private async IAsyncEnumerable <ITradingInstrument> GetTradingInstruments(
IReadOnlyList <Product> products,
string tradingConditionId = null)
{
var clientProfiles = tradingConditionId == null
? await _clientProfilesRepository.GetAllAsync()
: new[] { await _clientProfilesRepository.GetByIdAsync(tradingConditionId) };
var assetTypes = products.Select(p => p.AssetType).Distinct().ToList();
foreach (var clientProfile in clientProfiles)
{
var availableClientProfileSettingsList =
await _clientProfileSettingsRepository.GetAllAsync(clientProfile.Id, assetTypes, true);
foreach (var product in products)
{
var clientProfileSettings = availableClientProfileSettingsList.SingleOrDefault(x =>
x.ClientProfileId == clientProfile.Id && x.AssetTypeId == product.AssetType);
if (clientProfileSettings == null)
{
continue;
}
var underlying = _underlyingsCache.GetByMdsCode(product.UnderlyingMdsCode);
yield return(TradingInstrument.CreateFromProduct(
product,
clientProfileSettings.ClientProfileId,
clientProfileSettings.Margin,
underlying?.Spread ?? _defaultTradingInstrumentSettings.Spread));
}
}
}
public Task <List <ClientProfileSettings> > GetAllAsync() => _regulatorySettingsRepository.GetAllAsync(null, null);
public async Task <List <Asset> > GetLegacyAssets(IEnumerable <string> productIds = null)
{
var products =
(await _productsRepository.GetByProductsIdsAsync(productIds))
.Where(x => x.IsStarted)
.ToDictionary(x => x.ProductId, v => v);
var brokerSettingsResponse = await _brokerSettingsApi.GetByIdAsync(_brokerId);
if (brokerSettingsResponse.ErrorCode != BrokerSettingsErrorCodesContract.None)
{
throw new InvalidOperationException($"Unexpected error code {brokerSettingsResponse.ErrorCode}, " +
$"while retrieving settings for broker id {_brokerId}");
}
var productTradingCurrencyMap = products.ToDictionary(x => x.Key, v => v.Value.TradingCurrency);
var productMarketSettingsMap = products.ToDictionary(x => x.Key, v => v.Value.Market);
var productTickFormulaMap = products.ToDictionary(x => x.Key, v => v.Value.TickFormula);
var productToCategoryMap = products.ToDictionary(x => x.Key, v => v.Value.Category);
var productAssetTypeIdMap = products.ToDictionary(x => x.Key, v => v.Value.AssetType);
var tradingCurrencies =
(await _currenciesRepository.GetByIdsAsync(productTradingCurrencyMap.Values.Distinct())).ToDictionary(x => x.Id, v => v);
var availableClientProfileSettingsDict =
(await _clientProfileSettingsRepository.GetAllAsync(string.Empty, productAssetTypeIdMap.Values.Distinct(), true))
.GroupBy(x => x.AssetTypeId)
.ToDictionary(x => x.Key, v => v.AsEnumerable());
var underlyings = products.Select(x => x.Value.UnderlyingMdsCode).Distinct()
.Select(_underlyingsCache.GetByMdsCode)
.ToDictionary(x => x.MdsCode, v => v);
var baseCurrenciesIds = underlyings.Values.Where(x => !string.IsNullOrEmpty(x.BaseCurrency))
.Select(x => x.BaseCurrency).Distinct();
var baseCurrencies =
(await _currenciesRepository.GetByIdsAsync(baseCurrenciesIds)).ToDictionary(x => x.Id, v => v);
var productCategories =
(await _productCategoriesRepository.GetByIdsAsync(productToCategoryMap.Values.Distinct())).ToDictionary(x => x.Id, v => v);
var productMarketSettings =
(await _marketSettingsRepository.GetByIdsAsync(productMarketSettingsMap.Values.Distinct())).ToDictionary(x => x.Id, v => v);
var productTickFormulas =
(await _tickFormulaRepository.GetByIdsAsync(productTickFormulaMap.Values.Distinct())).ToDictionary(x => x.Id, v => v);
var assetTypes = (await _assetTypesRepository.GetAllAsync()).ToDictionary(x => x.Id, v => v);
var result = new List <Asset>();
foreach (var product in products.Values)
{
var id = product.ProductId;
var asset = CreateEmptyAsset();
underlyings.TryGetValue(product.UnderlyingMdsCode, out var underlying);
var baseCurrencyId = underlying?.BaseCurrency;
var baseCurrency = string.IsNullOrEmpty(baseCurrencyId) ? null :
baseCurrencies.ContainsKey(baseCurrencyId) ? baseCurrencies[baseCurrencyId] : null;
if (underlying != null)
{
asset.SetAssetFieldsFromUnderlying(underlying);
}
else
{
_log.WriteWarning(nameof(LegacyAssetsService), nameof(GetLegacyAssets),
$"Missing underlying in cache for product with mdsCode:{product.UnderlyingMdsCode}");
}
asset.SetAssetFieldsFromProduct(product);
if (baseCurrency != null)
{
asset.SetAssetFieldsFromBaseCurrency(baseCurrency, _assetTypesWithZeroInterestRate);
}
asset.SetAssetFieldsFromTradingCurrency(tradingCurrencies[productTradingCurrencyMap[id]], _assetTypesWithZeroInterestRate);
if (availableClientProfileSettingsDict.TryGetValue(asset.Underlying.AssetType, out var clientProfileSettingsList))
{
var availableClientProfileSettingsForAssetType = clientProfileSettingsList.Select(x =>
x.ToClientProfileWithRate(product.GetMarginRate(x.Margin)));
asset.Underlying.AvailableClientProfiles.AddRange(availableClientProfileSettingsForAssetType);
}
asset.SetAssetFieldsFromCategory(productCategories[productToCategoryMap[id]]);
asset.SetAssetFieldsFromMarketSettings(productMarketSettings[productMarketSettingsMap[id]]);
asset.SetAssetFieldsFromTickFormula(productTickFormulas[productTickFormulaMap[id]]);
asset.SetAssetFieldsFromAssetType(assetTypes[productAssetTypeIdMap[id]]);
asset.SetDividendFactorFields(productMarketSettings[productMarketSettingsMap[id]],
brokerSettingsResponse.BrokerSettings,
product);
result.Add(asset);
}
return(result);
}
public async Task InsertAsync(AssetTypeWithTemplate model, string username, string correlationId)
{
var brokerSettingsResponse = await _brokerSettingsApi.GetByIdAsync(_brokerId);
if (brokerSettingsResponse.ErrorCode == BrokerSettingsErrorCodesContract.BrokerSettingsDoNotExist)
{
throw new BrokerSettingsDoNotExistException();
}
await ValidateUnderlyingCategory(model.UnderlyingCategoryId);
var regulationId = brokerSettingsResponse.BrokerSettings.RegulationId;
await ValidateRegulatoryType(model.RegulatoryTypeId, regulationId);
List <ClientProfileSettings> clientProfileSettings;
//duplicate settings if we use template
if (!string.IsNullOrEmpty(model.AssetTypeTemplateId))
{
var regulatoryProfileTemplateExists =
await _assetTypesRepository.ExistsAsync(model.AssetTypeTemplateId);
if (!regulatoryProfileTemplateExists)
{
throw new AssetTypeDoesNotExistException();
}
clientProfileSettings = await
_clientProfileSettingsRepository.GetAllAsync(null, model.AssetTypeTemplateId);
foreach (var clientProfileSetting in clientProfileSettings)
{
clientProfileSetting.AssetTypeId = model.Id;
var regulatorySettings = await _regulatorySettingsApi.GetRegulatorySettingsByIdsAsync(
clientProfileSetting.RegulatoryProfileId, model.RegulatoryTypeId);
ValidateRegulatoryConstraint(regulatorySettings, clientProfileSetting);
}
}
else
{
clientProfileSettings = new List <ClientProfileSettings>();
var allRegulatorySettings =
await _regulatorySettingsApi.GetRegulatorySettingsByRegulationAsync(regulationId);
var clientProfiles = await _clientProfilesRepository.GetAllAsync();
foreach (var clientProfile in clientProfiles)
{
var regulatorySettings = allRegulatorySettings.RegulatorySettings.Single(x =>
x.TypeId == model.RegulatoryTypeId && x.ProfileId == clientProfile.RegulatoryProfileId);
clientProfileSettings.Add(new ClientProfileSettings
{
AssetTypeId = model.Id,
ClientProfileId = clientProfile.Id,
Margin = regulatorySettings.MarginMinPercent,
IsAvailable = regulatorySettings.IsAvailable,
});
}
}
await _assetTypesRepository.InsertAsync(model, clientProfileSettings);
await _auditService.TryAudit(correlationId, username, model.Id, AuditDataType.AssetType,
model.ToJson());
await _entityChangedSender.SendEntityCreatedEvent <AssetType, AssetTypeContract, AssetTypeChangedEvent>(model,
username, correlationId);
foreach (var profileSettings in clientProfileSettings)
{
await _entityChangedSender
.SendEntityCreatedEvent <ClientProfileSettings, ClientProfileSettingsContract,
ClientProfileSettingsChangedEvent>(profileSettings, username, correlationId);
}
}
