public async Task HandleIndexAsync(Index index)
{
MarketMakerState marketMakerState = await _marketMakerStateService.GetAsync();
IndexSettings indexSettings = await _indexSettingsService.GetByIndexAsync(index.Name);
if (marketMakerState.Status != MarketMakerStatus.Active)
{
if (indexSettings != null)
{
foreach (AssetWeight assetWeight in index.Weights)
{
await _assetHedgeSettingsService.EnsureAsync(assetWeight.AssetId);
}
}
return;
}
foreach (var assetWeight in index.Weights)
{
Quote quote = new Quote($"{assetWeight.AssetId}USD", index.Timestamp, assetWeight.Price,
assetWeight.Price, ExchangeNames.Virtual);
await _quoteService.UpdateAsync(quote);
}
if (indexSettings == null)
{
return;
}
await _semaphore.WaitAsync();
try
{
await _indexPriceService.UpdateAsync(index);
await _hedgeService.UpdateLimitOrdersAsync();
await _marketMakerService.UpdateLimitOrdersAsync(index.Name);
}
catch (InvalidOperationException exception)
{
_log.WarningWithDetails("An error occurred while processing index", exception, index);
}
catch (Exception exception)
{
_log.ErrorWithDetails(exception, "An error occurred while processing index", index);
throw;
}
finally
{
_semaphore.Release();
}
}
public async Task HandleIndexAsync(Index index, Index shortIndex)
{
MarketMakerState marketMakerState = await _marketMakerStateService.GetAsync();
IndexSettings indexSettings = await _indexSettingsService.GetByIndexAsync(index.Name);
IndexSettings shortIndexSettings = null;
if (shortIndex != null)
{
shortIndexSettings = await _indexSettingsService.GetByIndexAsync(shortIndex.Name);
}
if (marketMakerState.Status != MarketMakerStatus.Active)
{
// TODO: Shouldn't they be updated if Market Maker status is Active?
await UpdateAssets(indexSettings, index);
return;
}
await UpdateVirtualExchangePrices(index);
if (indexSettings == null)
{
return;
}
await _semaphore.WaitAsync();
try
{
await RecalculateIndicesPrices(index, shortIndex, shortIndexSettings);
await _hedgeService.UpdateLimitOrdersAsync();
await UpdateMarketMakerOrders(index, shortIndex, shortIndexSettings);
}
catch (InvalidOperationException exception)
{
_log.WarningWithDetails("An error occurred while processing index", exception, index);
}
catch (Exception exception)
{
_log.ErrorWithDetails(exception, "An error occurred while processing index", index);
throw;
}
finally
{
_semaphore.Release();
}
}
public async Task <MarketMakerStateModel> GetStateAsync()
{
MarketMakerState marketMakerState = await _marketMakerStateService.GetAsync();
return(Mapper.Map <MarketMakerStateModel>(marketMakerState));
}
