private async Task <AssetRealisedPnL> CalculateAsync(TradeData tradeData, string walletId, string assetId)
{
AssetRealisedPnL prevAssetPnL = await _assetRealisedPnLRepository.GetLastAsync(walletId, assetId) ??
new AssetRealisedPnL();
bool inverted = tradeData.QuoteAsset == assetId;
string crossAssetId = inverted
? tradeData.BaseAsset
: tradeData.QuoteAsset;
Quote quote = await _quoteService.GetAsync(assetId, QuoteAssetId);
Quote crossQuote = await _quoteService.GetAsync(crossAssetId, QuoteAssetId);
RealisedPnLResult realisedPnLResult = RealisedPnLCalculator.Calculate(
tradeData.Price,
tradeData.Volume,
inverted,
tradeData.Type == TradeType.Sell ? -1 : 1,
prevAssetPnL.CumulativeVolume,
prevAssetPnL.CumulativeOppositeVolume,
quote.Mid,
prevAssetPnL.AvgPrice,
crossQuote.Mid);
return(new AssetRealisedPnL
{
WalletId = walletId,
AssetId = assetId,
Time = tradeData.Time,
Exchange = tradeData.Exchange,
TradeId = tradeData.Id,
TradeAssetPair = tradeData.AssetPair,
TradePrice = tradeData.Price,
TradeVolume = tradeData.Volume,
TradeType = tradeData.Type,
CrossAssetPair = crossQuote.AssetPair,
CrossPrice = crossQuote.Mid,
Price = realisedPnLResult.Price,
Volume = realisedPnLResult.Volume,
OppositeVolume = realisedPnLResult.OppositeVolume,
Inverted = inverted,
PrevAvgPrice = prevAssetPnL.AvgPrice,
PrevCumulativeVolume = prevAssetPnL.CumulativeVolume,
PrevCumulativeOppositeVolume = prevAssetPnL.CumulativeOppositeVolume,
OpenPrice = prevAssetPnL.AvgPrice,
ClosePrice = realisedPnLResult.Price,
CloseVolume = realisedPnLResult.ClosedVolume,
RealisedPnL = realisedPnLResult.RealisedPnL,
AvgPrice = realisedPnLResult.AvgPrice,
CumulativeVolume = realisedPnLResult.CumulativeVolume,
CumulativeOppositeVolume = realisedPnLResult.CumulativeOppositeVolume,
CumulativeRealisedPnL = prevAssetPnL.CumulativeRealisedPnL + realisedPnLResult.RealisedPnL,
Rate = quote.Mid,
UnrealisedPnL = realisedPnLResult.UnrealisedPnL,
LimitOrderId = tradeData.LimitOrderId,
OppositeClientId = tradeData.OppositeClientId,
OppositeLimitOrderId = tradeData.OppositeLimitOrderId
});
}