public bool?SetAcceptOrder(string exchangeName, bool acceptOrder)
{
var exchange = _exchangeCache.Get(exchangeName);
if (exchange == null)
{
return(null);
}
exchange.AcceptOrder = acceptOrder;
_exchangeCache.Set(exchange);
return(acceptOrder);
}
public async Task Poll(string exchangeName, TimeSpan timeout)
{
var tokenSource = new CancellationTokenSource(timeout);
List <Position> positions = null;
//retrieve positions
try
{
positions = (await _exchangeConnectorService.GetOpenedPositionAsync(exchangeName, tokenSource.Token))
.Select(Position.Create).ToList();
}
catch (Exception ex)
{
await _log.WriteErrorAsync(nameof(ExchangePollingService), nameof(Poll), ex, DateTime.UtcNow);
//TODO consider slack notification here
return;
}
var exchange = _exchangeCache.GetOrCreate(exchangeName);
//perform checking
var checkResults = CheckPositions(exchange, positions);
//create diff order for Risk System
var executedTrades = checkResults
.Select(x => CreateExecutionReport(exchangeName, x.Item1, x.Item2))
//do nothing if there's no quotes on any instrument, and wait for actual quotes.
.Where(x => x != null)
.ToList();
if (executedTrades.Count == 0)
{
return;
}
//publish trades for Risk System
foreach (var executedTrade in executedTrades)
{
await _executionReportPublisher.Publish(executedTrade);
}
await _log.WriteInfoAsync(nameof(ExchangePollingService), nameof(Poll),
$"Execution report have been published for {exchangeName}: {string.Join(", ", executedTrades.Select(x => x.Instrument.Name))}",
DateTime.UtcNow);
//update positions and push published changes to cache
exchange.UpdatePositions(positions.Where(x =>
executedTrades.Select(tr => tr.Instrument.Name).Any(instrument => instrument == x.Symbol)));
_exchangeCache.Set(exchange);
}