private async Task ValidatePnLThresholdAsync(IEnumerable <OrderBook> orderBooks, Instrument instrument)
{
if (instrument.PnLThreshold == 0)
{
return;
}
IReadOnlyCollection <SummaryReport> summaryReports = (await _summaryReportService.GetAllAsync())
.Where(o => o.AssetPairId == instrument.AssetPairId)
.ToArray();
decimal totalPnL = summaryReports.Select(o => o.PnL).DefaultIfEmpty(0).Sum();
if (summaryReports.Count > 0 && totalPnL < 0 && instrument.PnLThreshold < Math.Abs(totalPnL))
{
SetError(orderBooks.SelectMany(o => o.LimitOrders), LimitOrderError.LowPnL);
}
}
public async Task <IReadOnlyCollection <SummaryReportModel> > GetSummaryReportAsync()
{
IReadOnlyCollection <SummaryReport> summaryReports = await _summaryReportService.GetAllAsync();
return(Mapper.Map <SummaryReportModel[]>(summaryReports));
}