public async Task UpdateLimitOrdersAsync(string indexName)
{
IndexPrice indexPrice = await _indexPriceService.GetByIndexAsync(indexName);
if (indexPrice == null)
{
throw new InvalidOperationException("Index price not found");
}
IndexSettings indexSettings = await _indexSettingsService.GetByIndexAsync(indexName);
if (indexSettings == null)
{
throw new InvalidOperationException("Index settings not found");
}
AssetPairSettings assetPairSettings =
await _instrumentService.GetAssetPairAsync(indexSettings.AssetPairId, Exchange);
if (assetPairSettings == null)
{
throw new InvalidOperationException("Asset pair settings not found");
}
AssetSettings baseAssetSettings =
await _instrumentService.GetAssetAsync(assetPairSettings.BaseAsset, ExchangeNames.Lykke);
if (baseAssetSettings == null)
{
throw new InvalidOperationException("Base asset settings not found");
}
AssetSettings quoteAssetSettings =
await _instrumentService.GetAssetAsync(assetPairSettings.QuoteAsset, ExchangeNames.Lykke);
if (quoteAssetSettings == null)
{
throw new InvalidOperationException("Quote asset settings not found");
}
decimal sellPrice = (indexPrice.Price + indexSettings.SellMarkup)
.TruncateDecimalPlaces(assetPairSettings.PriceAccuracy, true);
decimal buyPrice = indexPrice.Price.TruncateDecimalPlaces(assetPairSettings.PriceAccuracy);
IReadOnlyCollection <LimitOrder> limitOrders =
CreateLimitOrders(indexSettings, assetPairSettings, sellPrice, buyPrice);
ValidateBalance(limitOrders, baseAssetSettings, quoteAssetSettings);
ValidateMinVolume(limitOrders, assetPairSettings.MinVolume);
LimitOrder[] allowedLimitOrders = limitOrders
.Where(o => o.Error == LimitOrderError.None)
.ToArray();
_log.InfoWithDetails("Limit orders created", limitOrders);
_limitOrderService.Update(indexSettings.AssetPairId, limitOrders);
await _lykkeExchangeService.ApplyAsync(indexSettings.AssetPairId, allowedLimitOrders);
_traceWriter.LimitOrders(indexSettings.AssetPairId, limitOrders);
}
