public async Task CancelLimitOrderAsync(string assetId)
{
if (_hedgeLimitOrders.TryGetValue(assetId, out HedgeLimitOrder hedgeLimitOrder))
{
await _lykkeExchangeService.CancelAsync(hedgeLimitOrder.AssetPairId);
_hedgeLimitOrderService.Close(hedgeLimitOrder);
_hedgeLimitOrders.Remove(assetId);
}
}
public async Task CancelLimitOrderAsync(string assetId)
{
ExternalOrder externalOrder = await _externalOrderRepository.GetAsync(Name, assetId);
if (externalOrder == null)
{
return;
}
ISpotController spotController = _exchangeAdapterClientFactory.GetSpotController(Name);
try
{
await spotController.CancelLimitOrderAsync(new CancelLimitOrderRequest { OrderId = externalOrder.Id });
HedgeLimitOrder hedgeLimitOrder =
await _hedgeLimitOrderService.GetByIdAsync(externalOrder.HedgeLimitOrderId);
OrderModel order = await spotController.LimitOrderStatusAsync(externalOrder.Id);
if (order == null)
{
_log.WarningWithDetails("External order not found", externalOrder);
return;
}
if (order.ExecutionStatus == OrderStatus.Fill || order.ExecutionStatus == OrderStatus.Canceled)
{
if (order.ExecutedVolume > 0)
{
await _positionService.UpdateAsync(hedgeLimitOrder.AssetId, hedgeLimitOrder.Exchange,
hedgeLimitOrder.Type == LimitOrderType.Sell
?Domain.TradeType.Sell
: Domain.TradeType.Buy,
order.ExecutedVolume, order.ExecutedVolume *order.AvgExecutionPrice);
await _externalTradeService.RegisterAsync(new ExternalTrade
{
Id = Guid.NewGuid().ToString("D"),
Exchange = hedgeLimitOrder.Exchange,
LimitOrderId = hedgeLimitOrder.Id,
ExchangeOrderId = externalOrder.Id,
AssetPairId = hedgeLimitOrder.AssetPairId,
Type = hedgeLimitOrder.Type == LimitOrderType.Sell
? Domain.TradeType.Sell
: Domain.TradeType.Buy,
Timestamp = order.Timestamp,
Price = order.AvgExecutionPrice,
Volume = order.ExecutedVolume,
Status = order.RemainingAmount > 0
? TradeStatus.PartialFill
: TradeStatus.Fill,
OriginalVolume = order.OriginalVolume,
RemainingVolume = order.RemainingAmount
});
}
await _externalOrderRepository.DeleteAsync(externalOrder.Exchange, externalOrder.Asset);
_hedgeLimitOrderService.Close(hedgeLimitOrder);
}
else
{
_log.WarningWithDetails("Can not cancel external order in progress", externalOrder);
}
}
catch (Exception exception)
{
_log.WarningWithDetails("An error occurred while canceling limit order", exception,
externalOrder);
}
}
