/// <inheritdoc />
public async Task <TradingEngineSnapshot> RunAsync(IEnumerable <ClosingFxRate> fxRates, IEnumerable <ClosingAssetPrice> cfdQuotes, string correlationId)
{
var fxRatesList = fxRates?.ToList();
var cfdQuotesList = cfdQuotes?.ToList();
if (fxRatesList == null || !fxRatesList.Any())
{
throw new EmptyPriceUploadException();
}
if (cfdQuotesList == null || !cfdQuotesList.Any())
{
throw new EmptyPriceUploadException();
}
var positions = _draftSnapshotKeeper.GetPositions();
var accounts = (await _draftSnapshotKeeper.GetAccountsAsync()).ToImmutableArray();
foreach (var closingFxRate in fxRatesList)
{
ApplyFxRate(positions, accounts, closingFxRate.ClosePrice, closingFxRate.AssetId);
}
var orders = _draftSnapshotKeeper.GetAllOrders();
foreach (var closingAssetPrice in cfdQuotesList)
{
ApplyCfdQuote(positions, orders, accounts, closingAssetPrice.ClosePrice, closingAssetPrice.AssetId);
}
var quotesTimestamp = _dateService.Now();
await _draftSnapshotKeeper.UpdateAsync(
positions,
orders,
accounts,
fxRatesList.Select(r => r.ToContract(quotesTimestamp)),
cfdQuotesList.Select(q => q.ToContract(quotesTimestamp))
);
return(new TradingEngineSnapshot(_draftSnapshotKeeper.TradingDay,
correlationId,
_draftSnapshotKeeper.Timestamp,
MapToFinalJson(orders, _draftSnapshotKeeper),
MapToFinalJson(positions, _draftSnapshotKeeper),
MapToFinalJson(accounts),
MapToJson(_draftSnapshotKeeper.FxPrices),
MapToJson(_draftSnapshotKeeper.CfdQuotes),
SnapshotStatus.Final));
}
public ICollection <Position> GetPositionsByAccountIds(params string[] accountIds)
{
if (accountIds == null || !accountIds.Any() || accountIds.Any(string.IsNullOrWhiteSpace))
{
throw new ArgumentNullException(nameof(accountIds));
}
if (_draftSnapshotKeeper.Initialized())
{
_log.WriteInfoAsync(nameof(PositionsProvider),
nameof(GetPositionsByAccountIds),
_draftSnapshotKeeper.TradingDay.ToJson(),
"Draft snapshot keeper initialized and will be used as positions provider");
var positions = _draftSnapshotKeeper.GetPositions();
return(positions
.Where(p => accountIds.Contains(p.AccountId))
.ToList());
}
return(_ordersCache.Positions.GetPositionsByAccountIds(accountIds));
}