private static async Task <TradeOpportunity> GetOrUpdateTradeOpportunity(Opportunity opportunity, bool IsSimulation)
{
// Update requirements and maximum possible trade.
var requirements = opportunity.UpdateRequirementsAndAmount().ToList();
//
string stateCode = opportunity.RequirementsMet ? "RQ-MET" : "RQ-MISSING";
decimal oppValue = opportunity.GetMarginValuePercent();
// Create the trade value;
var newTradeValue = new TradeOpportunityValue()
{
PotentialMargin = oppValue,
Timestamp = DateTime.UtcNow,
TradeOpportunityStateId = TradeOpportunityState.States.Single(x => x.Code == stateCode).Id
};
// If the oppvalue is below treshold and doesn't exist yet, then ignore it. Else stop it.
if (oppValue < SystemSetting.MinimumTradeOpportunityPercent)
{
TradeOpportunity tradOpp = null;
tradeOpportunities.TryGetValue(opportunity.UniqueIdentifier, out tradOpp);
if (tradOpp == null)
{
return(null);
}
else
{
var belowThresholdState = TradeOpportunityState.States.Single(x => x.Code == "EXP-BELOW");
newTradeValue.TradeOpportunityStateId = belowThresholdState.Id;
await EndTradeOpportunity(tradOpp, belowThresholdState, newTradeValue);
return(null);
}
}
// Try getting the TradeOpp from the dictionary. If it doesn't exist, then construct it now
var isNewOpportunity = false;
var tradeOpp = tradeOpportunities.GetOrAdd(opportunity.UniqueIdentifier, (key) =>
{
isNewOpportunity = true;
return(new TradeOpportunity()
{
CurrencyId = opportunity.OpportunityBaseCurrency.Id,
IsExecuted = false,
IsSimulation = IsSimulation,
StartTime = DateTime.UtcNow,
TradeOpportunityTypeId = TradeOpportunityType.Types.Single(x => x.Code == opportunity.TypeCode).Id,
TradeOpportunityStateId = TradeOpportunityState.States.Single(x => x.Code == stateCode).Id,
Description = opportunity.UniqueIdentifier,
LatestOpportunity = opportunity,
LastestUpdate = DateTime.UtcNow
});
}
);
tradeOpp.LatestOpportunity = opportunity;
tradeOpp.LastestUpdate = DateTime.UtcNow;
// Before writing, we lock the semaphore.
await tradeOpp.LockingSemaphore.WaitAsync(); // Lock
try
{
// Otherwise the opportunity is still valid.
// If this is a new opportunity, then we definitely need to save to DB.
if (isNewOpportunity)
{
using (var ctx = new RBBotContext())
{
requirements.ForEach(x => { x.TradeOpportunity = tradeOpp; tradeOpp.TradeOpportunityRequirements.Add(x); });
tradeOpp.TradeOpportunityValues.Add(newTradeValue);
newTradeValue.TradeOpportunity = tradeOpp;
ctx.TradeOpportunities.Add(tradeOpp);
ctx.TradeOpportunityRequirements.AddRange(requirements);
ctx.TradeOpportunityValues.Add(newTradeValue);
await ctx.SaveChangesAsync();
}
}
else
{
// Else we take the requirements and see if anything changed.
var requirementsToAdd = new List <TradeOpportunityRequirement>();
foreach (var req in requirements)
{
var toReq = tradeOpp.TradeOpportunityRequirements.Where(x => x.ItemIdentifier == req.ItemIdentifier && x.TradeOpportunityRequirementType == req.TradeOpportunityRequirementType).OrderBy(x => x.Timestamp).LastOrDefault();
if (toReq == null || toReq.RequirementMet != req.RequirementMet)
{
requirementsToAdd.Add(req);
req.TradeOpportunityId = tradeOpp.Id;
}
}
newTradeValue.TradeOpportunityId = tradeOpp.Id;
using (var ctx = new RBBotContext())
{
ctx.TradeOpportunityRequirements.AddRange(requirementsToAdd);
ctx.TradeOpportunityValues.Add(newTradeValue);
await ctx.SaveChangesAsync();
}
}
}
finally
{
tradeOpp.LockingSemaphore.Release();
}
// Return the trade opportunity object.
return(tradeOpp);
}
