public async Task <string> RePlaceOrderAsync(string orderId, string symbol, decimal price, decimal size, MarketSide side)
{
try
{
var request = new BulkLimitOrderRequest();
request.AssetPairId = symbol;
request.CancelPreviousOrders = false;
request.Orders.Add(new BulkOrder()
{
OldId = orderId,
Side = side == MarketSide.Long ? Side.Buy : Side.Sell,
Price = price.ToString(CultureInfo.InvariantCulture),
Volume = size.ToString(CultureInfo.InvariantCulture)
});
var result = await Client.PrivateApi.PlaceBulkLimitOrderAsync(request);
if (result.Error != null)
{
Console.WriteLine($"ERROR: Cannot PlaceBulkLimitOrderAsync ({orderId}): {result.Error.Message}");
return(null);
}
var status = result.Payload.Statuses.FirstOrDefault();
if (status == null || status.Error != ErrorCode.Success)
{
Console.WriteLine($"ERROR: Cannot PlaceBulkLimitOrderAsync ({orderId}): {status.Error}");
return(null);
}
return(status.Id);
}
catch (Exception ex)
{
Console.WriteLine($"ERROR: Cannot RePlaceOrder ({orderId}):");
Console.WriteLine(ex);
return(null);
}
}
public override async Task <BulkLimitOrderResponse> PlaceBulkLimitOrder(BulkLimitOrderRequest request, ServerCallContext context)
{
var walletId = context.GetHttpContext().User.GetWalletId();
var items = request.Orders?.ToArray() ?? Array.Empty <BulkOrder>();
var orders = new List <MultiOrderItemModel>();
foreach (var item in items)
{
var order = new MultiOrderItemModel
{
Id = Guid.NewGuid().ToString(),
Price = Convert.ToDouble(item.Price),
Volume = Convert.ToDouble(item.Volume),
OrderAction = _mapper.Map <OrderAction>(item.Side),
OldId = string.IsNullOrEmpty(item.OldId) ? null : item.OldId
};
orders.Add(order);
}
var multiOrder = new MultiLimitOrderModel
{
Id = Guid.NewGuid().ToString(),
ClientId = walletId,
AssetPairId = request.AssetPairId,
CancelPreviousOrders = request.CancelPreviousOrders,
Orders = orders.ToArray()
};
if (request.OptionalCancelModeCase != BulkLimitOrderRequest.OptionalCancelModeOneofCase.None)
{
multiOrder.CancelMode = _mapper.Map <Lykke.MatchingEngine.Connector.Models.Api.CancelMode>(request.CancelMode);
}
MultiLimitOrderResponse response = await _matchingEngineClient.PlaceMultiLimitOrderAsync(multiOrder);
if (response == null)
{
return(new BulkLimitOrderResponse
{
Error = new Error
{
Code = _mapper.Map <ErrorCode>(HftApiErrorCode.MeRuntime),
Message = "ME not available"
}
});
}
var bulkResponse = new BulkLimitOrderResponse
{
Payload = new BulkLimitOrderResponse.Types.BulkLimitOrderPayload
{
AssetPairId = request.AssetPairId
}
};
bulkResponse.Payload.Statuses.AddRange(response.Statuses?.Select(x => new BulkOrderItemStatus
{
Id = x.Id,
Price = x.Price.ToString(CultureInfo.InvariantCulture),
Volume = x.Volume.ToString(CultureInfo.InvariantCulture),
Error = _mapper.Map <ErrorCode>(x.Status.ToHftApiError().code)
}));
return(bulkResponse);
}
