public void TradingSignal_IsTimeInThreshold()
{
var signal = new TradingSignal(null, "", OrderCommand.Create, TradeType.Buy, 100m, 100m, DateTime.UtcNow.AddMinutes(-5));
Assert.True(signal.IsTimeInThreshold(TimeSpan.FromMinutes(6)));
Assert.False(signal.IsTimeInThreshold(TimeSpan.FromMinutes(4)));
var signalInFuture = new TradingSignal(null, "", OrderCommand.Create, TradeType.Buy, 100m, 100m, DateTime.UtcNow.AddMinutes(5));
Assert.True(signalInFuture.IsTimeInThreshold(TimeSpan.FromMinutes(6)));
Assert.False(signalInFuture.IsTimeInThreshold(TimeSpan.FromMinutes(4)));
}
private async Task HandleCreation(TradingSignal signal, TranslatedSignalTableEntity translatedSignal,
Exchange exchange)
{
try
{
if (!signal.IsTimeInThreshold(tradingSignalsThreshold))
{
translatedSignal.Failure("The signal is too old");
await logger.WriteInfoAsync(nameof(TradingSignalsHandler),
nameof(HandleCreation),
signal.ToString(),
"Skipping old signal");
return;
}
var executedTrade = await exchange.AddOrderAndWaitExecution(signal, translatedSignal, apiTimeout);
bool orderAdded = executedTrade.ExecutionStatus == OrderExecutionStatus.New ||
executedTrade.ExecutionStatus == OrderExecutionStatus.Pending;
bool orderFilled = executedTrade.ExecutionStatus == OrderExecutionStatus.Fill ||
executedTrade.ExecutionStatus == OrderExecutionStatus.PartialFill;
if (orderAdded || orderFilled)
{
await logger.WriteInfoAsync(nameof(TradingSignalsHandler),
nameof(HandleCreation),
signal.ToString(),
"Created new order");
}
else
{
await logger.WriteWarningAsync(nameof(TradingSignalsHandler),
nameof(HandleCreation),
signal.ToString(),
$"Added order is in unexpected status: {executedTrade}");
translatedSignal.Failure($"Added order is in unexpected status: {executedTrade}");
}
await _acknowledHandler.Handle(CreateAcknowledgement(exchange, orderAdded, signal, translatedSignal));
if (orderFilled)
{
await _tradeHandler.Handle(executedTrade);
}
}
catch (ApiException e)
{
await logger.WriteInfoAsync(nameof(TradingSignalsHandler), nameof(HandleCreation), signal.ToString(), e.Message);
translatedSignal.Failure(e);
await _acknowledHandler.Handle(CreateAcknowledgement(exchange, false, signal, translatedSignal, e));
}
catch (Exception e)
{
await logger.WriteErrorAsync(nameof(TradingSignalsHandler), nameof(HandleCreation), signal.ToString(), e);
translatedSignal.Failure(e);
await _acknowledHandler.Handle(CreateAcknowledgement(exchange, false, signal, translatedSignal, e));
}
}