public WebCacheInstance()
{
//initialize
ProdDefs = new List <ProdDef>();
Quotes = new List <Quote>();
mapper = MapperConfig.GetAutoMapperConfiguration().CreateMapper();
_redisClientsManager = YJYGlobal.PooledRedisClientsManager;
//get value from Redis
using (var redisClient = _redisClientsManager.GetClient())
{
try
{
ProdDefs = redisClient.As <ProdDef>().GetAll();
Quotes = redisClient.As <Quote>().GetAll();
}
catch (Exception e)
{
YJYGlobal.LogExceptionAsInfo(e);
}
}
//set timer
_timerProdDef = new Timer(UpdateProdDefs, null, _updateIntervalProdDef, TimeSpan.FromMilliseconds(-1));
_timerQuote = new Timer(UpdateQuotes, null, _updateIntervalQuote, TimeSpan.FromMilliseconds(-1));
}
//private IRedisTypedClient<Quote> redisQuoteClient;
//private IRedisTypedClient<ProdDef> redisProdDefClient;
// public IRedisTypedClient<>
//public AyondoFixFeedApp()
//{
//var basicRedisClientManager = YJYGlobal.GetNewBasicRedisClientManager();
//redisQuoteClient = YJYGlobal.BasicRedisClientManager.GetClient().As<Quote>();
//redisProdDefClient = basicRedisClientManager.GetClient().As<ProdDef>();
//}
public void ToAdmin(Message message, SessionID sessionID)
{
YJYGlobal.LogLine("ToAdmin: ");
if (message.Header.GetString(Tags.MsgType) == MsgType.LOGON)
{
YJYGlobal.LogLine(" sending username and password...");
//demo
message.SetField(new Username(_username));
message.SetField(new Password(_password));
//message.SetField(new Username("thcnprices"));
//message.SetField(new Password("sl6map3go"));
////demo UAT
//message.SetField(new Username("thcnuatprices"));
//message.SetField(new Password("slktrp2"));
}
//message.SetField(new Username("thcntrade"));
//message.SetField(new Password("d093gos3j"));
//message.SetField(new Username("tradeheroprices"));
//message.SetField(new Password("4gs9k2osw"));
}
public void SendMDS1Request()
{
if (Session != null)
{
try
{
//Product Definition Request
var order = new Message();
order.Header.SetField(new MsgType("MDS1"));
order.SetField(new UserRequestID("ProdDef"));
Session.Send(order);
//}
}
catch (Exception e)
{
YJYGlobal.LogLine("send mds1 request failed");
YJYGlobal.LogException(e);
}
}
else
{
//// This probably won't ever happen.
//Console.WriteLine("Can't send message: session not created.");
throw new Exception("fix session is null.");
}
}
private static void QuoteBroadcast(object state)
{
while (true)
{
try
{
var quotes = new List <Quote>();
while (!myApp.QueueQuotesForRedistribution.IsEmpty)
{
Quote obj;
var tryDequeue = myApp.QueueQuotesForRedistribution.TryDequeue(out obj);
quotes.Add(obj);
}
if (quotes.Count > 0)
{
QuoteFeedTicker.Instance.Broadcast(quotes);
}
}
catch (Exception e)
{
YJYGlobal.LogException(e);
}
Thread.Sleep(_intervalQuoteBroadcast);
}
}
public void Broadcast(List <Quote> quotes)
{
if (_subscription.Count > 0)
{
try
{
foreach (var pair in _subscription)
{
var userId = pair.Key;
var subscribedQuotesIds = pair.Value;
var subscribedQuotes = quotes.Where(o => subscribedQuotesIds.Contains(o.Id));
if (subscribedQuotes.Any())
{
//Clients.Group(userId)
Clients.Client(userId)
.p(subscribedQuotes.Select(o => new QuoteFeed
{
id = o.Id,
last = Quotes.GetLastPrice(o),
//bid = o.Bid,
//ask = o.Ask,
time = o.Time,
}));
}
}
}
catch (Exception e)
{
YJYGlobal.LogException(e);
}
}
}
public PositionDTO NetPosition(NetPositionFormDTO form)
{
var cache = WebCache.Instance;
var prodDef = cache.ProdDefs.FirstOrDefault(o => o.Id == form.securityId);
if (prodDef.QuoteType == enmQuoteType.Closed || prodDef.QuoteType == enmQuoteType.Inactive)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest, Resources.Resource.ProductClosed));
}
var quote = cache.Quotes.FirstOrDefault(o => o.Id == form.securityId);
var positionService = new PositionService();
var closedPosition = positionService.DoClosePosition(UserId, form.posId, form.securityId, Quotes.GetLastPrice(quote));
var posIdToFollowClose = closedPosition.Id;
Task.Run(() =>
{
YJYGlobal.LogLine("NEW THREAD: check and CLOSE follow positions for pos " + posIdToFollowClose);
var checkAndCloseFollowPositions = PositionService.CheckAndCloseFollowPositions(posIdToFollowClose);
MessageService.AddAutoCloseMessages(checkAndCloseFollowPositions);
});
var result = Mapper.Map <PositionDTO>(closedPosition);
return(result);
}
public ResultDTO LikeStatus(int statusId)
{
var status = db.Status.FirstOrDefault(o => o.Id == statusId);
if (status == null)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest, "no such status"));
}
try
{
db.StatusLikes.Add(new StatusLike()
{
StatusId = statusId,
LikeUserId = UserId,
Time = DateTime.UtcNow,
});
db.SaveChanges();
}
catch (Exception e)
{
//return new ResultDTO(false);
YJYGlobal.LogException(e);
}
return(new ResultDTO(true));
}
public void ToApp(Message message, SessionID sessionId)
{
YJYGlobal.LogLine("ToApp: ");
YJYGlobal.LogLine(message.ToString());
//message.SetField(new MsgType("MDS1"));
//message.SetField(new UserRequestID("test1111"));
}
private static void SaveTicks(object state)
{
while (true)
{
try
{
IList <Quote> quotes = new List <Quote>();
while (!myApp.QueueQuotesForTick.IsEmpty)
{
Quote obj;
var tryDequeue = myApp.QueueQuotesForTick.TryDequeue(out obj);
quotes.Add(obj);
}
using (var redisClient = YJYGlobal.PooledRedisClientsManager.GetClient())
{
var redisTickClient = redisClient.As <Tick>();
var redisProdDefClient = redisClient.As <ProdDef>();
var prodDefs = redisProdDefClient.GetAll();
if (quotes.Count > 0)
{
//the time of the last message received from Ayondo
var dtAyondoNow = quotes.Max(o => o.Time);
var openingProds =
prodDefs.Where(
o => o.QuoteType == enmQuoteType.Open || o.QuoteType == enmQuoteType.PhoneOnly).ToList();
var dtBeginSave = DateTime.Now;
foreach (var prodDef in openingProds)
{
var quotesByProd = quotes.Where(o => o.Id == prodDef.Id).ToList();
UpdateRedisTick(redisTickClient, prodDef.Id, dtAyondoNow, quotesByProd, TickSize.OneMinute);
UpdateRedisTick(redisTickClient, prodDef.Id, dtAyondoNow, quotesByProd, TickSize.TenMinute);
UpdateRedisTick(redisTickClient, prodDef.Id, dtAyondoNow, quotesByProd, TickSize.OneHour);
}
YJYGlobal.LogLine("\t" + " Ticks " + openingProds.Count + "/" +
quotes.Count + " " + " Time: " +
quotes.Min(o => o.Time).ToString(YJYGlobal.DATETIME_MASK_MILLI_SECOND) +
" ~ " +
quotes.Max(o => o.Time).ToString(YJYGlobal.DATETIME_MASK_MILLI_SECOND) +
" Saved to Redis " + (DateTime.Now - dtBeginSave).TotalMilliseconds);
}
}
}
catch (Exception e)
{
YJYGlobal.LogException(e);
}
Thread.Sleep(_intervalTicks);
}
}
public void OnLogon(SessionID sessionID)
{
YJYGlobal.LogLine("OnLogon: ");
Session = Session.LookupSession(sessionID);
DD = Session.ApplicationDataDictionary;
SendMDS1Request();
}
private static TimeSpan LogEndOfJob(TimeSpan execTime)
{
YJYGlobal.LogLine("-");
YJYGlobal.LogLine("................................................................................");
YJYGlobal.LogLine(" TH_JOBS FINISHED: @ (local) " + DateTime.Now.ToString("dd MMM yyyy HH:mm") + ", execTime was " + execTime.TotalMinutes.ToString("000.00") + " min(s) ...");
YJYGlobal.LogLine(" (fullArgs: " + fullArgs + ")");
YJYGlobal.LogLine("................................................................................");
YJYGlobal.LogLine("-");
return(execTime);
}
private MessageTicker(IHubConnectionContext <dynamic> clients)
{
Clients = clients;
_db = YJYEntities.Create();
YJYGlobal.LogLine("Starting MessageTicker...");
_timer = new Timer(Start, null, _updateInterval, TimeSpan.FromMilliseconds(-1));
}
public void Login(string auth)
{
int userId = 0;
string token = null;
try
{
var split = auth.Split('_');
userId = Convert.ToInt32(split[0]);
token = split[1];
}
catch (Exception ex)
{
//this.Context.User.Identity.IsAuthenticated = false;
YJYGlobal.LogInformation("signalR MessageHub invalid auth: " + auth);
}
bool isUserExist;
using (var db = YJYEntities.Create())
{
//var s = HttpContext.Current.User.Identity.Name;
//var name = Context.User.Identity.Name;
//HttpContext.Current.User = new GenericPrincipal(new GenericIdentity(userId.ToString()), null);
// Get the request lifetime scope so you can resolve services.
//var requestScope = HttpContext.Current.Request.GetDependencyScope();
//// Resolve the service you want to use.
//var db = requestScope.GetService(typeof(YJYEntities)) as YJYEntities;
//var httpContextBase = Context.Request.GetHttpContext();
//var request = Context.Request;
//var nameValueCollection = request.Headers;
//var db = YJYEntities.Create();
isUserExist = db.Users.Any(o => o.Id == userId && o.AuthToken == token);
}
//if (!isUserExist)
// actionContext.Response = actionContext.Request.CreateResponse(HttpStatusCode.Unauthorized);
if (isUserExist)
{
_ticker.AddAuthUser(Context.ConnectionId, userId);
}
else
{
YJYGlobal.LogInformation("signalR MessageHub wrong auth: " + auth);
}
}
private QuoteFeedTicker(IHubConnectionContext <dynamic> clients)
{
Clients = clients;
//var basicRedisClientManager = YJYGlobal.GetNewBasicRedisClientManager();
//_redisClient = YJYGlobal.BasicRedisClientManager.GetClient().As<Quote>();
YJYGlobal.LogLine("Starting QuoteFeedTicker...");
//Start();
//_timer = new Timer(Start, null, _updateInterval, TimeSpan.FromMilliseconds(-1));
}
static Task ExceptionReceivedHandler(ExceptionReceivedEventArgs exceptionReceivedEventArgs)
{
YJYGlobal.LogLine($"Message handler encountered an exception {exceptionReceivedEventArgs.Exception}.");
var context = exceptionReceivedEventArgs.ExceptionReceivedContext;
YJYGlobal.LogLine("Exception context for troubleshooting:");
YJYGlobal.LogLine($"- Endpoint: {context.Endpoint}");
YJYGlobal.LogLine($"- Entity Path: {context.EntityPath}");
YJYGlobal.LogLine($"- Executing Action: {context.Action}");
return(Task.CompletedTask);
}
public static void Run(bool isLive = false)
{
SessionSettings settings = new SessionSettings(YJYGlobal.GetConfigurationSetting("ayondoFixFeedCfgFilePath"));
myApp = new AyondoFixFeedApp(YJYGlobal.GetConfigurationSetting("ayondoFixFeedUsername"),
YJYGlobal.GetConfigurationSetting("ayondoFixFeedPassword"));
IMessageStoreFactory storeFactory =
new MemoryStoreFactory();
//new FileStoreFactory(settings);
//ILogFactory logFactory = new FileLogFactory(settings);
SocketInitiator initiator = new SocketInitiator(myApp, storeFactory, settings,
null
//logFactory
);
//var redisClient = YJYGlobal.BasicRedisClientManager.GetClient();
//var redisProdDefClient = redisClient.As<ProdDef>();
//var redisTickClient = redisClient.As<Tick>();
initiator.Start();
// This will *ONLY* bind to localhost, if you want to bind to all addresses
// use http://*:8080 to bind to all addresses.
// See http://msdn.microsoft.com/library/system.net.httplistener.aspx
// for more information.
string url = "http://*:39680";
var start = WebApp.Start(url);
Trace.Listeners.Remove("HostingTraceListener");//remove the trace listener that OWIN added
Console.WriteLine("Server running on {0}", url);
//Console.ReadLine();
//run tasks in NEW threads
_timerProdDefs = new Timer(SaveProdDefs, null, _intervalProdDefs, TimeSpan.FromMilliseconds(-1));
_timerProdDefRequest = new Timer(SendProdDefRequest, null, _intervalProdDefRequest, TimeSpan.FromMilliseconds(-1));
_timerQuotes = new Timer(SaveQuotes, null, _intervalQuotes, TimeSpan.FromMilliseconds(-1));
_timerRawTicks = new Timer(SaveRawTicks, null, _intervalRawTicks, TimeSpan.FromMilliseconds(-1));
_timerTicks = new Timer(SaveTicks, null, _intervalTicks, TimeSpan.FromMilliseconds(-1));
_timerKLines = new Timer(SaveKLine, null, _intervalKLine, TimeSpan.FromMilliseconds(-1));
_timerQuoteBroadcast = new Timer(QuoteBroadcast, null, _intervalQuoteBroadcast, TimeSpan.FromMilliseconds(-1));
while (true)
{
//System.Console.WriteLine("o hai");
System.Threading.Thread.Sleep(1000);
}
//initiator.Stop();
}
public bool THTDeposit(THTDepositFormDTO form)
{
var authorization = Request.Headers.Authorization;
if (authorization?.Parameter == null || authorization.Parameter != YJYGlobal.CALLBACK_AUTH_TOKEN)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.Unauthorized,
"invalid auth token"));
}
if (string.IsNullOrWhiteSpace(form.transactionHash) || string.IsNullOrWhiteSpace(form.from) ||
string.IsNullOrWhiteSpace(form.tokenAmount))
{
throw new ArgumentOutOfRangeException(nameof(form));
}
form.tokenAmount = form.tokenAmount.Trim();
form.transactionHash = form.transactionHash.Trim();
form.from = form.from.Trim();
form.to = form.to.Trim();
BigInteger bi;
var tryParse = BigInteger.TryParse(form.tokenAmount, NumberStyles.None, null, out bi);
if (!tryParse || bi < new BigInteger(0))
{
throw new ArgumentOutOfRangeException(nameof(form.tokenAmount));
}
var deposit = FundService.AddTHTDeposit(form.transactionHash, form.@from, form.to, form.tokenAmount);
if (deposit == null)
{
return(false);
}
try
{
var fundService = new FundService(db);
fundService.AddUserBalanceByTHTDeposit(deposit.Id);
}
catch (Exception e)
{
YJYGlobal.LogExceptionAsWarning(e);
}
return(true);
}
public static void DeleteBlob(string containerName, string blobName)
{
var storageConStr = YJYGlobal.GetConfigurationSetting("StorageConnectionString");
CloudStorageAccount storageAccount = CloudStorageAccount.Parse(storageConStr);
CloudBlobClient blobClient = storageAccount.CreateCloudBlobClient();
// Retrieve a reference to a container.
CloudBlobContainer container = blobClient.GetContainerReference(containerName);
CloudBlockBlob blockBlob = container.GetBlockBlobReference(blobName);
if (blockBlob.Exists())
{
blockBlob.Delete();
}
}
private static void LogJobStartup()//(tradeheroEntities db, bool isMonitoring)
{
//if (!isMonitoring)
//{
YJYGlobal.LogLine("***************************************************");
YJYGlobal.LogLine("*** TH_JOBS STARTUP - (local) " + DateTime.Now.ToString("dd MMM yyyy HH:mm") + " ***");
YJYGlobal.LogLine("***************************************************");
YJYGlobal.LogLine("-");
YJYGlobal.LogLine("this host: " + System.Environment.MachineName);
//YJYGlobal.LogLine("constr: " + db.Database.Connection.ConnectionString);
YJYGlobal.LogLine("curdir: " + Environment.CurrentDirectory);
YJYGlobal.LogLine("fullArgs: " + fullArgs);
YJYGlobal.LogLine("logDir: " + logDir);
YJYGlobal.LogLine("-");
//}
}
public static void Run()
{
YJYGlobal.LogLine("Starting...");
queueClient = new QueueClient(ServiceBusConnectionString, QueueName);
// Register QueueClient's MessageHandler and receive messages in a loop
RegisterOnMessageHandlerAndReceiveMessages();
YJYGlobal.LogLine("Receiving messages...");
while (true)
{
Thread.Sleep(TimeSpan.FromSeconds(1));
}
}
public static YJYEntities Create(bool log = false, bool UseDatabaseNullSemantics = true)
{
string connectionString = YJYGlobal.GetDbConnectionString("YJYEntities");
var db = new YJYEntities(connectionString);
db.Configuration.UseDatabaseNullSemantics = UseDatabaseNullSemantics;
if (log || Debugger.IsAttached)
{
db.Database.Log = s => Trace.WriteLine(s);
}
//if (log)
// Global.LogLine("created object-context for main DB [" + db.Database.Connection.Database + "]");
return(db);
}
private static void SendProdDefRequest(object state)
{
while (true)
{
try
{
YJYGlobal.LogLine("sending mds1 request...");
myApp.SendMDS1Request();
}
catch (Exception e)
{
YJYGlobal.LogLine("sending mds1 request failed");
YJYGlobal.LogException(e);
}
Thread.Sleep(_intervalProdDefRequest);
}
}
private static void SaveQuotes(object state)
{
while (true)
{
try
{
IList <Quote> quotes = new List <Quote>();
while (!myApp.QueueQuotes.IsEmpty)
{
Quote obj;
var tryDequeue = myApp.QueueQuotes.TryDequeue(out obj);
quotes.Add(obj);
}
if (quotes.Count > 0)
{
var distinctQuotes =
quotes.GroupBy(o => o.Id).Select(o => o.OrderByDescending(p => p.Time).First()).ToList();
var dtBeginSave = DateTime.Now;
using (var redisClient = YJYGlobal.PooledRedisClientsManager.GetClient())
{
var redisQuoteClient = redisClient.As <Quote>();
redisQuoteClient.StoreAll(distinctQuotes);
}
YJYGlobal.LogLine("Quote: " + distinctQuotes.Count + "/" + quotes.Count + " (distinct/raw) "
+ " Time: " +
quotes.Min(o => o.Time).ToString(YJYGlobal.DATETIME_MASK_MILLI_SECOND)
+ " ~ " +
quotes.Max(o => o.Time).ToString(YJYGlobal.DATETIME_MASK_MILLI_SECOND)
+ ". Saved to redis " + (DateTime.Now - dtBeginSave).TotalMilliseconds);
}
}
catch (Exception e)
{
YJYGlobal.LogException(e);
}
Thread.Sleep(_intervalQuotes);
}
}
public static void UploadFromBytes(string containerName, string blobName, byte[] bytes)
{
var storageConStr = YJYGlobal.GetConfigurationSetting("StorageConnectionString");
CloudStorageAccount storageAccount = CloudStorageAccount.Parse(storageConStr);
CloudBlobClient blobClient = storageAccount.CreateCloudBlobClient();
// Retrieve a reference to a container.
CloudBlobContainer container = blobClient.GetContainerReference(containerName);
// Create the container if it doesn't already exist.
container.CreateIfNotExists();
container.SetPermissions(new BlobContainerPermissions {
PublicAccess = BlobContainerPublicAccessType.Blob
});
// Retrieve reference to a blob named "myblob".
CloudBlockBlob blockBlob = container.GetBlockBlobReference(blobName);
//// Save blob contents to a file.
//using (var fileStream = System.IO.File.OpenWrite(@"path\myfile"))
//{
// blockBlob.DownloadToStream(fileStream);
//}
//// read blob contents as a string.
//string text;
//using (var memoryStream = new MemoryStream())
//{
// blockBlob2.DownloadToStream(memoryStream);
// text = System.Text.Encoding.UTF8.GetString(memoryStream.ToArray());
//}
//// Create or overwrite the "myblob" blob with contents from a local file.
//using (var fileStream = System.IO.File.OpenRead(@"path\myfile"))
//{
// blockBlob.UploadFromStream(fileStream);
//}
//// Delete the blob.
//blockBlob.Delete();
blockBlob.UploadFromByteArray(bytes, 0, bytes.Length);
}
private void UpdateQuotes(object state)
{
while (true)
{
//CFDGlobal.LogLine("Updating WebCache Quotes...");
using (var redisClient = _redisClientsManager.GetClient())
{
try
{
Quotes = redisClient.As <Quote>().GetAll();
}
catch (Exception e)
{
YJYGlobal.LogExceptionAsInfo(e);
}
}
Thread.Sleep(_updateIntervalQuote);
}
}
private static void SaveApiHitsToDB(object state)
{
while (true)
{
try
{
var apiHits = new List<ApiHit>();
while (!ApiHitsQueue.IsEmpty)
{
ApiHit apiHit;
ApiHitsQueue.TryDequeue(out apiHit);
apiHits.Add(apiHit);
}
if (apiHits.Count > 0)
{
using (var db = YJYHistoryEntities.Create())
{
//ef extension - BulkInsert
//using (var transactionScope = new TransactionScope())
//{
db.BulkInsert(apiHits);
db.SaveChanges();
//transactionScope.Complete();
//}
////ef - AddRange
//db.ApiHits.AddRange(apiHits);
//db.SaveChanges();
}
}
}
catch (Exception e)
{
YJYGlobal.LogExceptionAsInfo(e);
}
Thread.Sleep(_dbSaveInterval);
}
}
static async Task ProcessMessagesAsync(Message message, CancellationToken token)
{
// Process the message
//YJYGlobal.LogLine($"Received message: SequenceNumber:{message.SystemProperties.SequenceNumber}");
try
{
var posToClose = Serialization.ByteArrayToObject(message.Body) as PosToClose;
YJYGlobal.LogLine(
$"Received: {posToClose.Id} {posToClose.closeType} {posToClose.closePx} {posToClose.closePxTime}");
var autoClosePosition = PositionService.AutoClosePosition(posToClose);
var checkAndCloseFollowPositions = PositionService.CheckAndCloseFollowPositions(autoClosePosition.Id);
MessageService.AddAutoCloseMessage(autoClosePosition);
MessageService.AddAutoCloseMessages(checkAndCloseFollowPositions);
YJYGlobal.LogLine(
$"pos closed: {autoClosePosition.Id} type:{autoClosePosition.CloseType} pl:{autoClosePosition.PL}");
// Complete the message so that it is not received again.
// This can be done only if the queueClient is created in ReceiveMode.PeekLock mode (which is default).
await queueClient.CompleteAsync(message.SystemProperties.LockToken);
// Note: Use the cancellationToken passed as necessary to determine if the queueClient has already been closed.
// If queueClient has already been Closed, you may chose to not call CompleteAsync() or AbandonAsync() etc. calls
// to avoid unnecessary exceptions.
}
catch (Exception e)
{
YJYGlobal.LogException(e);
await queueClient.AbandonAsync(message.SystemProperties.LockToken);
}
}
public PositionDTO NewPosition(NewPositionFormDTO form)
{
if (form.invest <= 0 || form.invest > 10000)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest,
"invalid invest"));
}
if (form.leverage < 1)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest,
"invalid leverage"));
}
var user = GetUser();
var balance = db.Balances.FirstOrDefault(o => o.Id == user.ActiveBalanceId);
if (balance.Amount < form.invest)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest,
Resources.Resource.NotEnoughBalance));
}
var cache = WebCache.Instance;
decimal spread = 0.0005M; //点差，默认万分之五
var spreadMisc = db.Miscs.FirstOrDefault(m => m.Key == "spread");
if (spreadMisc != null)
{
decimal.TryParse(spreadMisc.Value, out spread);
}
var prodDef = cache.ProdDefs.FirstOrDefault(o => o.Id == form.securityId);
if (prodDef.QuoteType == enmQuoteType.Closed || prodDef.QuoteType == enmQuoteType.Inactive)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest,
Resources.Resource.ProductClosed));
}
//if (form.leverage > prodDef.MaxLeverage)
if (form.leverage > MAX_LEVERAGE)
{
throw new HttpResponseException(Request.CreateErrorResponse(HttpStatusCode.BadRequest,
"exceeded max leverage"));
}
var quote = cache.Quotes.FirstOrDefault(o => o.Id == form.securityId);
var positionService = new PositionService();
var price = Quotes.GetLastPrice(quote);
if (form.isLong) //买多，买入价 = 买入价 + 加点差
{
price = (1 + spread) * price;
}
else //买空， 买入价 = 买入价 - 加点差
{
price = (1 - spread) * price;
}
var newPosition = positionService.CreateNewPosition(UserId, form.securityId, form.invest, form.isLong,
form.leverage, price);
var posIdToFollow = newPosition.Id;
Task.Run(() =>
{
YJYGlobal.LogLine("NEW THREAD: check and OPEN follow positions for pos " + posIdToFollow);
PositionService.CheckAndOpenFollowPositions(posIdToFollow);
});
var posDTO = new PositionDTO()
{
id = newPosition.Id,
isLong = newPosition.Side.Value,
settlePrice = newPosition.SettlePrice.Value,
invest = newPosition.Invest.Value,
leverage = newPosition.Leverage.Value,
createAt = newPosition.CreateTime.Value,
};
return(posDTO);
}
public static List <Position> CheckAndCloseFollowPositions(int posIdToFollowClose)
{
List <Position> result = new List <Position>();
var db = YJYEntities.Create();
var basePosition = db.Positions.FirstOrDefault(o => o.Id == posIdToFollowClose);
if (basePosition != null)
{
if (basePosition.ClosedAt != null && basePosition.ClosePrice != null)
{
var positions = db.Positions.Where(o => o.FollowPosId == basePosition.Id && o.ClosedAt == null).ToList();
foreach (var position in positions)
{
try
{
using (
var scope = new TransactionScope(TransactionScopeOption.RequiresNew,
new TransactionOptions {
IsolationLevel = IsolationLevel.Serializable
}))
{
using (var dbIsolated = YJYEntities.Create())
{
var p = dbIsolated.Positions.FirstOrDefault(o => o.Id == position.Id);
var u = dbIsolated.Users.FirstOrDefault(o => o.Id == position.UserId);
if (u == null || p == null)
{
throw new ObjectNotFoundException();
}
//position's balance, not user's current active balance
var b = dbIsolated.Balances.FirstOrDefault(o => o.Id == p.BalanceId && o.UserId == u.Id);
if (p.ClosedAt == null)
{
var pl = Trades.CalculatePL(p, basePosition.ClosePrice.Value);
p.ClosedAt = DateTime.UtcNow;
p.ClosePrice = basePosition.ClosePrice.Value;
p.PL = pl;
p.CloseType = PositionCloseType.Follow.ToString();
var pValue = p.Invest + pl;
if (pValue > 0)
{
b.Amount = b.Amount + pValue;
}
//add a new transfer
dbIsolated.Transfers.Add(new Transfer()
{
Amount = pValue,
BalanceAfter = b.Amount,
Time = DateTime.UtcNow,
Type = TransferType.Close.ToString(),
UserId = u.Id,
PositionId = p.Id,
BalanceId = b.Id,
});
dbIsolated.SaveChanges();
result.Add(p);
}
}
scope.Complete();
}
}
catch (Exception e)
{
YJYGlobal.LogWarning("follow close error:");
YJYGlobal.LogExceptionAsWarning(e);
}
}
}
else
{
YJYGlobal.LogWarning("FOLLOW CLOSE fail: base position is not closed");
}
}
return(result);
}
public static void CheckAndOpenFollowPositions(int posIdToFollow)
{
var db = YJYEntities.Create();
var basePosition = db.Positions.FirstOrDefault(o => o.Id == posIdToFollow);
if (basePosition != null)
{
var tradeFollows = db.UserTradeFollows.Where(o => o.FollowingId == basePosition.UserId && o.StopAfterCount > 0).ToList();
foreach (var tradeFollow in tradeFollows)
{
try
{
using (var scope = new TransactionScope(TransactionScopeOption.RequiresNew, new TransactionOptions {
IsolationLevel = IsolationLevel.Serializable
}))
{
using (var dbIsolated = YJYEntities.Create())
{
var tFollow = dbIsolated.UserTradeFollows.FirstOrDefault(o => o.UserId == tradeFollow.UserId && o.FollowingId == tradeFollow.FollowingId);
if (tFollow != null && tFollow.StopAfterCount > 0)
{
var u = dbIsolated.Users.FirstOrDefault(o => o.Id == tFollow.UserId);
if (u != null)
{
var b = dbIsolated.Balances.FirstOrDefault(o => o.Id == u.ActiveBalanceId);
if (b.TypeId == basePosition.BalanceTypeId) //ONLY WHEN trade-follower's active balance type == base position's balance type
{
if (b.Amount < tFollow.InvestFixed) //not enough balance
{
tFollow.StopAfterCount = tFollow.StopAfterCount - 1; //count--
tFollow.LastTriggerAt = DateTime.UtcNow;
if (tFollow.StopAfterCount == 0) //stop following if count == 0
{
dbIsolated.UserTradeFollows.Remove(tFollow);
}
dbIsolated.SaveChanges();
}
else
{
b.Amount = b.Amount - tFollow.InvestFixed;
var p = new Position()
{
CreateTime = DateTimes.UtcToChinaTime(DateTime.UtcNow),
Invest = tFollow.InvestFixed,
Leverage = basePosition.Leverage,
UserId = u.Id,
Side = basePosition.Side,
SecurityId = basePosition.SecurityId,
SettlePrice = basePosition.SettlePrice,
FollowPosId = basePosition.Id,
FollowUserId = basePosition.UserId,
BalanceId = b.Id,
BalanceTypeId = b.TypeId,
};
dbIsolated.Positions.Add(p);
dbIsolated.SaveChanges(); //to get position auto id
//add a new transfer
dbIsolated.Transfers.Add(new Transfer()
{
Amount = -tFollow.InvestFixed,
BalanceAfter = b.Amount,
Time = DateTime.UtcNow,
Type = TransferType.Open.ToString(),
UserId = u.Id,
PositionId = p.Id, //position id should be populated
BalanceId = b.Id,
});
tFollow.StopAfterCount = tFollow.StopAfterCount - 1; //count--
tFollow.LastTriggerAt = DateTime.UtcNow;
if (tFollow.StopAfterCount == 0) //stop following if count == 0
{
dbIsolated.UserTradeFollows.Remove(tFollow);
}
dbIsolated.SaveChanges();
}
}
}
}
}
scope.Complete();
}
}
catch (Exception e)
{
YJYGlobal.LogWarning("copy trade error:");
YJYGlobal.LogExceptionAsWarning(e);
}
}
}
}
