public async Task Handle(AssetPairChangedEvent @event)
{
//deduplication is not required, it's ok if an object is updated multiple times
if (@event.AssetPair?.Id == null)
{
await _log.WriteWarningAsync(nameof(AssetPairProjection), nameof(Handle),
"AssetPairChangedEvent contained no asset pair id");
return;
}
if (IsDelete(@event))
{
CloseAllOrders();
ValidatePositions(@event.AssetPair.Id);
_assetPairsCache.Remove(@event.AssetPair.Id);
}
else
{
if (@event.AssetPair.IsDiscontinued)
{
CloseAllOrders();
}
_assetPairsCache.AddOrUpdate(new AssetPair(
id: @event.AssetPair.Id,
name: @event.AssetPair.Name,
baseAssetId: @event.AssetPair.BaseAssetId,
quoteAssetId: @event.AssetPair.QuoteAssetId,
accuracy: @event.AssetPair.Accuracy,
legalEntity: @event.AssetPair.LegalEntity,
basePairId: @event.AssetPair.BasePairId,
matchingEngineMode: @event.AssetPair.MatchingEngineMode.ToType <MatchingEngineMode>(),
stpMultiplierMarkupBid: @event.AssetPair.StpMultiplierMarkupBid,
stpMultiplierMarkupAsk: @event.AssetPair.StpMultiplierMarkupAsk,
isSuspended: @event.AssetPair.IsSuspended,
isFrozen: @event.AssetPair.IsFrozen,
isDiscontinued: @event.AssetPair.IsDiscontinued
));
}
await _scheduleSettingsCacheService.UpdateSettingsAsync();
void CloseAllOrders()
{
try
{
foreach (var order in _orderReader.GetPending().Where(x => x.AssetPairId == @event.AssetPair.Id))
{
_tradingEngine.CancelPendingOrder(order.Id, null, @event.OperationId,
null, OrderCancellationReason.InstrumentInvalidated);
}
}
catch (Exception exception)
{
_log.WriteError(nameof(AssetPairProjection), nameof(CloseAllOrders), exception);
throw;
}
}
void ValidatePositions(string assetPairId)
{
var positions = _orderReader.GetPositions(assetPairId);
if (positions.Any())
{
_log.WriteFatalError(nameof(AssetPairProjection), nameof(ValidatePositions),
new Exception($"{positions.Length} positions are opened for [{assetPairId}], first: [{positions.First().Id}]."));
}
}
}
