public Task <IReadOnlyCollection <HedgeLimitOrderModel> > GetAllAsync() { IReadOnlyCollection <HedgeLimitOrder> hedgeLimitOrders = _hedgeLimitOrderService.GetAll(); var model = Mapper.Map <HedgeLimitOrderModel[]>(hedgeLimitOrders); return(Task.FromResult <IReadOnlyCollection <HedgeLimitOrderModel> >(model)); }
private async Task <IReadOnlyCollection <PositionReport> > CreateReports() { IReadOnlyCollection <Position> positions = await _positionService.GetAllAsync(); IReadOnlyCollection <AssetInvestment> assetInvestments = _investmentService.GetAll(); IReadOnlyCollection <HedgeLimitOrder> hedgeLimitOrders = _hedgeLimitOrderService.GetAll(); HedgeSettings hedgeSettings = await _hedgeSettingsService.GetAsync(); IReadOnlyCollection <AssetHedgeSettings> assetsHedgeSettings = await _assetHedgeSettingsService.GetAllAsync(); string[] assets = positions.Select(o => o.AssetId) .Union(assetInvestments.Select(o => o.AssetId)) .Union(assetsHedgeSettings.Select(o => o.AssetId)) .ToArray(); var positionReports = new List <PositionReport>(); foreach (string assetId in assets) { AssetHedgeSettings assetHedgeSettings = await _assetHedgeSettingsService.EnsureAsync(assetId); Position currentPosition = positions .SingleOrDefault(o => o.AssetId == assetId && o.Exchange == assetHedgeSettings.Exchange); HedgeLimitOrder hedgeLimitOrder = hedgeLimitOrders.SingleOrDefault(o => o.AssetId == assetId); AssetInvestment assetInvestment = assetInvestments.SingleOrDefault(o => o.AssetId == assetId); decimal?volumeInUsd = null; if (currentPosition != null) { volumeInUsd = GetVolumeInUsd(currentPosition.AssetId, currentPosition.Exchange, currentPosition.Volume); } Quote assetQuote; if (assetInvestment == null) { assetQuote = _rateService.GetQuoteUsd(assetHedgeSettings.AssetId, assetHedgeSettings.Exchange); } else { assetQuote = assetInvestment.Quote; } positionReports.Add(new PositionReport { AssetId = assetId, Exchange = assetHedgeSettings.Exchange, Quote = assetQuote, Volume = currentPosition?.Volume, VolumeInUsd = volumeInUsd, OppositeVolume = currentPosition?.OppositeVolume, PnL = volumeInUsd.HasValue ? currentPosition.OppositeVolume + volumeInUsd : null, HedgeLimitOrder = hedgeLimitOrder, AssetInvestment = assetInvestment, Error = ValidateAssetHedgeSettings(assetHedgeSettings) ?? ValidateInvestments(assetInvestment) ?? ValidateThresholdCritical(assetInvestment, hedgeSettings, assetHedgeSettings) ?? ValidateQuote(assetQuote) }); IEnumerable <Position> otherPositions = positions .Where(o => o.AssetId == assetId && o.Exchange != assetHedgeSettings.Exchange); foreach (Position position in otherPositions) { Quote otherPositionQuote = _rateService.GetQuoteUsd(position.AssetId, position.Exchange); volumeInUsd = GetVolumeInUsd(position.AssetId, position.Exchange, position.Volume); positionReports.Add(new PositionReport { AssetId = assetId, Exchange = position.Exchange, Quote = otherPositionQuote, Volume = position.Volume, VolumeInUsd = volumeInUsd, OppositeVolume = position.OppositeVolume, PnL = volumeInUsd.HasValue ? position.OppositeVolume + volumeInUsd : null, HedgeLimitOrder = null, AssetInvestment = null, Error = ValidateAssetHedgeSettings(assetHedgeSettings) ?? ValidateQuote(otherPositionQuote) }); } } foreach (PositionReport positionReport in positionReports) { if (positionReport.Exchange == ExchangeNames.Virtual) { positionReport.ActualPnL = -1 * positionReport.PnL; } else { positionReport.ActualPnL = positionReport.PnL; } } return(positionReports .OrderBy(o => o.AssetId) .ToArray()); }