private async Task <ExternalTrade> ExecuteLimitOrderAsync(string assetPairId, decimal volume,
PositionType positionType)
{
ExternalTrade externalTrade = null;
if (!_attempts.TryGetValue(assetPairId, out Tuple <int, int> attempt))
{
attempt = new Tuple <int, int>(0, 0);
}
try
{
if (attempt.Item2 <= 0)
{
if (positionType == PositionType.Long)
{
externalTrade = await _externalExchangeService.ExecuteSellLimitOrderAsync(assetPairId, volume);
}
else
{
externalTrade = await _externalExchangeService.ExecuteBuyLimitOrderAsync(assetPairId, volume);
}
_attempts.Remove(assetPairId);
}
else
{
_attempts[assetPairId] = new Tuple <int, int>(attempt.Item1, attempt.Item2 - 1);
_log.InfoWithDetails("Execution of hedge limit order is skipped", new
{
assetPairId,
volume,
positionType,
attempt = attempt.Item1,
iteration = attempt.Item2
});
}
}
catch (Exception exception)
{
_attempts[assetPairId] =
new Tuple <int, int>(attempt.Item1 + 1, Math.Min(attempt.Item1 + 1, MaxIterations));
_log.WarningWithDetails("Can not close positions.", exception,
new
{
assetPairId,
volume,
positionType,
attempt = attempt.Item1
});
}
return(externalTrade);
}
private async Task <ExternalTrade> ExecuteLimitOrderAsync(string assetPairId, decimal volume,
PositionType positionType)
{
var startedAt = DateTime.UtcNow;
ExternalTrade externalTrade = null;
if (!_attempts.TryGetValue(assetPairId, out Tuple <int, int> attempt))
{
attempt = new Tuple <int, int>(0, 0);
}
try
{
if (attempt.Item2 <= 0)
{
if (positionType == PositionType.Long)
{
externalTrade = await _externalExchangeService.ExecuteSellLimitOrderAsync(assetPairId, volume);
}
else
{
externalTrade = await _externalExchangeService.ExecuteBuyLimitOrderAsync(assetPairId, volume);
}
_attempts.Remove(assetPairId);
}
else
{
_attempts[assetPairId] = new Tuple <int, int>(attempt.Item1, attempt.Item2 - 1);
_log.InfoWithDetails("Execution of hedge limit order is skipped", new
{
assetPairId,
volume,
positionType,
attempt = attempt.Item1,
iteration = attempt.Item2
});
}
}
catch (Exception exception)
{
_attempts[assetPairId] =
new Tuple <int, int>(attempt.Item1 + 1, Math.Min(attempt.Item1 + 1, MaxIterations));
_log.WarningWithDetails("Can not close positions.", exception,
new
{
assetPairId,
volume,
positionType,
attempt = attempt.Item1
});
}
var finishedAt = DateTime.UtcNow;
_log.Info("HedgeService.ExecuteLimitOrderAsync() completed.", new
{
AssetPairId = assetPairId,
StartedAt = startedAt,
FinishedAt = finishedAt,
Latency = (finishedAt - startedAt).TotalMilliseconds
});
return(externalTrade);
}