnlyCollection <Credit> credits = await _creditService.GetAllAsync();
IReadOnlyCollection <Domain.AssetSettings> assetsSettings = await _assetSettingsService.GetAllAsync();
string[] assets = externalBalances
.Select(o => o.AssetId)
.Union(lykkeBalances.Select(o => o.AssetId).Union(credits.Select(o => o.AssetId))
.Select(o => assetsSettings.SingleOrDefault(p => p.LykkeAssetId == o)?.AssetId ?? o))
.ToArray();
var reports = new List <BalanceReport>();
foreach (string assetId in assets)
{
Domain.AssetSettings assetSettings = assetsSettings.SingleOrDefault(o => o.AssetId == assetId);
string lykkeAssetId = assetSettings?.LykkeAssetId ?? assetId;
Balance lykkeBalance = lykkeBalances.SingleOrDefault(o => o.AssetId == lykkeAssetId);
Balance externalBalance = externalBalances.SingleOrDefault(o => o.AssetId == assetId);
Credit credit = credits.SingleOrDefault(o => o.AssetId == lykkeAssetId);
decimal lykkeDisbalance = (lykkeBalance?.Amount ?? 0) - (credit?.Amount ?? 0);
decimal totalAmount = lykkeDisbalance + (externalBalance?.Amount ?? 0);
if (totalAmount != 0)
{
(decimal? TotalAmountInUsd, decimal? Rate)tuple = (null, null);
if (assetId == AssetConsts.UsdAssetId)
{
tuple = (totalAmount, 1);
}
else if (assetSettings != null)
{
Quote quote = await _quoteService
.GetAsync(assetSettings.QuoteSource, assetSettings.ExternalAssetPairId);
if (quote != null)
{
tuple = Calculator.CalculateCrossMidPrice(totalAmount, quote, assetSettings.IsInverse);
}
}
reports.Add(new BalanceReport
{
Asset = assetId,
LykkeAssetId = lykkeAssetId,
ExternalAssetId = assetId,
LykkeAmount = lykkeBalance?.Amount,
LykkeCreditAmount = credit?.Amount,
LykkeDisbalance = lykkeDisbalance,
ExternalAmount = externalBalance?.Amount,
TotalAmount = totalAmount,
TotalAmountInUsd = tuple.TotalAmountInUsd,
CrossRate = tuple.Rate
});
}
}
return(reports);
}