private async Task <OrderInitialParameters> GetOrderInitialParameters(string assetPairId, string legalEntity,
ReportingEquivalentPricesSettings equivalentSettings, string accountAssetId)
{
var fxAssetPairIdAndDirection = _cfdCalculatorService.GetFxAssetPairIdAndDirection(accountAssetId,
assetPairId, legalEntity);
return(new OrderInitialParameters
{
Id = _identityGenerator.GenerateAlphanumericId(),
Code = await _identityGenerator.GenerateIdAsync(nameof(Order)),
Now = _dateService.Now(),
EquivalentPrice = _cfdCalculatorService.GetQuoteRateForQuoteAsset(equivalentSettings.EquivalentAsset,
assetPairId, legalEntity),
FxPrice = _cfdCalculatorService.GetQuoteRateForQuoteAsset(accountAssetId,
assetPairId, legalEntity),
FxAssetPairId = fxAssetPairIdAndDirection.id,
FxToAssetPairDirection = fxAssetPairIdAndDirection.direction,
});
}
private async Task <Order> ValidateAndGetSlOrTpOrder(OrderPlaceRequest request, OrderTypeContract type,
decimal?price, ReportingEquivalentPricesSettings equivalentSettings, Order parentOrder)
{
var orderType = type.ToType <OrderType>();
Order order = null;
var placedAltogether = parentOrder != null;
if (parentOrder == null)
{
if (!string.IsNullOrEmpty(request.ParentOrderId))
{
parentOrder = _ordersCache.GetOrderById(request.ParentOrderId);
}
}
if (parentOrder != null)
{
ValidateRelatedOrderAlreadyExists(parentOrder.RelatedOrders, orderType);
var initialParameters = await GetOrderInitialParameters(parentOrder.AssetPairId,
parentOrder.LegalEntity, equivalentSettings, parentOrder.AccountAssetId);
var originator = GetOriginator(request.Originator);
order = new Order(initialParameters.Id, initialParameters.Code, parentOrder.AssetPairId,
-parentOrder.Volume, initialParameters.Now, initialParameters.Now,
placedAltogether ? null : request.Validity,
parentOrder.AccountId, parentOrder.TradingConditionId, parentOrder.AccountAssetId, price,
parentOrder.EquivalentAsset, OrderFillType.FillOrKill, string.Empty, parentOrder.LegalEntity, false,
orderType, parentOrder.Id, null, originator, initialParameters.EquivalentPrice,
initialParameters.FxPrice, initialParameters.FxAssetPairId,
initialParameters.FxToAssetPairDirection, OrderStatus.Placed, request.AdditionalInfo);
}
else if (!string.IsNullOrEmpty(request.PositionId))
{
var position = _ordersCache.Positions.GetPositionById(request.PositionId);
ValidateRelatedOrderAlreadyExists(position.RelatedOrders, orderType);
var initialParameters = await GetOrderInitialParameters(position.AssetPairId,
position.LegalEntity, equivalentSettings, position.AccountAssetId);
var originator = GetOriginator(request.Originator);
order = new Order(initialParameters.Id, initialParameters.Code, position.AssetPairId, -position.Volume,
initialParameters.Now, initialParameters.Now, request.Validity, position.AccountId,
position.TradingConditionId, position.AccountAssetId, price, position.EquivalentAsset,
OrderFillType.FillOrKill, string.Empty, position.LegalEntity, false, orderType, null, position.Id,
originator, initialParameters.EquivalentPrice, initialParameters.FxPrice,
initialParameters.FxAssetPairId, initialParameters.FxToAssetPairDirection, OrderStatus.Placed,
request.AdditionalInfo);
}
if (order == null)
{
throw new ValidateOrderException(OrderRejectReason.InvalidParent,
"Related order must have parent order or position");
}
ValidateRelatedOrderPriceAgainstBase(order, parentOrder, order.Price);
return(order);
}
