private async Task ProcessMessageAsync(LimitOrderMessage message)
{
foreach (var messageOrder in message.Orders)
{
if (!_settings.TrustedClientIds.Contains(messageOrder.Order.ClientId))
{
continue;
}
if (messageOrder.Order.Status == OrderStatus.InOrderBook)
{
var order = new OrderEntity()
{
ClientId = messageOrder.Order.ClientId,
OrderId = messageOrder.Order.ExternalId,
CreatedTime = DateTime.UtcNow,
AvgExecutionPrice = 0,
ExecutedAmount = 0,
Instrument = messageOrder.Order.AssetPairId,
OriginalAmount = Math.Abs(messageOrder.Order.Volume),
Price = messageOrder.Order.Price ?? 0,
TradeType = messageOrder.Order.Volume > 0 ? "Buy" : "Sell",
RemainingAmount = Math.Abs(messageOrder.Order.Volume),
Status = "Active",
CountExecute = 0,
SumExecutePrice = 0
};
await _orderRepository.AddOrReplace(order);
}
if (messageOrder.Order.Status == OrderStatus.Matched ||
messageOrder.Order.Status == OrderStatus.Processing)
{
var order = await _orderRepository.GetOrder(messageOrder.Order.ClientId, messageOrder.Order.ExternalId);
if (order == null)
{
order = new OrderEntity()
{
ClientId = messageOrder.Order.ClientId,
OrderId = messageOrder.Order.ExternalId,
CreatedTime = DateTime.UtcNow,
AvgExecutionPrice = 0,
ExecutedAmount = 0,
Instrument = messageOrder.Order.AssetPairId,
OriginalAmount = Math.Abs(messageOrder.Order.Volume),
Price = messageOrder.Order.Price ?? 0,
TradeType = messageOrder.Order.Volume > 0 ? "Buy" : "Sell",
RemainingAmount = Math.Abs(messageOrder.Order.Volume),
Status = "Active",
CountExecute = 0,
SumExecutePrice = 0
};
await _orderRepository.AddOrReplace(order);
}
;
foreach (var trade in messageOrder.Trades)
{
var volume = messageOrder.Order.Volume < 0 ? trade.Volume : trade.OppositeVolume;
order.RemainingAmount -= Math.Abs(volume);
order.SumExecutePrice += trade.Price ?? 0;
order.CountExecute++;
order.AvgExecutionPrice = order.SumExecutePrice / order.CountExecute;
order.ExecutedAmount += Math.Abs(volume);
if (messageOrder.Order.Status == OrderStatus.Matched)
{
order.Status = "Fill";
}
}
await _orderRepository.AddOrReplace(order);
}
if (messageOrder.Order.Status == OrderStatus.Cancelled)
{
var order = await _orderRepository.GetOrder(messageOrder.Order.ClientId, messageOrder.Order.ExternalId);
if (order == null)
{
continue;
}
order.Status = "Canceled";
await _orderRepository.AddOrReplace(order);
}
}
}