private void ValidateRelatedOrderPriceAgainstBase(Order relatedOrder, Order baseOrder = null, decimal?newPrice = null)
{
if (newPrice == null)
{
newPrice = relatedOrder.Price;
}
decimal basePrice;
if ((baseOrder != null ||
string.IsNullOrEmpty(relatedOrder.ParentPositionId) &&
!string.IsNullOrEmpty(relatedOrder.ParentOrderId) &&
_ordersCache.TryGetOrderById(relatedOrder.ParentOrderId, out baseOrder)) &&
baseOrder.Price.HasValue)
{
basePrice = baseOrder.Price.Value;
}
else
{
if (!_quoteCashService.TryGetQuoteById(relatedOrder.AssetPairId, out var quote))
{
throw new ValidateOrderException(OrderRejectReason.NoLiquidity, "Quote not found");
}
basePrice = quote.GetPriceForOrderDirection(relatedOrder.Direction);
}
switch (relatedOrder.OrderType)
{
case OrderType.StopLoss:
case OrderType.TrailingStop:
ValidateStopLossOrderPrice(relatedOrder.Direction, newPrice, basePrice);
break;
case OrderType.TakeProfit:
ValidateTakeProfitOrderPrice(relatedOrder.Direction, newPrice, basePrice);
break;
}
}
private async Task PlacePendingOrder(Order order)
{
if (order.IsBasicPendingOrder() || !string.IsNullOrEmpty(order.ParentPositionId))
{
Position parentPosition = null;
if (!string.IsNullOrEmpty(order.ParentPositionId))
{
parentPosition = _ordersCache.Positions.GetPositionById(order.ParentPositionId);
parentPosition.AddRelatedOrder(order);
}
order.Activate(_dateService.Now(), false, parentPosition?.ClosePrice);
_ordersCache.Active.Add(order);
_orderActivatedEventChannel.SendEvent(this, new OrderActivatedEventArgs(order));
}
else if (!string.IsNullOrEmpty(order.ParentOrderId))
{
if (_ordersCache.TryGetOrderById(order.ParentOrderId, out var parentOrder))
{
parentOrder.AddRelatedOrder(order);
order.MakeInactive(_dateService.Now());
_ordersCache.Inactive.Add(order);
return;
}
//may be it was market and now it is position
if (_ordersCache.Positions.TryGetPositionById(order.ParentOrderId, out var parentPosition))
{
parentPosition.AddRelatedOrder(order);
if (parentPosition.Volume != -order.Volume)
{
order.ChangeVolume(-parentPosition.Volume, _dateService.Now(), OriginatorType.System);
}
order.Activate(_dateService.Now(), true, parentPosition.ClosePrice);
_ordersCache.Active.Add(order);
_orderActivatedEventChannel.SendEvent(this, new OrderActivatedEventArgs(order));
}
else
{
order.MakeInactive(_dateService.Now());
_ordersCache.Inactive.Add(order);
CancelPendingOrder(order.Id, order.AdditionalInfo,
_identityGenerator.GenerateAlphanumericId(),
$"Parent order closed the position, so {order.OrderType.ToString()} order is cancelled");
}
}
else
{
throw new ValidateOrderException(OrderRejectReason.InvalidParent, "Order parent is not valid");
}
if (order.Status == OrderStatus.Active &&
_quoteCacheService.TryGetQuoteById(order.AssetPairId, out var pair))
{
var price = pair.GetPriceForOrderDirection(order.Direction);
if (!_assetPairDayOffService.IsDayOff(order.AssetPairId) && //!_assetPairDayOffService.ArePendingOrdersDisabled(order.AssetPairId))
order.IsSuitablePriceForPendingOrder(price))
{
_ordersCache.Active.Remove(order);
await PlaceOrderByMarketPrice(order);
}
}
}
