public async Task <OrderEntity> InsertAsync(OrderEntity item)
{
try
{
await _trader.GetByIdAsync(item.UserId);
}
catch (NotFoundException ex)
{
await _trader.CreateAsync(new TraderInfoEntity()
{
Id = item.UserId
});
}
MarketUpdateDto marketPrice = await _updatesManager.GetLastUpdateAsync(item.MarketId);
if (marketPrice == null)
{
throw new Exception($"Cant get price of Market with id: {item.MarketId}");
}
item.Price = item.Action == OrderAction.Buy ? marketPrice.AskPrice : marketPrice.BidPrice;
item.Timestamp = DateTime.UtcNow;
var entity = await _order.InsertAsync(item);
if (entity == null)
{
throw new InvalidDataException(ErrorCode.CannotCreateOrder);
}
await _order.UnitOfWork.SaveChangesAsync();
_messageBus.Publish(entity, "exc.Order", RabbitExchangeType.DirectExchange, $"Add:{entity.UserId}");
await _positionManager.PlaceOrderAsync(entity);
return(entity);
}
private void RecalculateUPL(PositionEntity position, MarketUpdateDto marketUpdate)
{
if (position.Kind == STP.Interfaces.Enums.PositionKind.Short)
{
position.UnrealizedProfitLoss = (position.AveragePrice - marketUpdate.AskPrice) * position.Quantity;
}
if (position.Kind == STP.Interfaces.Enums.PositionKind.Long)
{
position.UnrealizedProfitLoss = (marketUpdate.BidPrice - position.AveragePrice) * position.Quantity;
}
}
public List <UserUPL> UpdatePositionsUPL(MarketUpdateDto marketUpdate)
{
UpdateMarketPrice(marketUpdate);
var usersUPLs = new List <UserUPL>();
if (_marketsPositions.TryGetValue(marketUpdate.MarketId, out List <PositionEntity> marketPositions))
{
RecalculateMultiplePositionsUPL(marketPositions, marketUpdate);
CollectUpdatedUPL(marketPositions, usersUPLs);
}
return(usersUPLs);
}
/// <summary>
/// Notify update
/// </summary>
public void NotifyUpdate(object sender, EventArgs <MarketUpdate> marketUpdate)
{
LastMarketUpdates.AddOrUpdate(marketUpdate.Value.MarketId, marketUpdate.Value, (key, oldValue) => oldValue = marketUpdate.Value);
HashSet <string> item;
if (_subscribers.TryGetValue(marketUpdate.Value.MarketId, out item))
{
if (item.Any())
{
MarketUpdateDto marketUpdateDto = _mapper.Map <MarketUpdateDto>(marketUpdate.Value);
_messageBus.Publish(marketUpdateDto, "exc.Datafeed", Interfaces.Enums.RabbitExchangeType.DirectExchange, $"Update:{marketUpdate.Value.MarketId}");
//_messageBus.Publish(marketUpdateDto, "exc.Datafeed", Interfaces.Enums.RabbitExchangeType.DirectExchange, $"PL:{marketUpdate.Value.MarketId}");
Debug.WriteLine($"asdfg:\n " + marketUpdate.Value.AskPrice + " / " + marketUpdate.Value.BidPrice + "\n" +
marketUpdate.Value.LastPrice + " / " + marketUpdate.Value.LastDailyPrice + "\n" +
marketUpdate.Value.Change + " / " + marketUpdate.Value.PercentChange + "\n" + marketUpdate.Value.MarketId + " / " + marketUpdate.Value.Timestamp + "\n");
}
}
}
private void RecalculateMultiplePositionsUPL(List <PositionEntity> positions, MarketUpdateDto marketUpdate)
{
lock (list_root)
{
foreach (var position in positions)
{
RecalculateUPL(position, marketUpdate);
}
}
}
private void UpdateMarketPrice(MarketUpdateDto marketUpdate)
{
MarketPrice.AddOrUpdate(marketUpdate.MarketId, marketUpdate, (k, v) => v = marketUpdate);
}
