private async Task ExecuteAsync(Order[] orders)
{
var internalTrades = new List <InternalTrade>();
var now = DateTime.UtcNow;
//foreach (var trade in orders.SelectMany(x => x.Trades))
//{
// _log.Info("Lykke trade handled", new
// {
// TradeId = trade.TradeId,
// TradeTimestamp = trade.Timestamp,
// Now = now,
// Latency = (now - trade.Timestamp).TotalMilliseconds
// });
//}
foreach (Order order in orders)
{
// The limit order fully executed. The remaining volume is zero.
if (order.Status == OrderStatus.Matched)
{
internalTrades.AddRange(Map(order, true));
}
// The limit order partially executed.
if (order.Status == OrderStatus.PartiallyMatched)
{
internalTrades.AddRange(Map(order, false));
}
// The limit order was cancelled by matching engine after processing trades.
// In this case order partially executed and remaining volume is less than min volume allowed by asset pair.
if (order.Status == OrderStatus.Cancelled)
{
internalTrades.AddRange(Map(order, true));
}
}
Task processTask = _positionService.OpenAsync(internalTrades);
Task delayTask = Task.Delay(TimeSpan.FromMinutes(1));
Task task = await Task.WhenAny(processTask, delayTask);
if (task == delayTask)
{
_log.WarningWithDetails("Trades processing takes more than one minute", internalTrades);
}
await processTask;
await _hedgeService.ExecuteAsync();
}
protected override Task OnExecuteAsync(CancellationToken cancellation)
{
return(_hedgeService.ExecuteAsync());
}