public async Task Handle(LiquidatePositionsInternalCommand command, IEventPublisher publisher) { var executionInfo = await _operationExecutionInfoRepository.GetAsync <LiquidationOperationData>( operationName : LiquidationSaga.OperationName, id : command.OperationId); if (executionInfo?.Data == null) { return; } await _log.WriteInfoAsync(nameof(LiquidationCommandsHandler), nameof(LiquidatePositionsInternalCommand), command.ToJson(), "Checking if position liquidation should be failed"); var account = _accountsCache.Get(executionInfo.Data.AccountId); if (ShouldFailExecution(account.GetAccountLevel(), executionInfo.Data.LiquidationType)) { await _log.WriteWarningAsync( nameof(LiquidationCommandsHandler), nameof(LiquidatePositionsInternalCommand), new { accountId = account.Id, accountLevel = account.GetAccountLevel().ToString() }.ToJson(), $"Unable to liquidate positions since account level is not {ValidAccountLevel.ToString()}."); await _failureExecutor.ExecuteAsync(publisher, account.Id, command.OperationId, $"Account level is not {ValidAccountLevel.ToString()}."); return; } var positions = _ordersCache.Positions .GetPositionsByAccountIds(executionInfo.Data.AccountId) .Where(p => command.PositionIds.Contains(p.Id)) .ToArray(); if (!positions.Any()) { publisher.PublishEvent(new PositionsLiquidationFinishedInternalEvent { OperationId = command.OperationId, CreationTime = _dateService.Now(), LiquidationInfos = command.PositionIds.Select(p => new LiquidationInfo { PositionId = p, IsLiquidated = false, Comment = "Opened position was not found" }).ToList() }); return; } if (!_liquidationHelper.CheckIfNetVolumeCanBeLiquidated(command.AssetPairId, positions, out var details)) { publisher.PublishEvent(new NotEnoughLiquidityInternalEvent { OperationId = command.OperationId, CreationTime = _dateService.Now(), PositionIds = command.PositionIds, Details = details }); return; } var liquidationInfos = new List <LiquidationInfo>(); var comment = string.Empty; switch (executionInfo.Data.LiquidationType) { case LiquidationType.Mco: comment = "MCO liquidation"; break; case LiquidationType.Normal: comment = "Liquidation"; break; case LiquidationType.Forced: comment = "Close positions group"; break; } var positionGroups = positions .GroupBy(p => (p.AssetPairId, p.AccountId, p.Direction, p .OpenMatchingEngineId, p.ExternalProviderId, p.EquivalentAsset)) .Select(gr => new PositionsCloseData( gr.FreezeOrder(), gr.Key.AccountId, gr.Key.AssetPairId, gr.Key.OpenMatchingEngineId, gr.Key.ExternalProviderId, executionInfo.Data.OriginatorType, executionInfo.Data.AdditionalInfo, gr.Key.EquivalentAsset, comment)); foreach (var positionGroup in positionGroups) { try { var(result, order) = await _tradingEngine.ClosePositionsAsync(positionGroup, false); foreach (var position in positionGroup.Positions) { liquidationInfos.Add(new LiquidationInfo { PositionId = position.Value.Id, IsLiquidated = true, Comment = order != null ? $"Order: {order.Id}" : result.ToString() }); } } catch (Exception ex) { await _log.WriteWarningAsync(nameof(LiquidationCommandsHandler), nameof(LiquidatePositionsInternalCommand), $"Failed to close positions {string.Join(",", positionGroup.Positions.Select(p => p.Value.Id))} on liquidation operation #{command.OperationId}", ex); foreach (var position in positionGroup.Positions) { liquidationInfos.Add(new LiquidationInfo { PositionId = position.Value.Id, IsLiquidated = false, Comment = $"Close position failed: {ex.Message}" }); } } } publisher.PublishEvent(new PositionsLiquidationFinishedInternalEvent { OperationId = command.OperationId, CreationTime = _dateService.Now(), LiquidationInfos = liquidationInfos }); }
private async Task Handle(ExecuteSpecialLiquidationOrderCommand command, IEventPublisher publisher) { var executionInfo = await _operationExecutionInfoRepository.GetAsync <SpecialLiquidationOperationData>( operationName : SpecialLiquidationSaga.OperationName, id : command.OperationId); if (executionInfo?.Data == null) { return; } await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), command.ToJson(), "Checking if position special liquidation should be failed"); if (!string.IsNullOrEmpty(executionInfo.Data.CausationOperationId)) { await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), command.ToJson(), "Special liquidation is caused by regular liquidation, checking liquidation type."); var liquidationInfo = await _operationExecutionInfoRepository.GetAsync <LiquidationOperationData>( operationName : LiquidationSaga.OperationName, id : executionInfo.Data.CausationOperationId); if (liquidationInfo == null) { await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), command.ToJson(), "Regular liquidation does not exist, position close will not be failed."); } else { if (liquidationInfo.Data.LiquidationType == LiquidationType.Forced) { await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), command.ToJson(), "Regular liquidation type is Forced (Close All), position close will not be failed."); } else { var account = _accountsCacheService.Get(executionInfo.Data.AccountId); var level = account.GetAccountLevel(); await _log.WriteInfoAsync(nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), command.ToJson(), $"Current account state: {account.ToJson()}, level: {level}"); if (level != ValidAccountLevel) { await _log.WriteWarningAsync( nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), new { accountId = account.Id, accountLevel = level.ToString() }.ToJson(), $"Unable to execute special liquidation since account level is not {ValidAccountLevel.ToString()}."); publisher.PublishEvent(new SpecialLiquidationCancelledEvent() { OperationId = command.OperationId, CreationTime = _dateService.Now(), Reason = $"Account level is not {ValidAccountLevel.ToString()}.", }); return; } } } } if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.PriceReceived, SpecialLiquidationOperationState.ExternalOrderExecuted)) { if (command.Volume == 0) { publisher.PublishEvent(new SpecialLiquidationOrderExecutedEvent { OperationId = command.OperationId, CreationTime = _dateService.Now(), MarketMakerId = "ZeroNetVolume", ExecutionTime = _dateService.Now(), OrderId = _identityGenerator.GenerateGuid(), ExecutionPrice = command.Price }); } else { var operationInfo = new TradeOperationInfo { OperationId = executionInfo.Id, RequestNumber = executionInfo.Data.RequestNumber }; var order = new OrderModel( tradeType: command.Volume > 0 ? TradeType.Buy : TradeType.Sell, orderType: OrderType.Market.ToType <Contracts.ExchangeConnector.OrderType>(), timeInForce: TimeInForce.FillOrKill, volume: (double)Math.Abs(command.Volume), dateTime: _dateService.Now(), exchangeName: operationInfo.ToJson(), //hack, but ExchangeName is not used and we need this info // TODO: create a separate field and remove hack (?) instrument: command.Instrument, price: (double?)command.Price, orderId: _identityGenerator.GenerateAlphanumericId(), modality: executionInfo.Data.RequestedFromCorporateActions ? TradeRequestModality.Liquidation_CorporateAction : TradeRequestModality.Liquidation_MarginCall); try { var executionResult = await _exchangeConnectorClient.ExecuteOrder(order); if (!executionResult.Success) { throw new Exception( $"External order was not executed. Status: {executionResult.ExecutionStatus}. " + $"Failure: {executionResult.FailureType}"); } var executionPrice = (decimal)executionResult.Price == default ? command.Price : (decimal)executionResult.Price; if (executionPrice.EqualsZero()) { throw new Exception("Execution price is equal to 0."); } publisher.PublishEvent(new SpecialLiquidationOrderExecutedEvent { OperationId = command.OperationId, CreationTime = _dateService.Now(), MarketMakerId = executionInfo.Data.ExternalProviderId, ExecutionTime = executionResult.Time, OrderId = executionResult.ExchangeOrderId, ExecutionPrice = executionPrice }); } catch (Exception exception) { publisher.PublishEvent(new SpecialLiquidationOrderExecutionFailedEvent { OperationId = command.OperationId, CreationTime = _dateService.Now(), Reason = exception.Message }); await _log.WriteWarningAsync(nameof(SpecialLiquidationCommandsHandler), nameof(ExecuteSpecialLiquidationOrderCommand), $"Failed to execute the order: {order.ToJson()}", exception); } } await _operationExecutionInfoRepository.Save(executionInfo); } }