private async Task HandleRiskManagerBlockTradingCommand(MatchingEngineRouteRisksCommand command)
{
switch (command.Action)
{
case RiskManagerAction.On:
var routes = FindRejectRoutes(command);
if (routes.Any())
{
await _riskSystemCommandsLogRepository.AddErrorAsync(command.ActionType.ToString(),
command.ToJson(),
$"Route already exists: {routes.ToJson()}");
await _log.WriteWarningAsync(nameof(MatchingEngineRoutesManager),
nameof(HandleRiskManagerBlockTradingCommand), routes.ToJson(),
$"Route already exists. Command from risk system is not processed: {command.ToJson()} ");
return;
}
var newRoute = new MatchingEngineRoute
{
Id = Guid.NewGuid().ToString().ToUpper(),
Rank = command.Rank,
Asset = command.Asset,
ClientId = command.ClientId,
Instrument = command.Instrument,
TradingConditionId = command.TradingConditionId,
Type = GetOrderDirection(command.Direction),
MatchingEngineId = MatchingEngineConstants.Reject,
RiskSystemLimitType = command.LimitType,
RiskSystemMetricType = command.Type
};
await AddOrReplaceRouteAsync(newRoute);
break;
case RiskManagerAction.Off:
var existingRoutes = FindRejectRoutes(command);
if (existingRoutes.Length != 1)
{
throw new Exception(
$"Cannot disable BlockTradingForNewOrders route for command: {command.ToJson()}. Existing routes found for command: {existingRoutes.ToJson()}");
}
await DeleteRouteAsync(existingRoutes[0].Id);
break;
default:
throw new NotSupportedException($"Action [{command.Action}] from risk managment system is not supported.");
}
}
public async Task AddOrReplaceRouteAsync(IMatchingEngineRoute route)
{
// Create Editable Object
var matchingEngineRoute = MatchingEngineRoute.Create(route);
matchingEngineRoute.ClientId = GetValueOrAnyIfValid(route.ClientId, ValidateClient);
matchingEngineRoute.TradingConditionId = GetValueOrAnyIfValid(route.TradingConditionId, ValidateTradingCondition);
matchingEngineRoute.Instrument = GetValueOrAnyIfValid(route.Instrument, ValidateInstrument);
matchingEngineRoute.Asset = GetValueOrAnyIfValid(route.Asset, null);
await _repository.AddOrReplaceRouteAsync(matchingEngineRoute);
_routesCacheService.SaveRoute(matchingEngineRoute);
}
//TODO: Risk manager related stuff may be removed one time..
public Task AddOrReplaceRouteInCacheAsync(IMatchingEngineRoute route)
{
// Create Editable Object
var matchingEngineRoute = MatchingEngineRoute.Create(route);
matchingEngineRoute.ClientId = GetValueOrAnyIfValid(route.ClientId, null);
matchingEngineRoute.TradingConditionId = GetValueOrAnyIfValid(route.TradingConditionId, ValidateTradingCondition);
matchingEngineRoute.Instrument = GetValueOrAnyIfValid(route.Instrument, ValidateInstrument);
matchingEngineRoute.Asset = GetValueOrAnyIfValid(route.Asset, null);
_routesCacheService.SaveRoute(matchingEngineRoute);
return(Task.CompletedTask);
}
