private async Task CloseRemainingVolumeAsync()
{
IReadOnlyCollection <RemainingVolume> remainingVolumes = await _remainingVolumeService.GetAllAsync();
foreach (RemainingVolume remainingVolume in remainingVolumes)
{
MarketMakerState marketMakerState = await _marketMakerStateService.GetStateAsync();
if (marketMakerState.Status != MarketMakerStatus.Active)
{
continue;
}
Instrument instrument = await _instrumentService.GetByAssetPairIdAsync(remainingVolume.AssetPairId);
if (Math.Abs(remainingVolume.Volume) < instrument.MinVolume)
{
continue;
}
decimal volume = Math.Round(Math.Abs(remainingVolume.Volume), instrument.VolumeAccuracy);
PositionType positionType = remainingVolume.Volume > 0
? PositionType.Long
: PositionType.Short;
ExternalTrade externalTrade =
await ExecuteLimitOrderAsync(instrument.AssetPairId, volume, positionType);
if (externalTrade != null)
{
await _positionService.CloseRemainingVolumeAsync(instrument.AssetPairId, externalTrade);
await _remainingVolumeService.RegisterVolumeAsync(instrument.AssetPairId,
volume *GetSign(positionType) * -1);
}
}
}
private async Task CloseRemainingVolumeAsync()
{
var startedAt = DateTime.UtcNow;
// close remaining volumes once per 1 min
lock (_remainingSync)
{
if ((startedAt - _lastCloseRemaining).TotalSeconds > 60)
{
_lastCloseRemaining = startedAt;
}
else
{
return;
}
}
IReadOnlyCollection <RemainingVolume> remainingVolumes = await _remainingVolumeService.GetAllAsync();
foreach (RemainingVolume remainingVolume in remainingVolumes)
{
MarketMakerState marketMakerState = await _marketMakerStateService.GetStateAsync();
if (marketMakerState.Status != MarketMakerStatus.Active)
{
continue;
}
Instrument instrument = await _instrumentService.GetByAssetPairIdAsync(remainingVolume.AssetPairId);
if (Math.Abs(remainingVolume.Volume) < instrument.MinVolume)
{
continue;
}
decimal volume = Math.Round(Math.Abs(remainingVolume.Volume), instrument.VolumeAccuracy);
PositionType positionType = remainingVolume.Volume > 0
? PositionType.Long
: PositionType.Short;
ExternalTrade externalTrade =
await ExecuteLimitOrderAsync(instrument.AssetPairId, volume, positionType);
if (externalTrade != null)
{
await _positionService.CloseRemainingVolumeAsync(instrument.AssetPairId, externalTrade);
await _remainingVolumeService.RegisterVolumeAsync(instrument.AssetPairId,
externalTrade.Volume *GetSign(positionType) * -1);
}
}
var finishedAt = DateTime.UtcNow;
_log.Info("HedgeService.CloseRemainingVolumeAsync() completed.", new
{
StartedAt = startedAt,
FinishedAt = finishedAt,
Latency = (finishedAt - startedAt).TotalMilliseconds
});
}
