private void ValidateBalance(IReadOnlyCollection <LimitOrder> limitOrders, AssetSettings baseAssetSettings,
AssetSettings quoteAssetSettings)
{
List <LimitOrder> sellLimitOrders = limitOrders
.Where(o => o.Error == LimitOrderError.None)
.Where(o => o.Type == LimitOrderType.Sell)
.OrderBy(o => o.Price)
.ToList();
List <LimitOrder> buyLimitOrders = limitOrders
.Where(o => o.Error == LimitOrderError.None)
.Where(o => o.Type == LimitOrderType.Buy)
.OrderByDescending(o => o.Price)
.ToList();
if (sellLimitOrders.Any())
{
decimal balance = _balanceService.GetByAssetId(ExchangeNames.Lykke, baseAssetSettings.AssetId).Amount;
foreach (LimitOrder limitOrder in sellLimitOrders)
{
decimal amount = limitOrder.Volume.TruncateDecimalPlaces(baseAssetSettings.Accuracy, true);
if (balance - amount < 0)
{
decimal volume = balance.TruncateDecimalPlaces(baseAssetSettings.Accuracy);
limitOrder.UpdateVolume(volume);
}
balance = Math.Max(balance - amount, 0);
}
}
if (buyLimitOrders.Any())
{
decimal balance = _balanceService.GetByAssetId(ExchangeNames.Lykke, quoteAssetSettings.AssetId).Amount;
foreach (LimitOrder limitOrder in buyLimitOrders)
{
decimal amount = (limitOrder.Price * limitOrder.Volume)
.TruncateDecimalPlaces(quoteAssetSettings.Accuracy, true);
if (balance - amount < 0)
{
decimal volume = (balance / limitOrder.Price).TruncateDecimalPlaces(baseAssetSettings.Accuracy);
limitOrder.UpdateVolume(volume);
}
balance = Math.Max(balance - amount, 0);
}
}
}
private async Task ValidateBalanceAsync(Settlement settlement)
{
IEnumerable <AssetSettlement> assetSettlements = settlement.Assets
.Where(o => o.Error == SettlementError.NotEnoughFunds);
foreach (AssetSettlement assetSettlement in assetSettlements)
{
assetSettlement.Error = SettlementError.None;
}
AssetSettlement[] assetSettlementsDirect = settlement.Assets
.Where(o => o.Error == SettlementError.None)
.Where(o => o.IsDirect && !o.IsExternal)
.ToArray();
AssetSettlement[] assetSettlementsInUsd = settlement.Assets
.Where(o => o.Error == SettlementError.None)
.Where(o => !o.IsDirect)
.ToArray();
foreach (AssetSettlement assetSettlement in assetSettlementsDirect)
{
AssetSettings assetSettings =
await _instrumentService.GetAssetAsync(assetSettlement.AssetId, ExchangeNames.Lykke);
Balance balance = _balanceService.GetByAssetId(ExchangeNames.Lykke, assetSettings.AssetId);
if (balance.Amount - balance.Reserved < assetSettlement.Amount)
{
assetSettlement.Error = SettlementError.NotEnoughFunds;
}
}
decimal amountInUsd = assetSettlementsInUsd.Sum(o => o.Amount * o.Price);
AssetSettings usdAssetSettings =
await _instrumentService.GetAssetAsync("USD", ExchangeNames.Lykke);
Balance usdBalance = _balanceService.GetByAssetId(ExchangeNames.Lykke, usdAssetSettings.AssetId);
if (usdBalance.Amount - usdBalance.Reserved < amountInUsd)
{
foreach (AssetSettlement assetSettlement in assetSettlementsInUsd)
{
assetSettlement.Error = SettlementError.NotEnoughFunds;
}
}
}
public async Task <IReadOnlyCollection <IndexReport> > GetAsync()
{
IReadOnlyCollection <IndexSettings> indicesSettings = await _indexSettingsService.GetAllAsync();
var indexReports = new List <IndexReport>();
foreach (IndexSettings indexSettings in indicesSettings)
{
IndexPrice indexPrice = await _indexPriceService.GetByIndexAsync(indexSettings.Name);
Token token = await _tokenService.GetAsync(indexSettings.AssetId);
Balance balance = _balanceService.GetByAssetId(ExchangeNames.Lykke, indexSettings.AssetId);
indexReports.Add(new IndexReport
{
Name = indexSettings.Name,
AssetId = indexSettings.AssetId,
AssetPairId = indexSettings.AssetPairId,
Value = indexPrice?.Value,
Price = indexPrice?.Price,
Timestamp = indexPrice?.Timestamp,
K = indexPrice?.K,
Amount = token.Amount,
OpenVolume = token.OpenVolume,
OppositeVolume = token.OppositeVolume,
Balance = balance.Amount,
Alpha = indexSettings.Alpha,
TrackingFee = indexSettings.TrackingFee,
PerformanceFee = indexSettings.PerformanceFee,
SellMarkup = indexSettings.SellMarkup,
SellVolume = indexSettings.SellVolume,
BuyVolume = indexSettings.BuyVolume,
Weights = indexPrice?.Weights ?? new AssetWeight[0]
});
}
return(indexReports);
}
