public static QuoteResponse Success(ConvertQuote quote)
{
return(new QuoteResponse()
{
Data = quote,
IsSuccess = true
});
}
public static QuoteExecutionResponse ReQuote(ConvertQuote quote)
{
return(new QuoteExecutionResponse()
{
Data = quote,
QuoteExecutionResult = QuoteExecutionResult.ReQuote
});
}
public static QuoteExecutionResponse Success(ConvertQuote quote)
{
return(new QuoteExecutionResponse()
{
Data = quote,
QuoteExecutionResult = QuoteExecutionResult.Success
});
}
public static bool IsQuoteEquals(ConvertQuote entity, ExecuteQuoteRequest quote)
{
return(entity.FromAsset.Equals(quote.FromAsset) &&
entity.ToAsset.Equals(quote.ToAsset) &&
entity.FromAssetVolume.Equals(quote.FromAssetVolume) &&
entity.ToAssetVolume.Equals(quote.ToAssetVolume) &&
entity.IsFromFixed.Equals(quote.IsFromFixed) &&
entity.BrokerId.Equals(quote.BrokerId) &&
entity.AccountId.Equals(quote.AccountId) &&
entity.WalletId.Equals(quote.WalletId) &&
entity.OperationId.Equals(quote.OperationId) &&
entity.Price.Equals(quote.Price));
}
private async Task <QuoteExecutionResponse> GenerateReQuote(ConvertQuote quote)
{
var requestQuote = new GetQuoteRequest()
{
FromAsset = quote.FromAsset,
FromAssetVolume = quote.FromAssetVolume,
ToAsset = quote.ToAsset,
ToAssetVolume = quote.ToAssetVolume,
IsFromFixed = quote.IsFromFixed,
WalletId = quote.WalletId,
AccountId = quote.AccountId,
BrokerId = quote.BrokerId
};
var newQuoteResponse = await GenerateQuote(requestQuote, quote.OperationId);
if (!newQuoteResponse.IsSuccess)
{
return(new QuoteExecutionResponse()
{
QuoteExecutionResult = QuoteExecutionResult.Error,
Data = null,
ErrorMessage = newQuoteResponse.ErrorMessage
});
}
var response = new QuoteExecutionResponse()
{
QuoteExecutionResult = QuoteExecutionResult.ReQuote,
Data = newQuoteResponse.Data,
ErrorMessage = string.Empty
};
return(response);
}
public Task SaveAsync(ConvertQuote quote)
{
_quoteStorage[quote.OperationId] = quote;
return(Task.CompletedTask);
}
public void ExecuteQuoteValidationTest()
{
var storageQuote = new ConvertQuote()
{
FromAsset = "BTC",
ToAsset = "USD",
FromAssetVolume = 0.1,
ToAssetVolume = 150,
IsFromFixed = true,
BrokerId = "broker",
AccountId = "Acc",
WalletId = "wallet",
Price = 323,
ExpireDate = DateTime.MaxValue,
OperationId = "someId",
OpenDate = DateTime.UtcNow,
ClosedDate = DateTime.MinValue,
State = QuoteState.Active
};
ConvertQuoteStorageMock.SaveAsync(storageQuote);
var executeQuoteRequestCase1 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = storageQuote.ToAsset,
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = storageQuote.ToAssetVolume,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = "something else",
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response = Service.ExecuteQuoteAsync(executeQuoteRequestCase1);
Assert.IsTrue(response.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
var executeQuoteRequestCase2 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = storageQuote.ToAsset,
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = 11,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = storageQuote.WalletId,
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response2 = Service.ExecuteQuoteAsync(executeQuoteRequestCase2);
Assert.IsTrue(response2.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
var executeQuoteRequestCase3 = new ExecuteQuoteRequest()
{
FromAsset = storageQuote.FromAsset,
ToAsset = "new asset",
FromAssetVolume = storageQuote.FromAssetVolume,
ToAssetVolume = storageQuote.ToAssetVolume,
IsFromFixed = storageQuote.IsFromFixed,
BrokerId = storageQuote.BrokerId,
AccountId = storageQuote.AccountId,
WalletId = storageQuote.WalletId,
OperationId = storageQuote.OperationId,
Price = storageQuote.Price
};
var response3 = Service.ExecuteQuoteAsync(executeQuoteRequestCase3);
Assert.IsTrue(response3.Result.QuoteExecutionResult == QuoteExecutionResult.Error);
}
private async Task <QuoteResponse> GenerateQuote(GetQuoteRequest requestQuote, string previousOperationId)
{
var settings = _liquidityConverterSettingsAccessor.GetLiquidityConverterSettings(requestQuote.BrokerId);
if (settings == null)
{
return(ErrorQuoteResponse("Liquidity Converter is not configured for broker"));
}
var processQuoteResult =
_instrumentEngine.ProcessQuoteRequest(requestQuote, settings.MarkUp);
if (!string.IsNullOrWhiteSpace(processQuoteResult.ErrorMessage))
{
return(ErrorQuoteResponse(processQuoteResult.ErrorMessage));
}
// todo: calculate fee
//var finalPrice = (1 + settings.MarkUp + fee) * price;
//finalPrice = Math.Round(finalPrice, Mathematics.AccuracyToNormalizeDouble);
//finalPrice = Math.Round(finalPrice, instrument.Accuracy, MidpointRounding.ToZero);
var operationId = Guid.NewGuid().ToString("N");
var quote = new ConvertQuote(requestQuote.FromAsset,
requestQuote.ToAsset,
processQuoteResult.FromAssetVolume,
processQuoteResult.ToAssetVolume,
requestQuote.IsFromFixed,
requestQuote.BrokerId,
requestQuote.AccountId,
requestQuote.WalletId,
previousOperationId
)
{
Price = processQuoteResult.Price,
OperationId = operationId
};
var now = DateTime.UtcNow;
quote.ExpireDate = now.AddSeconds(settings.ExpirationInSeconds);
quote.OpenDate = DateTime.UtcNow;
quote.ClosedDate = DateTime.MinValue;
quote.State = QuoteState.Active;
// todo: добавить контекст формирования квоты - orderSide, instrumentS, fee
await _convertQuoteStorage.SaveAsync(quote);
processQuoteResult.Instruments.ForEach(async instrumentInTrade =>
{
await _convertQuoteStorage.SaveAsync(new Trade()
{
TradeId = Guid.NewGuid().ToString("N"),
OperationId = operationId,
Fee = 0.0, // todo: calculate fee
MarkUp = settings.MarkUp,
InstrumentSymbol = instrumentInTrade.Symbol,
InstrumentPrice = instrumentInTrade.Price,
State = TradeState.New
});
});
// we send to client short interval and keep on server long interval
quote.ExpireDate = now.AddSeconds(settings.ClientExpirationInSeconds);
return(QuoteResponse.Success(quote));
}
