public override async Task <ExecutionReport> CancelOrderAndWaitExecution(TradingSignal signal, TranslatedSignalTableEntity translatedSignal, TimeSpan timeout)
{
var result = await privateData.CancelOrder(signal.OrderId, translatedSignal);
var executedTrade = new ExecutionReport(signal.Instrument,
DateTime.UtcNow,
signal.Price ?? 0,
signal.Volume,
signal.TradeType,
signal.OrderId,
result.Pending ? OrderExecutionStatus.Pending : OrderExecutionStatus.Cancelled);
translatedSignal.SetExecutionResult(executedTrade);
return(executedTrade);
}
public async Task <ExecutionReport> Post([FromBody] OrderModel orderModel)
{
try
{
if (orderModel == null)
{
throw new StatusCodeException(HttpStatusCode.BadRequest, "Order has to be specified");
}
if (string.IsNullOrEmpty(orderModel.ExchangeName))
{
ModelState.AddModelError(nameof(orderModel.ExchangeName), "Exchange cannot be null");
}
if (Math.Abs((orderModel.DateTime - DateTime.UtcNow).TotalMilliseconds) >=
TimeSpan.FromMinutes(5).TotalMilliseconds)
{
ModelState.AddModelError(nameof(orderModel.DateTime),
"Date and time must be in 5 minutes threshold from UTC now");
}
if (orderModel.Price == 0 && orderModel.OrderType != OrderType.Market)
{
ModelState.AddModelError(nameof(orderModel.Price),
"Price have to be declared for non-market orders");
}
if (!ModelState.IsValid)
{
throw new StatusCodeException(HttpStatusCode.BadRequest)
{
Model = new SerializableError(ModelState)
}
}
;
var instrument = new Instrument(orderModel.ExchangeName, orderModel.Instrument);
var tradingSignal = new TradingSignal(instrument, GetUniqueOrderId(orderModel), OrderCommand.Create, orderModel.TradeType,
orderModel.Price, orderModel.Volume, DateTime.UtcNow,
orderModel.OrderType, orderModel.TimeInForce);
var translatedSignal = new TranslatedSignalTableEntity(SignalSource.RestApi, tradingSignal)
{
ClientIP = HttpContext.Connection.RemoteIpAddress.ToString()
};
try
{
var result = await Application.GetExchange(orderModel.ExchangeName)
.AddOrderAndWaitExecution(tradingSignal, translatedSignal, _timeout);
translatedSignal.SetExecutionResult(result);
return(result);
}
catch (Exception e)
{
translatedSignal.Failure(e);
throw;
}
finally
{
await _translatedSignalsRepository.SaveAsync(translatedSignal);
}
}
catch (StatusCodeException)
{
throw;
}
catch (Exception e)
{
throw new StatusCodeException(HttpStatusCode.InternalServerError, e.Message, e);
}
}