public void ProcessEvent(WalletConsolidationTransferEventEntry eventEntry)
{
if (eventEntry.Valid != null)
{
// Consolidation was either invalid anyway, or it's already validated
return;
}
// Validate the consolidation's withdrawal - Wallet Server actively waits for this!
var currentVersionNumberEvents = _eventHistoryService.FindByVersionNumber(eventEntry.VersionNumber)
.ToList();
var consolidationList = currentVersionNumberEvents.FindAll(e => e is WalletConsolidationTransferEventEntry);
var withdrawalList = currentVersionNumberEvents.FindAll(e => e is WalletWithdrawalEventEntry);
if (withdrawalList.Count == 0)
{
throw new Exception("Standalone consolidation not implemented yet");
}
var withdrawal = (WalletWithdrawalEventEntry)withdrawalList.Single();
bool valid;
if (withdrawal.Validated.HasValue)
{
valid = withdrawal.Validated.Value;
}
else
{
var(balance, reservedBalance) = _userService
.GetBalanceAndReservedBalance(withdrawal.User, withdrawal.AccountId, withdrawal.CoinSymbol);
if (!IsValidWithdrawal(withdrawal, balance))
{
valid = false;
// Withdrawal is invalid
_eventHistoryService.ReportWithdrawalValidation(withdrawal, valid);
}
else
{
valid = true;
_eventHistoryService.ReportWithdrawalValidation(withdrawal, valid);
}
}
foreach (var consolidationEntry in consolidationList)
{
var consolidation = (WalletConsolidationTransferEventEntry)consolidationEntry;
_eventHistoryService.ReportConsolidationValidated(consolidation, valid);
}
}
internal void MatchOrder(MatchOrderEventEntry matchOrder)
{
_logger.LogDebug("Called match order @ version number " + matchOrder.VersionNumber);
// Old incorrect way:
// In order to find actionOrderId, we must go a little roundabout way
// var matchOrderRelatedCreateOrder = _eventHistoryRepository.Events<CreateOrderEventEntry>().Find(
// Builders<CreateOrderEventEntry>.Filter.Eq(e => e.VersionNumber, matchOrder.VersionNumber)
// ).First();
// var actionOrderId = matchOrderRelatedCreateOrder.Id;
var now = matchOrder.EntryTime;
// Action order is not used in case it's a market order
var actionOrder = OrderBook.Find(
Builders <OrderBookEntry> .Filter.Eq(e => e.CreatedOnVersionId, matchOrder.VersionNumber)
).SingleOrDefault();
var targetOrder = OrderBook.Find(
Builders <OrderBookEntry> .Filter.Eq(e => e.CreatedOnVersionId, matchOrder.TargetOrderOnVersionNumber)
).Single();
AssertMatchOrderQty(matchOrder, actionOrder, targetOrder);
if (actionOrder != null)
{
if (matchOrder.ActionOrderQtyRemaining == 0)
{
OrderBook.DeleteOne(
Builders <OrderBookEntry> .Filter.Eq(e => e.CreatedOnVersionId, matchOrder.VersionNumber)
);
// The entire order quantity was filled
InsertOrderHistoryEntry(actionOrder.Qty, actionOrder, OrderStatus.Filled, now);
}
else
{
OrderBook.UpdateOne(
Builders <OrderBookEntry> .Filter.Eq(e => e.CreatedOnVersionId, matchOrder.VersionNumber),
Builders <OrderBookEntry> .Update.Set(
e => e.FilledQty, actionOrder.Qty - matchOrder.ActionOrderQtyRemaining)
);
}
}
else if (
// This condition can be completely deleted without a worry, it's just a double-check
((CreateOrderEventEntry)_eventHistoryService
.FindByVersionNumber(matchOrder.VersionNumber)
.First()
).Type != OrderType.Market
)
{
// We don't have to update the OrderHistoryEntry, because it already contains the matched quantity
throw new Exception(
$"Match order id {matchOrder.Id} did not have action being a limit order, and it was not a market order");
}
if (matchOrder.TargetOrderQtyRemaining == 0)
{
OrderBook.DeleteOne(
Builders <OrderBookEntry> .Filter.Eq(e => e.CreatedOnVersionId, matchOrder.TargetOrderOnVersionNumber)
);
// The entire order quantity was filled
InsertOrderHistoryEntry(targetOrder.Qty, targetOrder, OrderStatus.Filled, now);
}
else
{
OrderBook.UpdateOne(
Builders <OrderBookEntry> .Filter.Eq(
e => e.CreatedOnVersionId, matchOrder.TargetOrderOnVersionNumber),
Builders <OrderBookEntry> .Update.Set(
e => e.FilledQty, targetOrder.Qty - matchOrder.TargetOrderQtyRemaining)
);
}
TransactionHistory.InsertMany(
new[]
{
new TransactionHistoryEntry
{
ExecutionTime = now,
User = matchOrder.ActionUser,
AccountId = matchOrder.ActionAccountId,
Instrument = matchOrder.Instrument,
Side = targetOrder.Side == OrderSide.Buy ? OrderSide.Sell : OrderSide.Buy,
OrderId = actionOrder?.Id,
// The entire quantity was filled
FilledQty = matchOrder.Qty,
Price = targetOrder.LimitPrice,
},
new TransactionHistoryEntry
{
ExecutionTime = now,
User = targetOrder.User,
AccountId = targetOrder.AccountId,
Instrument = targetOrder.Instrument,
Side = targetOrder.Side,
OrderId = targetOrder.Id,
// The entire quantity was filled
FilledQty = matchOrder.Qty,
Price = targetOrder.LimitPrice,
}
}
);
_logger.LogDebug("Persisted match order @ version number " + matchOrder.VersionNumber);
}