private async Task <string> GetStateMessage(InventorySnapshotModel prevSnapshot, InventorySnapshotModel snapshot)
{
var prevInventory = await InventoryHelper.GetAssetInventory(prevSnapshot, _assetsServiceWithCache);
var inventory = await InventoryHelper.GetAssetInventory(snapshot, _assetsServiceWithCache);
var messageText = new StringBuilder();
messageText.AppendLine($"======= {snapshot.Timestamp:yyyy/MM/dd HH:mm:ss} =======");
messageText.AppendLine($"=== from {prevSnapshot.Timestamp:yyyy/MM/dd HH:mm:ss} ===\r\n");
messageText.AppendLine("Netting Engine State:\r\n");
var inventoryBalancePnL = 0m;
var inventoryPnL = 0m;
var capitalPnL = 0m;
var oldInventoryPnL = 0m;
var assetIds = prevInventory.Rows.Select(x => x.Asset.Id).Union(inventory.Rows.Select(x => x.Asset.Id)).Distinct();
foreach (var assetId in assetIds)
{
var prevRow = prevInventory.Rows.SingleOrDefault(x => x.Asset.Id == assetId);
var row = inventory.Rows.SingleOrDefault(x => x.Asset.Id == assetId);
var assetBalance1 = prevRow?.Summary?.Balance ?? 0;
var assetBalance2 = row?.Summary?.Balance ?? 0;
var assetTurnover1 = (prevRow?.Summary?.Sell ?? 0) + (prevRow?.Summary?.Buy ?? 0);
var assetTurnover2 = (row?.Summary?.Sell ?? 0) + (row?.Summary?.Buy ?? 0);
var assetInventory1 = prevRow?.Summary?.Inventory ?? 0;
var assetInventory2 = row?.Summary?.Inventory ?? 0;
var assetInventoryByBalance = assetBalance2 - assetBalance1;
var assetInventory = assetInventory2 - assetInventory1;
var assetTurnover = assetTurnover2 - assetTurnover1;
var assetPrice1 = 0m;
if (assetBalance1 != 0)
{
assetPrice1 = (prevRow?.Summary?.BalanceUsd ?? 0m) / assetBalance1;
}
var assetPrice2 = 0m;
if (assetBalance2 != 0)
{
assetPrice2 = (row?.Summary?.BalanceUsd ?? 0m) / assetBalance2;
}
var price = assetPrice1 != 0
? (assetPrice2 - assetPrice1) / assetPrice1 * 100m
: 0m;
messageText.AppendLine(
$"{row?.Asset?.Title ?? prevRow?.Asset?.Title}; " +
$"Inv(bl): {assetInventoryByBalance:+0.00;-0.00;0.00}; " +
$"Inv(tr): {assetInventory:+0.00;-0.00;0.00}; " +
$"Tur: {assetTurnover:+0.00;-0.00;0.00}; " +
$"Price $: {price:+0.00;-0.00;0.00}%"
);
inventoryBalancePnL += assetInventoryByBalance * assetPrice2;
inventoryPnL += assetInventory * assetPrice2;
capitalPnL += assetBalance2 * assetPrice2 - assetBalance1 * assetPrice1;
oldInventoryPnL += (row?.Summary?.Inventory ?? 0) * assetPrice2;
}
messageText.AppendLine();
messageText.AppendLine($"Inv (by balance) PnL: {inventoryBalancePnL:+0.00;-0.00;0.00}$");
messageText.AppendLine($"Inv (by trade) PnL: {inventoryPnL:+0.00;-0.00;0.00}$");
messageText.AppendLine($"Capital PnL: {capitalPnL:+0.00;-0.00;0.00}$");
//messageText.AppendLine($"Old Inv PnL: {oldInventoryPnL:+0.00;-0.00;0.00}$");
return(messageText.ToString());
}