public static MeLimitOrderMassCancelModel ToMeModel(this LimitOrderMassCancelModel model)
{
return(MeLimitOrderMassCancelModel.Create(
model.Id,
model.ClientId,
model.AssetPairId,
model.IsBuy));
}
///<inheritdoc cref="IMatchingEngineClient"/>
public Task <MeResponseModel> MassCancelLimitOrdersAsync(LimitOrderMassCancelModel model,
CancellationToken cancellationToken = default)
{
return(SendData(
model.ToMeModel(),
_newTasksManager,
x => x.ToDomainModel(),
_meResponsePolicy,
cancellationToken,
model.Id,
$"{model.AssetPairId} IsBuy={model.IsBuy}"
));
}
public async Task <IActionResult> CancelAllOrders([FromQuery] string assetPairId = null, [FromQuery] OrderAction?side = null)
{
var assetPairResult = await _validationService.ValidateAssetPairAsync(assetPairId);
if (assetPairResult != null)
{
throw HftApiException.Create(assetPairResult.Code, assetPairResult.Message).AddField(assetPairResult.FieldName);
}
bool?isBuy;
switch (side)
{
case OrderAction.Buy:
isBuy = true;
break;
case OrderAction.Sell:
isBuy = false;
break;
default:
isBuy = null;
break;
}
var model = new LimitOrderMassCancelModel
{
Id = Guid.NewGuid().ToString(),
AssetPairId = assetPairId,
ClientId = User.GetWalletId(),
IsBuy = isBuy
};
MeResponseModel response = await _matchingEngineClient.MassCancelLimitOrdersAsync(model);
if (response == null)
{
throw HftApiException.Create(HftApiErrorCode.MeRuntime, "ME not available");
}
(HftApiErrorCode code, string message) = response.Status.ToHftApiError();
if (code == HftApiErrorCode.Success)
{
return(Ok(ResponseModel <string> .Ok(null)));
}
throw HftApiException.Create(code, message);
}
public async Task <ResponseModel> CancelAllAsync(string clientId, AssetPair pair, bool?isBuy)
{
var model = new LimitOrderMassCancelModel
{
Id = GetNextRequestId().ToString(),
AssetPairId = pair?.Id,
ClientId = clientId,
IsBuy = isBuy
};
var response = await _matchingEngineClient.MassCancelLimitOrdersAsync(model);
CheckResponseAndThrowIfNull(response);
return(ConvertToApiModel(response.Status));
}
public async Task <IActionResult> CancelMultipleLimitOrders([FromBody] LimitOrderCancelMultipleRequest model)
{
var tradingSession = await _clientSessionsClient.GetTradingSession(_requestContext.SessionId);
var confirmationRequired = _baseSettings.EnableSessionValidation && !(tradingSession?.Confirmed ?? false);
if (confirmationRequired)
{
return(BadRequest("Session confirmation is required"));
}
if (!string.IsNullOrEmpty(model.AssetPairId))
{
var pair = _assetsServiceClient.AssetPairs.Get(model.AssetPairId);
if (pair == null)
{
return(BadRequest($"Asset pair '{model.AssetPairId}' not found."));
}
}
var clientId = _requestContext.ClientId;
var activeOrders = await _historyClient.OrdersApi.GetActiveOrdersByWalletAsync(Guid.Parse(clientId), 0, 1);
if (!activeOrders.Any())
{
return(Ok());
}
var cancelModel = new LimitOrderMassCancelModel
{
AssetPairId = model.AssetPairId,
ClientId = clientId,
Id = Guid.NewGuid().ToString(),
IsBuy = null
};
var meResult = await _matchingEngineClient.MassCancelLimitOrdersAsync(cancelModel);
if (meResult.Status != MeStatusCodes.Ok)
{
throw new Exception($"{cancelModel.ToJson()} request failed with {meResult.ToJson()}");
}
return(Ok());
}
public override async Task <CancelOrderResponse> CancelAllOrders(CancelOrdersRequest request, ServerCallContext context)
{
var result = await _validationService.ValidateAssetPairAsync(request.AssetPairId);
if (result != null)
{
return(new CancelOrderResponse
{
Error = new Error
{
Code = (int)result.Code,
Message = result.Message
}
});
}
bool?isBuy;
switch (request.Side)
{
case Side.Buy:
isBuy = true;
break;
case Side.Sell:
isBuy = false;
break;
default:
isBuy = null;
break;
}
var model = new LimitOrderMassCancelModel
{
Id = Guid.NewGuid().ToString(),
AssetPairId = request.AssetPairId,
ClientId = context.GetHttpContext().User.GetWalletId(),
IsBuy = isBuy
};
MeResponseModel response = await _matchingEngineClient.MassCancelLimitOrdersAsync(model);
if (response == null)
{
return(new CancelOrderResponse
{
Error = new Error
{
Code = (int)HftApiErrorCode.MeRuntime,
Message = "ME not available"
}
});
}
(HftApiErrorCode code, string message) = response.Status.ToHftApiError();
if (code == HftApiErrorCode.Success)
{
return new CancelOrderResponse
{
Payload = true
}
}
;
return(new CancelOrderResponse
{
Error = new Error
{
Code = (int)code,
Message = message
}
});
}
public override async Task <CancelOrderResponse> CancelAllOrders(CancelOrdersRequest request, ServerCallContext context)
{
MeResponseModel response;
if (!string.IsNullOrEmpty(request.AssetPairId))
{
var result = await _validationService.ValidateAssetPairAsync(request.AssetPairId);
if (result != null)
{
var res = new CancelOrderResponse
{
Error = new ErrorResponseBody {
Code = ErrorCode.InvalidField, Message = result.Message
}
};
res.Error.Fields.Add(result.FieldName, result.Message);
}
bool?isBuy;
if (request.OptionalSideCase == CancelOrdersRequest.OptionalSideOneofCase.None)
{
isBuy = null;
}
else
{
switch (request.Side)
{
case Side.Buy:
isBuy = true;
break;
case Side.Sell:
isBuy = false;
break;
default:
isBuy = null;
break;
}
}
var model = new LimitOrderMassCancelModel
{
Id = Guid.NewGuid().ToString(),
AssetPairId = request.AssetPairId,
ClientId = context.GetClientId(),
IsBuy = isBuy
};
response = await _matchingEngineClient.MassCancelLimitOrdersAsync(model);
}
else
{
var orders = await GetOrders(new LimitOrdersRequest(), context);
if (orders.Body?.Orders.Any() ?? false)
{
var orderIds = orders.Body.Orders.Select(x => x.Id).ToList();
response = await _matchingEngineClient.CancelLimitOrdersAsync(orderIds);
}
else
{
response = new MeResponseModel {
Status = MeStatusCodes.Ok
};
}
}
if (response == null)
{
return(new CancelOrderResponse
{
Error = new ErrorResponseBody {
Code = ErrorCode.Runtime, Message = ErrorMessages.MeNotAvailable
}
});
}
if (response.Status == MeStatusCodes.Ok)
{
return new CancelOrderResponse
{
Body = new CancelOrderResponse.Types.Body
{
Payload = true
}
}
}
;
return(new CancelOrderResponse
{
Error = new ErrorResponseBody {
Code = ErrorCode.Runtime, Message = response.Message ?? response.Status.ToString()
}
});
}
