public Dictionary <string, (PositionCloseResult, Order)> StartLiquidation(string accountId,
OriginatorType originator, string additionalInfo, string operationId)
{
var result = new Dictionary <string, (PositionCloseResult, Order)>();
var command = new StartLiquidationInternalCommand
{
OperationId = operationId,
CreationTime = _dateService.Now(),
AccountId = accountId,
LiquidationType = LiquidationType.Forced,
OriginatorType = originator,
AdditionalInfo = additionalInfo
};
_cqrsSender.SendCommandToSelf(command);
var positions = _ordersCache.Positions.GetPositionsByAccountIds(accountId);
var openPositions = new List <Position>();
foreach (var position in positions)
{
switch (position.Status)
{
case PositionStatus.Active:
openPositions.Add(position);
break;
case PositionStatus.Closing:
result.Add(position.Id, (PositionCloseResult.ClosingIsInProgress, null));
break;
case PositionStatus.Closed:
result.Add(position.Id, (PositionCloseResult.Closed, null));
break;
default:
throw new InvalidOperationException($"Position state {position.Status.ToString()} is not handled");
}
}
foreach (var group in openPositions.GroupBy(p => p.AssetPairId))
{
// if asset pair is not available for trading, we will not try to close these positions
if (_assetPairDayOffService.IsAssetTradingDisabled(group.Key))
{
continue;
}
var positionGroup = group.ToArray();
// if the net volume can be liquidated, we assume that positions will be closed without special liquidation
if (CheckIfNetVolumeCanBeLiquidated(group.Key, positionGroup, out _))
{
positionGroup.ForEach(p => result.Add(p.Id, (PositionCloseResult.Closed, null)));
}
else
{
positionGroup.ForEach(p => result.Add(p.Id, (PositionCloseResult.ClosingStarted, null)));
}
}
return(result);
}
public async Task Handle(StartLiquidationInternalCommand command,
IEventPublisher publisher)
{
#region Private Methods
void PublishFailedEvent(string reason)
{
publisher.PublishEvent(new LiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = reason,
LiquidationType = command.LiquidationType.ToType <LiquidationTypeContract>(),
AccountId = command.AccountId,
AssetPairId = command.AssetPairId,
Direction = command.Direction?.ToType <PositionDirectionContract>(),
});
_liquidationEndEventChannel.SendEvent(this, new LiquidationEndEventArgs
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
AccountId = command.AccountId,
LiquidatedPositionIds = new List <string>(),
FailReason = reason,
});
}
#endregion
#region Validations
if (string.IsNullOrEmpty(command.AccountId))
{
PublishFailedEvent("AccountId must be specified");
return;
}
if (_accountsCache.TryGet(command.AccountId) == null)
{
PublishFailedEvent("Account does not exist");
return;
}
#endregion
var(executionInfo, _) = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : LiquidationSaga.OperationName,
operationId : command.OperationId,
factory : () => new OperationExecutionInfo <LiquidationOperationData>(
operationName: LiquidationSaga.OperationName,
id: command.OperationId,
lastModified: _dateService.Now(),
data: new LiquidationOperationData
{
State = LiquidationOperationState.Initiated,
AccountId = command.AccountId,
AssetPairId = command.AssetPairId,
QuoteInfo = command.QuoteInfo,
Direction = command.Direction,
LiquidatedPositionIds = new List <string>(),
ProcessedPositionIds = new List <string>(),
LiquidationType = command.LiquidationType,
OriginatorType = command.OriginatorType,
AdditionalInfo = command.AdditionalInfo,
StartedAt = command.CreationTime
}
));
if (executionInfo.Data.State == LiquidationOperationState.Initiated)
{
if (!_accountsCache.TryStartLiquidation(command.AccountId, command.OperationId,
out var currentOperationId))
{
if (currentOperationId != command.OperationId)
{
PublishFailedEvent(
$"Liquidation is already in progress. Initiated by operation : {currentOperationId}");
return;
}
}
_chaosKitty.Meow(
$"{nameof(StartLiquidationInternalCommand)}:" +
$"Publish_LiquidationStartedInternalEvent:" +
$"{command.OperationId}");
publisher.PublishEvent(new LiquidationStartedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
AssetPairId = executionInfo.Data.AssetPairId,
AccountId = executionInfo.Data.AccountId,
LiquidationType = executionInfo.Data.LiquidationType.ToType <LiquidationTypeContract>()
});
}
}
