private async IAsyncEnumerable <ITradingInstrument> GetTradingInstruments(
IReadOnlyList <Product> products,
string tradingConditionId = null)
{
var clientProfiles = tradingConditionId == null
? await _clientProfilesRepository.GetAllAsync()
: new[] { await _clientProfilesRepository.GetByIdAsync(tradingConditionId) };
var assetTypes = products.Select(p => p.AssetType).Distinct().ToList();
foreach (var clientProfile in clientProfiles)
{
var availableClientProfileSettingsList =
await _clientProfileSettingsRepository.GetAllAsync(clientProfile.Id, assetTypes, true);
foreach (var product in products)
{
var clientProfileSettings = availableClientProfileSettingsList.SingleOrDefault(x =>
x.ClientProfileId == clientProfile.Id && x.AssetTypeId == product.AssetType);
if (clientProfileSettings == null)
{
continue;
}
var underlying = _underlyingsCache.GetByMdsCode(product.UnderlyingMdsCode);
yield return(TradingInstrument.CreateFromProduct(
product,
clientProfileSettings.ClientProfileId,
clientProfileSettings.Margin,
underlying?.Spread ?? _defaultTradingInstrumentSettings.Spread));
}
}
}
private async Task <Result <Product, ProductsErrorCodes> > UnderlyingMustExist(Product value, string userName,
string correlationId, Product existing = null)
{
var underlying = _underlyingsCache.GetByMdsCode(value.UnderlyingMdsCode);
if (underlying == null)
{
return(new Result <Product, ProductsErrorCodes>(ProductsErrorCodes.UnderlyingDoesNotExist));
}
value.TradingCurrency = underlying.TradingCurrency;
DateTime?startDate;
if (existing == null)
{
// we use StartDate from the request, if possible, and fallback to the underlying's StartDate otherwise
startDate = value.StartDate ?? underlying.StartDate;
}
else
{
// for existing products we should not update StartDate from underlying
startDate = value.StartDate ?? existing.StartDate;
}
if (existing != null && existing.IsStarted && startDate > DateTime.UtcNow)
{
return(new Result <Product, ProductsErrorCodes>(ProductsErrorCodes.CannotChangeStartDateFromPastToFuture));
}
value.StartDate = startDate;
value.IsStarted = startDate < DateTime.UtcNow;
return(new Result <Product, ProductsErrorCodes>(value));
}