public void Check_Calculations_As_In_Excel_Document()
{
Accounts[0].Balance = 50000;
_accountsCacheService.UpdateAccountBalance(Accounts[0].Id, Accounts[0].Balance, DateTime.UtcNow);
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "EURUSD", Ask = 1.061M, Bid = 1.06M
}));
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCEUR", Ask = 1092M, Bid = 1091M
}));
_bestPriceConsumer.SendEvent(this, new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCUSD", Ask = 1001M, Bid = 1000M
}));
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "EURUSD", Ask = 1.061M, Bid = 1.06M
});
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "BTCEUR", Ask = 1092M, Bid = 1091M
});
_fxRateCacheService.SetQuote(new InstrumentBidAskPair {
Instrument = "BTCUSD", Ask = 1001M, Bid = 1000M
});
var positions = new List <Position>
{
TestObjectsFactory.CreateOpenedPosition("EURUSD", Accounts[0],
MarginTradingTestsUtils.TradingConditionId, 100000, 1.05M),
TestObjectsFactory.CreateOpenedPosition("EURUSD", Accounts[0],
MarginTradingTestsUtils.TradingConditionId, -200000, 1.04M),
TestObjectsFactory.CreateOpenedPosition("EURUSD", Accounts[0],
MarginTradingTestsUtils.TradingConditionId, 50000, 1.061M),
TestObjectsFactory.CreateOpenedPosition("BTCEUR", Accounts[0],
MarginTradingTestsUtils.TradingConditionId, 100, 1120, 1.06m)
};
foreach (var position in positions)
{
_ordersCache.Positions.Add(position);
}
positions[0].UpdateClosePrice(1.06M);
positions[1].UpdateClosePrice(1.061M);
positions[2].UpdateClosePrice(1.06M);
positions[3].UpdateClosePrice(1091M);
var account = Accounts[0];
Assert.AreEqual(50000, account.Balance);
Assert.AreEqual(43676.000, Math.Round(account.GetTotalCapital(), 5));
Assert.AreEqual(33484.3M, Math.Round(account.GetFreeMargin(), 1));
Assert.AreEqual(28388.5M, Math.Round(account.GetMarginAvailable(), 1));
Assert.AreEqual(-6324.000, Math.Round(account.GetPnl(), 5));
Assert.AreEqual(10191.7M, Math.Round(account.GetUsedMargin(), 1));
Assert.AreEqual(15287.5M, Math.Round(account.GetMarginInit(), 1));
}
public async Task Handle(AccountChangedEvent e)
{
var executionInfo = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : OperationName,
operationId : e.OperationId,
factory : () => new OperationExecutionInfo <OperationData>(
operationName: OperationName,
id: e.OperationId,
lastModified: _dateService.Now(),
data: new OperationData {
State = OperationState.Initiated
}
));
if (executionInfo.Data.SwitchState(OperationState.Initiated, OperationState.Finished))
{
var updatedAccount = Convert(e.Account);
switch (e.EventType)
{
case AccountChangedEventTypeContract.Created:
_accountsCacheService.TryAddNew(MarginTradingAccount.Create(updatedAccount));
break;
case AccountChangedEventTypeContract.Updated:
{
var account = _accountsCacheService.TryGet(e.Account.Id);
if (await ValidateAccount(account, e) &&
await _accountsCacheService.UpdateAccountChanges(updatedAccount.Id,
updatedAccount.TradingConditionId, updatedAccount.WithdrawTransferLimit,
updatedAccount.IsDisabled, updatedAccount.IsWithdrawalDisabled, e.ChangeTimestamp))
{
_accountUpdateService.RemoveLiquidationStateIfNeeded(e.Account.Id,
"Trading conditions changed");
}
break;
}
case AccountChangedEventTypeContract.BalanceUpdated:
{
if (e.BalanceChange != null)
{
var account = _accountsCacheService.TryGet(e.Account.Id);
if (await ValidateAccount(account, e))
{
switch (e.BalanceChange.ReasonType)
{
case AccountBalanceChangeReasonTypeContract.Withdraw:
await _accountUpdateService.UnfreezeWithdrawalMargin(updatedAccount.Id,
e.BalanceChange.Id);
break;
case AccountBalanceChangeReasonTypeContract.UnrealizedDailyPnL:
if (_ordersCache.Positions.TryGetPositionById(e.BalanceChange.EventSourceId,
out var position))
{
position.ChargePnL(e.BalanceChange.Id, e.BalanceChange.ChangeAmount);
}
else
{
_log.WriteWarning("AccountChangedEvent Handler", e.ToJson(),
$"Position [{e.BalanceChange.EventSourceId} was not found]");
}
break;
case AccountBalanceChangeReasonTypeContract.RealizedPnL:
await _accountUpdateService.UnfreezeUnconfirmedMargin(e.Account.Id,
e.BalanceChange.EventSourceId);
break;
}
if (await _accountsCacheService.UpdateAccountBalance(updatedAccount.Id,
e.BalanceChange.Balance, e.ChangeTimestamp))
{
_accountUpdateService.RemoveLiquidationStateIfNeeded(e.Account.Id,
"Balance updated");
_accountBalanceChangedEventChannel.SendEvent(this,
new AccountBalanceChangedEventArgs(updatedAccount));
}
}
}
else
{
_log.WriteWarning("AccountChangedEvent Handler", e.ToJson(), "BalanceChange info is empty");
}
break;
}
case AccountChangedEventTypeContract.Deleted:
//account deletion from cache is double-handled by CQRS flow
_accountsCacheService.Remove(e.Account.Id);
break;
default:
await _log.WriteErrorAsync(nameof(AccountsProjection), nameof(AccountChangedEvent),
e.ToJson(), new Exception("AccountChangedEventTypeContract was in incorrect state"));
break;
}
_chaosKitty.Meow(e.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
