private async Task ClosePositionsAsync(IEnumerable <Position> positions, PositionType positionType)
{
foreach (IGrouping <string, Position> group in positions.GroupBy(o => o.AssetPairId))
{
var startedAt = DateTime.UtcNow;
MarketMakerState marketMakerState = await _marketMakerStateService.GetStateAsync();
if (marketMakerState.Status != MarketMakerStatus.Active)
{
continue;
}
Instrument instrument = await _instrumentService.GetByAssetPairIdAsync(group.Key);
decimal originalVolume = group.Sum(o => o.Volume);
decimal volume = Math.Round(originalVolume, instrument.VolumeAccuracy);
if (volume < instrument.MinVolume)
{
_log.InfoWithDetails("The volume of open positions is less than min volume", new
{
instrument.AssetPairId,
positionType,
volume,
instrument.MinVolume
});
continue;
}
ExternalTrade externalTrade = await ExecuteLimitOrderAsync(group.Key, volume, positionType);
if (externalTrade != null)
{
await _positionService.CloseAsync(group.ToArray(), externalTrade);
await _remainingVolumeService.RegisterVolumeAsync(group.Key,
(originalVolume - externalTrade.Volume) *GetSign(positionType));
}
var finishedAt = DateTime.UtcNow;
_log.Info("HedgeService.ClosePositionsAsync() completed.", new
{
AssetPairId = instrument.AssetPairId,
TradeIds = positions.Select(x => x.TradeId).ToList(),
StartedAt = startedAt,
FinishedAt = finishedAt,
Latency = (finishedAt - startedAt).TotalMilliseconds
});
PrometheusMetrics.HedgeAssetPairLatency.Inc((finishedAt - startedAt).TotalMilliseconds);
}
}
private async Task ClosePositionsAsync(IEnumerable <Position> positions, PositionType positionType)
{
foreach (IGrouping <string, Position> group in positions.GroupBy(o => o.AssetPairId))
{
MarketMakerState marketMakerState = await _marketMakerStateService.GetStateAsync();
if (marketMakerState.Status != MarketMakerStatus.Active)
{
continue;
}
Instrument instrument = await _instrumentService.GetByAssetPairIdAsync(group.Key);
decimal originalVolume = group.Sum(o => o.Volume);
decimal volume = Math.Round(originalVolume, instrument.VolumeAccuracy);
if (volume < instrument.MinVolume)
{
_log.InfoWithDetails("The volume of open positions is less than min volume", new
{
instrument.AssetPairId,
positionType,
volume,
instrument.MinVolume
});
continue;
}
ExternalTrade externalTrade = await ExecuteLimitOrderAsync(group.Key, volume, positionType);
if (externalTrade != null)
{
await _positionService.CloseAsync(group.ToArray(), externalTrade);
await _remainingVolumeService.RegisterVolumeAsync(group.Key,
(originalVolume - volume) *GetSign(positionType));
}
}
}
