public async Task <ActionResult> GetLatestPrice(string symbol)
{
try
{
var price = await _marketDataClient.GetLatestPrice(symbol);
Response.ContentType = "application/json";
return(Ok(price));
}
catch (Exception e)
{
Log.Fatal(e, $"{nameof(GetLatestPrice)}");
return(StatusCode(500));
}
}
public static async Task <TradeExecOutput> ProcessTradingRequestUsingRdsFallback(Users user, Accounts account,
TradeExecInput input, PseudoMarketsDbContext context, MarketDataServiceClient marketDataService,
DateTimeHelper dateTimeHelper)
{
try
{
var transactionId = Guid.NewGuid().ToString();
var latestPrice = await marketDataService.GetLatestPrice(input.Symbol);
double price = latestPrice.price;
double value = price * input.Quantity;
bool hasSufficientBalance = account.Balance >= value;
TradeExecOutput output = new TradeExecOutput();
// TODO: Extract trade logic into a separate static class
if (hasSufficientBalance)
{
if (input.Type.ToUpper() == "BUY" || input.Type.ToUpper() == "SELL" ||
input.Type.ToUpper() == "SELLSHORT")
{
if (price > 0 && input.Quantity > 0)
{
if (dateTimeHelper.IsMarketOpen())
{
Orders order = new Orders
{
Symbol = input.Symbol,
Type = input.Type,
Price = price,
Quantity = input.Quantity,
Date = DateTime.Now,
TransactionID = transactionId,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets,
SecurityTypeId = RDSEnums.SecurityType.RealWorld
};
Transactions transaction = new Transactions
{
AccountId = account.Id,
TransactionId = transactionId,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets
};
context.Orders.Add(order);
context.Transactions.Add(transaction);
await context.SaveChangesAsync();
var createdOrder =
await context.Orders.FirstOrDefaultAsync(x => x.TransactionID == transactionId);
if (input.Type.ToUpper() == "BUY")
{
var doesAccountHaveExistingPosition =
context.Positions.Any(x =>
x.AccountId == account.Id && x.Symbol == input.Symbol);
if (doesAccountHaveExistingPosition)
{
var existingPosition = await context.Positions
.Where(x => x.AccountId == account.Id && x.Symbol == input.Symbol)
.FirstOrDefaultAsync();
// Long position
if (existingPosition.Quantity > 0)
{
existingPosition.Value += value;
existingPosition.Quantity += input.Quantity;
context.Entry(existingPosition).State = EntityState.Modified;
account.Balance = account.Balance - value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
else // Short position
{
if (Math.Abs(existingPosition.Quantity) == input.Quantity)
{
double gainOrLoss = existingPosition.Value - value;
account.Balance += gainOrLoss;
context.Entry(account).State = EntityState.Modified;
context.Entry(existingPosition).State = EntityState.Deleted;
await context.SaveChangesAsync();
}
else
{
existingPosition.Value = existingPosition.Value - value;
existingPosition.Quantity += input.Quantity;
account.Balance += existingPosition.Value - value;
context.Entry(existingPosition).State = EntityState.Modified;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
}
else
{
Positions position = new Positions
{
AccountId = account.Id,
OrderId = createdOrder.Id,
Value = value,
Symbol = input.Symbol,
Quantity = input.Quantity,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets,
SecurityTypeId = RDSEnums.SecurityType.RealWorld
};
context.Positions.Add(position);
await context.SaveChangesAsync();
account.Balance = account.Balance - value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
else if (input.Type.ToUpper() == "SELL")
{
var doesAccountHaveExistingPosition =
context.Positions.Any(x =>
x.AccountId == account.Id && x.Symbol == input.Symbol);
if (doesAccountHaveExistingPosition)
{
var existingPosition = await context.Positions
.Where(x => x.AccountId == account.Id && x.Symbol == input.Symbol)
.FirstOrDefaultAsync();
if (input.Quantity == existingPosition.Quantity)
{
account.Balance = account.Balance + value;
context.Entry(existingPosition).State = EntityState.Deleted;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
else
{
existingPosition.Value -= value;
existingPosition.Quantity -= input.Quantity;
context.Entry(existingPosition).State = EntityState.Modified;
account.Balance = account.Balance + value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
else
{
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage =
StatusMessages.InvalidPositionsMessage + input.Symbol;
return(output);
}
}
else if (input.Type.ToUpper() == "SELLSHORT")
{
var doesAccountHaveExistingPosition =
context.Positions.Any(x =>
x.AccountId == account.Id && x.Symbol == input.Symbol);
if (doesAccountHaveExistingPosition)
{
var existingPosition = await context.Positions
.Where(x => x.AccountId == account.Id && x.Symbol == input.Symbol)
.FirstOrDefaultAsync();
if (existingPosition.Quantity > 0)
{
context.Entry(createdOrder).State = EntityState.Deleted;
await context.SaveChangesAsync();
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage =
StatusMessages.InvalidShortPositionMessage;
return(output);
}
existingPosition.Value += value;
existingPosition.Quantity += input.Quantity * -1;
context.Entry(existingPosition).State = EntityState.Modified;
await context.SaveChangesAsync();
}
else
{
Positions position = new Positions
{
AccountId = account.Id,
OrderId = createdOrder.Id,
Value = value,
Symbol = input.Symbol,
Quantity = input.Quantity * -1,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets,
SecurityTypeId = RDSEnums.SecurityType.RealWorld
};
context.Positions.Add(position);
account.Balance = account.Balance - value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
output.StatusCode = TradeStatusCodes.ExecutionOk;
output.StatusMessage = StatusMessages.SuccessMessage;
output.Order = createdOrder;
return(output);
}
CreateQueuedOrder(input, user.Id, context);
output.StatusMessage =
"Market is closed, order has been queued to be filled on next market open";
output.StatusCode = TradeStatusCodes.ExecutionQueued;
return(output);
}
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage = StatusMessages.InvalidSymbolOrQuantityMessage;
return(output);
}
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage = StatusMessages.InvalidOrderTypeMessage;
return(output);
}
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage = StatusMessages.InsufficientBalanceMessage;
return(output);
}
catch (Exception e)
{
TradeExecOutput status = new TradeExecOutput
{
Order = null,
StatusCode = TradeStatusCodes.ExecutionError,
StatusMessage = StatusMessages.FailureMessage
};
Log.Fatal(e, $"{nameof(ProcessTradingRequestUsingRdsFallback)}");
return(status);
}
}