/// <summary>
/// Выполнить операцию BUY/SELL
/// </summary>
/// <param name="tradePosition"></param>
/// <returns></returns>
public override async Task PerformBuyOrSell(TradePosition tradePosition)
{
var options = tradePosition.Options as EasyTradeOptions;
tradePosition.IsStateChanged = false;
MarketOrder marketOrder = null;
if (tradePosition.PrevOperationType == OperationType.Buy)
{
//текущая цена превысила ProfitThreshold (цена подскочила, продадим)
//или упала на StopLossThreshold (продаем пока ещё больше не упало)
if (options != null && (tradePosition.LastPrice >= options.ProfitThreshold ||
tradePosition.LastPrice <= options.StopLossThreshold))
{
marketOrder = new MarketOrder(tradePosition.PortfolioPosition.Figi,
tradePosition.PortfolioPosition.Lots,
OperationType.Sell,
AccountId);
tradePosition.IsStateChanged = true;
}
}
else if (tradePosition.PrevOperationType == OperationType.Sell)
{
//хорошая цена , надо покупать (докупать)
if (options != null && tradePosition.LastPrice <= options.DipThreshold
/*|| tradePosition.LastPrice >= options.UpwardTrendThreshold*/)
{
//TODO: здесь надо вычислять сколько лотов можем купить
marketOrder = new MarketOrder(tradePosition.PortfolioPosition.Figi,
1,
OperationType.Buy,
AccountId);
tradePosition.IsStateChanged = true;
}
}
if (tradePosition.IsStateChanged && marketOrder != null)
{
var placedMarketOrder = await Context.PlaceMarketOrderAsync(marketOrder);
TradeOperationInfo tradeOperationInfo = new TradeOperationInfo();
tradeOperationInfo.MarketOrder = marketOrder;
tradeOperationInfo.PlacedMarkedOrder = placedMarketOrder;
ActionOperation?.BeginInvoke(tradeOperationInfo, null, null);
}
}
private async Task Handle(ExecuteSpecialLiquidationOrderCommand command, IEventPublisher publisher)
{
var executionInfo = await _operationExecutionInfoRepository.GetAsync <SpecialLiquidationOperationData>(
operationName : SpecialLiquidationSaga.OperationName,
id : command.OperationId);
if (executionInfo?.Data == null)
{
return;
}
await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
command.ToJson(),
"Checking if position special liquidation should be failed");
if (!string.IsNullOrEmpty(executionInfo.Data.CausationOperationId))
{
await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
command.ToJson(),
"Special liquidation is caused by regular liquidation, checking liquidation type.");
var liquidationInfo = await _operationExecutionInfoRepository.GetAsync <LiquidationOperationData>(
operationName : LiquidationSaga.OperationName,
id : executionInfo.Data.CausationOperationId);
if (liquidationInfo == null)
{
await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
command.ToJson(),
"Regular liquidation does not exist, position close will not be failed.");
}
else
{
if (liquidationInfo.Data.LiquidationType == LiquidationType.Forced)
{
await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
command.ToJson(),
"Regular liquidation type is Forced (Close All), position close will not be failed.");
}
else
{
var account = _accountsCacheService.Get(executionInfo.Data.AccountId);
var level = account.GetAccountLevel();
await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
command.ToJson(),
$"Current account state: {account.ToJson()}, level: {level}");
if (level != ValidAccountLevel)
{
await _log.WriteWarningAsync(
nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
new { accountId = account.Id, accountLevel = level.ToString() }.ToJson(),
$"Unable to execute special liquidation since account level is not {ValidAccountLevel.ToString()}.");
publisher.PublishEvent(new SpecialLiquidationCancelledEvent()
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = $"Account level is not {ValidAccountLevel.ToString()}.",
});
return;
}
}
}
}
if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.PriceReceived,
SpecialLiquidationOperationState.ExternalOrderExecuted))
{
if (command.Volume == 0)
{
publisher.PublishEvent(new SpecialLiquidationOrderExecutedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
MarketMakerId = "ZeroNetVolume",
ExecutionTime = _dateService.Now(),
OrderId = _identityGenerator.GenerateGuid(),
ExecutionPrice = command.Price
});
}
else
{
var operationInfo = new TradeOperationInfo
{
OperationId = executionInfo.Id,
RequestNumber = executionInfo.Data.RequestNumber
};
var order = new OrderModel(
tradeType: command.Volume > 0 ? TradeType.Buy : TradeType.Sell,
orderType: OrderType.Market.ToType <Contracts.ExchangeConnector.OrderType>(),
timeInForce: TimeInForce.FillOrKill,
volume: (double)Math.Abs(command.Volume),
dateTime: _dateService.Now(),
exchangeName: operationInfo.ToJson(), //hack, but ExchangeName is not used and we need this info
// TODO: create a separate field and remove hack (?)
instrument: command.Instrument,
price: (double?)command.Price,
orderId: _identityGenerator.GenerateAlphanumericId(),
modality: executionInfo.Data.RequestedFromCorporateActions ? TradeRequestModality.Liquidation_CorporateAction : TradeRequestModality.Liquidation_MarginCall);
try
{
var executionResult = await _exchangeConnectorClient.ExecuteOrder(order);
if (!executionResult.Success)
{
throw new Exception(
$"External order was not executed. Status: {executionResult.ExecutionStatus}. " +
$"Failure: {executionResult.FailureType}");
}
var executionPrice = (decimal)executionResult.Price == default
? command.Price
: (decimal)executionResult.Price;
if (executionPrice.EqualsZero())
{
throw new Exception("Execution price is equal to 0.");
}
publisher.PublishEvent(new SpecialLiquidationOrderExecutedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
MarketMakerId = executionInfo.Data.ExternalProviderId,
ExecutionTime = executionResult.Time,
OrderId = executionResult.ExchangeOrderId,
ExecutionPrice = executionPrice
});
}
catch (Exception exception)
{
publisher.PublishEvent(new SpecialLiquidationOrderExecutionFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = exception.Message
});
await _log.WriteWarningAsync(nameof(SpecialLiquidationCommandsHandler),
nameof(ExecuteSpecialLiquidationOrderCommand),
$"Failed to execute the order: {order.ToJson()}",
exception);
}
}
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
