/// <summary>
/// Call when:
///
/// Trade update message triggered. Possible two cases:
///
/// 1) When we've not recieved trade execute message - do full update
/// 2) When we already recieved Trade execute message (TE) - just update fee
///
/// Call from:
///
/// CBitfinexWeebSockConnector.ProcessUserTradeUpdate
///
///
/// </summary>
/// <param name="rt"></param>
public void UpdateUserDealsLateUpd(ResponseTrades rt)
{
Log("[UpdateUserDealsLateUpd] " + rt.ToString());
EnmOrderDir dir = rt.ExecAmount > 0 ? EnmOrderDir.Buy : EnmOrderDir.Sell; //TODO change to deal dir
EnmDealDir dealDir = rt.ExecAmount > 0 ? EnmDealDir.Buy : EnmDealDir.Sell; //TODO change to deal dir
string instrument = rt.Pair.Remove(0, 1); //remove 't'
decimal dcmlAmount = Convert.ToDecimal(rt.ExecAmount);
DateTime moment = CUtilTime.DateTimeFromUnixTimestampMillis(rt.MtsCreate);
int botId = _userOrderBoxCrypto.GetBotIdOfOrder(instrument, rt.OrderId);
//fee recieved no worry about "no fee" deals
if (rt.Fee != 0)
{
lock (_lstDealsWithNoFee)
{
_lstDealsWithNoFee.RemoveAll(el => el.Id == rt.Id);
}
}
//if deal is not processed by "trade execute message" yet -
//do full update.
bool bNotProcessedYet = (_lstNotProcessedDeals.Find(el => el.Id == rt.Id) != null);
//Deal was not processed yet - do full update
if (bNotProcessedYet)
{
if (botId > 0) //botId found
{
Log("[UpdateUserDealsLateUpd]. First processing deal. botId=" + botId);
_userDealsPosBoxCrypto.Update(rt.Id,
rt.OrderId,
instrument,
dir,
dcmlAmount,
botId,
Convert.ToDecimal(rt.ExecPrice),
moment,
rt.MtsCreate,
(decimal)rt.Fee);
//deal processed no need update it - do remove
_lstNotProcessedDeals.RemoveAll(el => el.Id == rt.Id);
}
else //botId not found - now having a REAL problem
{
Error("CAUTION ! UpdateUserDealsLateUpd. BotId not found !");
//2018-05-14 remember deals with no botId for future processing
//2018-05-24 refact to funct
AddDealNoBotId(rt);
}
}
//if deal has already processed by "trade execute message" just update fee data
else
{
Log("[UpdateUserDealsLateUpd] Update fee");
_userDealsPosBoxCrypto.UpdateFee(botId,
instrument,
rt.Id,
Math.Abs(Convert.ToDecimal(rt.Fee)),
dealDir
);
//TODO update fee if order if not found
}
}
/// <summary>
/// Late updates fee data of BotPos. Deals data (id, price etc)
/// was already saved before to specific lists of CPosChangeFrag structs:
/// ListOpeningPosChanges and ListClosingPosChanges
/// So we need to find CPosChangeFrag element with DealId and update
/// it's fee.
/// Could be three cases:
/// 1) If BotPos is opened (is not fully closed yet) than update fee of DictPositionsOfBots
/// element.
/// 2) If BotPot was fully closed than update fee of DicBotPosLog
/// 3) If position "rotated". For that case, if botpos is opening,
/// we check last DicBotPosLog element and if IsFeeLateCalced is not set
/// we perform recalc fee for this element. Note: fee of rotating deal
/// adds to the new "opened" position.
///
/// If position was fully closed or rotated, saved to DicBotPosLog and all fees are
/// not zeroes do update BotPos fee, and update other systems(Database, bots, etc)
///
/// 2018-06-16 - as could be two deals with the same DealId (cross situation)
/// do check DealId and Dir now.
///
/// Call from:
/// 1) CryptoDealingServer.UpdateUserDealsLateUpd
/// 2) UserDealsPosBoxCrypto.Update
/// </summary>
/// <param name="botId"></param>
/// <param name="instrument"></param>
/// <param name="dealId"></param>
/// <param name="fee"></param>
public void UpdateFee(int botId, string instrument, long dealId, decimal fee, EnmDealDir dir)
{
bool bDealWithNoFee = false;
bool bFoundInPosLog = false;
bool bFoundInOpenedPos = false;
bool bFoundHistNotFeeCalced = false;
bool bNullAnomalyFound = false;
CBotPos bpClosed = null;
decimal calcedFee = 0;
decimal feeDealing = 0;
decimal feeStock = 0;
decimal calcedFeeForPos = 0;
decimal feeDealingForPos = 0;
decimal feeStockForPos = 0;
Log(String.Format("[UpdateFee] botId={0} instrument={1} dealId={2} fee={3}",
botId, instrument, dealId, fee));
//first find in opened positions
lock (LckDictPositionsOfBots)
{
if (DictPositionsOfBots.ContainsKey(botId))
{
if (DictPositionsOfBots[botId].ContainsKey(instrument))
{
CBotPos bp = DictPositionsOfBots[botId][instrument];
foreach (var el in bp.ListOpeningPosChanges)
{
if (el.IdDeal == dealId && el.Dir == dir) //2018-06-16 check dir
{
//2018-06-07 protect against override fee with wrong "0" value
if (fee == 0 && el.Fee != 0)
{
Log("Protect to owerrite with zero. ListOpeningPosChanges");
}
else
{
Log("Deals of DictPositionsOfBot's opening positions. Do Update fee.");
//2018-07-19
//2018-08-03 removed check
// if (el.Fee == 0)
CalculateFees(botId, fee, ref calcedFee, ref feeDealing, ref feeStock, el);
bFoundInOpenedPos = true;
}
//return; //2018-05-23 removed
}
}
foreach (var el in bp.ListClosingPosChanges)
{
if (el.IdDeal == dealId && el.Dir == dir) //2018-06-16 check dir
{
//2018-06-07 protect against override fee with wrong "0" value
if (fee == 0 && el.Fee != 0)
{
Log("Protect to owerrite with zero. ListClosingPosChanges");
}
else
{
Log("Deals of DictPositionsOfBot's closing positions. Do Update fee.");
//2018-07-19
//2018-08-03 removed check
//if (el.FeeDealing == 0)
CalculateFees(botId, fee, ref calcedFee, ref feeDealing, ref feeStock, el);
bFoundInOpenedPos = true;
}
//return; //2018-05-23 removed
}
}
}
}
}
//then look in historical positions
lock (DicBotPosLog)
{
//if not found in opened pos find in poslog
if (!bFoundInOpenedPos)
{
if (DicBotPosLog.ContainsKey(botId))
{
if (DicBotPosLog[botId].ContainsKey(instrument))
{
if (DicBotPosLog[botId][instrument].Count > 0)
{
bpClosed = DicBotPosLog[botId][instrument].Last();
foreach (var el in bpClosed.ListClosingPosChanges)
{
if (el.IdDeal == dealId && el.Dir == dir) //2018-06-16 check dir
{
//TODO normal loading from DB after disconnect
//2018-07-19
// //2018-08-03 removed check
//if (el.FeeDealing == 0)
CalculateFees(botId, fee, ref calcedFee, ref feeDealing, ref feeStock, el);
bFoundInPosLog = true;
Log("bFoundInPosLog");
}
else if (el.Fee == 0)
{
bDealWithNoFee = true;
Log(String.Format("bDealWithNoFee DealId={0}", el.IdDeal));
}
}
}
}
}
}
//2018-05-23 check if last pos "fee processed".
//This is for processing "rotate" position case
if (bFoundInOpenedPos)
{
if (DicBotPosLog.ContainsKey(botId))
{
if (DicBotPosLog[botId].ContainsKey(instrument))
{
if (DicBotPosLog[botId][instrument].Count > 0)
{
bpClosed = DicBotPosLog[botId][instrument].Last();
if (bpClosed != null)
{
if (bpClosed.IsFeeLateCalced == 0)
{
bFoundHistNotFeeCalced = true;
Log("bFoundHistNotFeeCalced");
}
}
}
}
}
}
//2018-06-03 protect against bpClosed==null "anlomaly"
if (bFoundInPosLog && bpClosed == null)
{
bpClosed = DicBotPosLog[botId][instrument].Last();
bNullAnomalyFound = true;
Log("Null anomaly found");
}
//end protect amomaly
//TODO check if fee not recalc yet
//if all deals of historical postions are closed, all fees are saved (no bDealWithNoFee)
// perform recalc and set botpos as fee calculated.
//2018-05-23 also perform calc when "rotate pos" situation (bFoundHistNotFeeCalced)
//2018-06-20 try to remove bDealWithNoFee and IsFeeLateCalced condition becaused
//fee COULD BE zero in a "very little" amount case. Note: as we check "bpClosed!=null"
//we calcuylate and update total position fee after position close.
if (bpClosed != null)
{
if (/*bpClosed.IsFeeLateCalced==0 &&*/ (bFoundInPosLog || bFoundHistNotFeeCalced)
/*&& !bDealWithNoFee*/)
{
Log("Update fee of historical position");
if (bpClosed.ListOpeningPosChanges != null) //2018-07-19 protect against null data (when loaded from DB to poslog)
{
bpClosed.ListOpeningPosChanges.ForEach(el =>
{
calcedFeeForPos += el.Fee;
feeStockForPos += el.Fee_Stock;
feeDealingForPos += el.FeeDealing;
}
);
}
if (bpClosed.ListClosingPosChanges != null) //2018-07-19 protect against null data (when loaded from DB to poslog)
{
bpClosed.ListClosingPosChanges.ForEach(el =>
{
calcedFeeForPos += el.Fee;
feeStockForPos += el.Fee_Stock;
feeDealingForPos += el.FeeDealing;
}
);
}
if (calcedFeeForPos != 0) //2018-07-19 protect against owerride fee (if null we do not need)
{
bpClosed.Fee_Stock = feeStockForPos;; //fee recieved from stock
bpClosed.FeeDealing = feeDealingForPos; //fee by dealing
bpClosed.Fee = calcedFeeForPos; // 2018-07-19
bpClosed.Fee_Total = bpClosed.Fee; //is equal fee
bpClosed.VMClosed_RUB_stock = bpClosed.VMClosed_RUB_clean - bpClosed.Fee_Stock; //is equal VM on stock exchange (for checking), substract only stock fee
bpClosed.VMClosed_RUB = bpClosed.VMClosed_RUB_clean - bpClosed.Fee; //resulting VM substract full fee
bpClosed.VMClosed_RUB_user = bpClosed.VMClosed_RUB; //is equal VMClosed_RUB
bpClosed.IsFeeLateCalced = 1;
_client.UpdateUserPosLogLate(new CDBUpdateLate
{
Instrument = instrument,
ReplId = bpClosed.ReplIdClosed,
BotId = botId,
Fee_Total = bpClosed.Fee_Total,
Fee = bpClosed.Fee,
Fee_Stock = bpClosed.Fee_Stock,
FeeDealing = bpClosed.FeeDealing,
VMClosed_RUB = bpClosed.VMClosed_RUB,
VMClosed_RUB_user = bpClosed.VMClosed_RUB_user,
VMClosed_RUB_stock = bpClosed.VMClosed_RUB_stock,
IsFeeLateCalced = bpClosed.IsFeeLateCalced
});
}
}
}
//===================== DEBUGGING START
//2018-06-03 this is for debugging
//to catch bpClosed==null situation
if (bFoundInPosLog)
{
if (bpClosed == null || bNullAnomalyFound)
{
Log("bpClosed == null catching situation");
if (DicBotPosLog.ContainsKey(botId))
{
if (DicBotPosLog[botId].ContainsKey(instrument))
{
if (DicBotPosLog[botId][instrument].Count != 0)
{
var lastEl = DicBotPosLog[botId][instrument].Last();
if (lastEl == null)
{
Log("Last el is null");
}
foreach (var elBp in DicBotPosLog[botId][instrument])
{
Log(String.Format("DtOpen={0} DtClosed={1} BuySell={2} " +
"CloseAmount={3} Priceopen={4} Priceopen={4} PriceClose={5}",
elBp.DtOpen,
elBp.DtClose,
elBp.BuySell,
elBp.CloseAmount,
elBp.PriceOpen,
elBp.PriceClose));
}
}
else
{
Log("Count is 0");
}
}
else
{
Log("Doesn't contain instrument");
}
}
else
{
Log("Doesn't contain botId");
}
}
}
//DEBUGGING END
} //end lock (DicBotPosLog)
_client.TriggerRecalculateBot(botId, "", EnmBotEventCode.OnForceUpdTotalVM, null);
_client.UpdateFeeUserDealsLog(new CDBUpdateFeeUserDealsLog
{
DealId = dealId,
Fee = calcedFee,
FeeDealing = feeDealing,
FeeStock = feeStock
});
//
}
public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture)
{
EnmDealDir dVal = (EnmDealDir)value;
return(dVal == EnmDealDir.Buy ? true : false);
}
/// <summary>
/// Add new "position change" fragment to closed list.
/// 2018-03-11 added idDeal
/// </summary>
public void AddClosedCostHist(long idDeal, decimal price, decimal amount,
decimal fee, decimal feeDealing, decimal feeStock, EnmDealDir dir, DateTime moment, long replId)
{
long bpDtOpenTimeStampMs = CUtilTime.GetUnixTimestampMillis(DtOpen);
//TODO check add fee ?
ListClosingPosChanges.Add(new CPosChangeFrag
{
IdDeal = idDeal,
Dir = dir,
Moment = moment,
ReplId = replId,
Price = price,
Amount = amount,
Fee = fee,
FeeDealing = feeDealing,
Fee_Stock = feeStock,
BP_DtOpen_timestamp_ms = bpDtOpenTimeStampMs
});
m_userDealsPosBox.BindDealBotPos(idDeal, bpDtOpenTimeStampMs);
}
public void TestDealStruct(CDealClass dc, int amount, EnmDealDir dirDeal, decimal price)
{
Assert.AreEqual(amount, dc.Amount);
Assert.AreEqual(dirDeal, dc.DirDeal);
Assert.AreEqual(price, dc.Price);
}
/// <summary>
/// Update deal's history log
/// </summary>
/// <param name="instrument"></param>
/// <param name="rd"></param>
private void UpdateDealsData(string instrument, CRawUserDeal rd)
{
CUserDeal userDeal = null;
long timeMili = 0;
CUserDeal dealWithSameId = null;
int botId = (int)(rd.Ext_id_buy > 0 ? rd.Ext_id_buy : rd.Ext_id_sell);
lock (DictUserDealsLog)
{
if (!DictUserDealsLog.ContainsKey(botId))
{
DictUserDealsLog[botId] = new Dictionary <string, List <CUserDeal> >();
}
if (!DictUserDealsLog[botId].ContainsKey(instrument))
{
DictUserDealsLog[botId][instrument] = new List <CUserDeal>();
}
dealWithSameId = DictUserDealsLog[botId][instrument].FirstOrDefault(a => a.ReplId == rd.ReplId);
//deal doesn't have the same id
if (dealWithSameId == null)
{
EnmDealDir dd = rd.Ext_id_buy > 0 ? EnmDealDir.Buy : EnmDealDir.Sell;
userDeal = new CUserDeal
{
ReplId = rd.ReplId,
Amount = rd.Amount,
Moment = rd.Moment,
Price = rd.Price,
BuySell = dd,
Fee = rd.Fee_buy + rd.Fee_sell,
DealId = rd.Id_Deal //2018-06-13
};
DictUserDealsLog[botId][instrument].Add((CUserDeal)userDeal);
// Plaza2Connector.TriggerRecalculateBot(botId, EnmBotEventCode.OnUserDeal,
timeMili = CUtilTime.GetUnixTimestampMillis(userDeal.Moment);
LatestDealsData.Update(botId, instrument,
new CLatestTradeData
{
Dt_timestamp_ms = timeMili,
ReplId = rd.ReplId,
Dt = rd.Moment
}
);
CDBUserDeal dbUSerDeal = new CDBUserDeal();
CUtil.CopyObjProperties(userDeal, dbUSerDeal);
dbUSerDeal.Instrument = instrument;
dbUSerDeal.account_trade_Id = (int)botId;
dbUSerDeal.stock_exch_id = UserDealsPosBoxClient.StockExchId; //StockExchangeId;
dbUSerDeal.ReplId = rd.ReplId;
dbUSerDeal.DealId = rd.Id_Deal; //2018-05-31
dbUSerDeal.Fee = rd.Fee_buy + rd.Fee_sell; //2018-05-31
UserDealsPosBoxClient.UpdateDBUserDealsLog(dbUSerDeal);
}
}
}
