private async Task Handle(FreezeAmountForWithdrawalCommand command, IEventPublisher publisher)
{
var(executionInfo, _) = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : OperationName,
operationId : command.OperationId,
factory : () => new OperationExecutionInfo <WithdrawalFreezeOperationData>(
operationName: OperationName,
id: command.OperationId,
lastModified: _dateService.Now(),
data: new WithdrawalFreezeOperationData
{
State = OperationState.Initiated,
AccountId = command.AccountId,
Amount = command.Amount,
}
));
MarginTradingAccount account = null;
try
{
account = _accountsCacheService.Get(command.AccountId);
}
catch
{
publisher.PublishEvent(new AmountForWithdrawalFreezeFailedEvent(command.OperationId, _dateService.Now(),
command.AccountId, command.Amount, $"Failed to get account {command.AccountId}"));
return;
}
if (executionInfo.Data.SwitchState(OperationState.Initiated, OperationState.Started))
{
if (account.GetFreeMargin() >= command.Amount)
{
await _accountUpdateService.FreezeWithdrawalMargin(command.AccountId, command.OperationId,
command.Amount);
_chaosKitty.Meow(command.OperationId);
publisher.PublishEvent(new AmountForWithdrawalFrozenEvent(command.OperationId, _dateService.Now(),
command.AccountId, command.Amount, command.Reason));
}
else
{
publisher.PublishEvent(new AmountForWithdrawalFreezeFailedEvent(command.OperationId,
_dateService.Now(),
command.AccountId, command.Amount, "Not enough free margin"));
}
_chaosKitty.Meow(command.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
private async Task Handle(SpecialLiquidationStartedInternalEvent e, ICommandSender sender)
{
var executionInfo = await _operationExecutionInfoRepository.GetAsync <SpecialLiquidationOperationData>(
operationName : OperationName,
id : e.OperationId);
if (executionInfo?.Data == null)
{
return;
}
if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.Started,
SpecialLiquidationOperationState.PriceRequested))
{
var positionsVolume = GetNetPositionCloseVolume(executionInfo.Data.PositionIds, executionInfo.Data.AccountId);
//special command is sent instantly for timeout control.. it is retried until timeout occurs
sender.SendCommand(new GetPriceForSpecialLiquidationTimeoutInternalCommand
{
OperationId = e.OperationId,
CreationTime = _dateService.Now(),
TimeoutSeconds = _marginTradingSettings.SpecialLiquidation.PriceRequestTimeoutSec,
}, _cqrsContextNamesSettings.TradingEngine);
executionInfo.Data.Instrument = e.Instrument;
executionInfo.Data.Volume = positionsVolume;
if (_marginTradingSettings.ExchangeConnector == ExchangeConnectorType.RealExchangeConnector)
{
//send it to the Gavel
sender.SendCommand(new GetPriceForSpecialLiquidationCommand
{
OperationId = e.OperationId,
CreationTime = _dateService.Now(),
Instrument = e.Instrument,
Volume = positionsVolume != 0 ? positionsVolume : 1,//hack, requested by the bank
RequestNumber = 1,
}, _cqrsContextNamesSettings.Gavel);
}
else
{
_specialLiquidationService.FakeGetPriceForSpecialLiquidation(e.OperationId, e.Instrument,
positionsVolume);
}
_chaosKitty.Meow(e.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
public async Task Handle(LiquidationStartedInternalEvent e, ICommandSender sender)
{
var executionInfo = await _operationExecutionInfoRepository.GetAsync <LiquidationOperationData>(
operationName : OperationName,
id : e.OperationId);
if (executionInfo?.Data == null)
{
return;
}
if (executionInfo.Data.SwitchState(LiquidationOperationState.Initiated,
LiquidationOperationState.Started))
{
LiquidatePositionsIfAnyAvailable(e.OperationId, executionInfo.Data, sender);
_chaosKitty.Meow(
$"{nameof(LiquidationStartedInternalEvent)}:" +
$"Save_OperationExecutionInfo:" +
$"{e.OperationId}");
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
private async Task Handle(BlockAccountsForDeletionCommand command, IEventPublisher publisher)
{
var executionInfo = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : OperationName,
operationId : command.OperationId,
factory : () => new OperationExecutionInfo <DeleteAccountsOperationData>(
operationName: OperationName,
id: command.OperationId,
lastModified: _dateService.Now(),
data: new DeleteAccountsOperationData
{
State = OperationState.Initiated
}
));
//todo think how to remove state saving from commands handler here and for Withdrawal
if (executionInfo.Data.SwitchState(OperationState.Initiated, OperationState.Started))
{
var failedAccounts = new Dictionary <string, string>();
foreach (var accountId in command.AccountIds)
{
MarginTradingAccount account = null;
try
{
account = _accountsCacheService.Get(accountId);
}
catch (Exception exception)
{
failedAccounts.Add(accountId, exception.Message);
continue;
}
var positionsCount = _orderReader.GetPositions().Count(x => x.AccountId == accountId);
if (positionsCount != 0)
{
failedAccounts.Add(accountId, $"Account contain {positionsCount} open positions which must be closed before account deletion.");
continue;
}
var orders = _orderReader.GetPending().Where(x => x.AccountId == accountId).ToList();
if (orders.Any())
{
var(failedToCloseOrderId, failReason) = ((string)null, (string)null);
foreach (var order in orders)
{
try
{
_tradingEngine.CancelPendingOrder(order.Id, order.AdditionalInfo, command.OperationId,
$"{nameof(DeleteAccountsCommandsHandler)}: force close all orders.",
OrderCancellationReason.AccountInactivated);
}
catch (Exception exception)
{
failedToCloseOrderId = order.Id;
failReason = exception.Message;
break;
}
}
if (failedToCloseOrderId != null)
{
failedAccounts.Add(accountId, $"Failed to close order [{failedToCloseOrderId}]: {failReason}.");
continue;
}
}
if (account.AccountFpl.WithdrawalFrozenMarginData.Any())
{
await _log.WriteErrorAsync(nameof(DeleteAccountsCommandsHandler),
nameof(BlockAccountsForDeletionCommand), account.ToJson(),
new Exception("While deleting an account it contained some frozen withdrawal data. Account is deleted."));
}
if (account.AccountFpl.UnconfirmedMarginData.Any())
{
await _log.WriteErrorAsync(nameof(DeleteAccountsCommandsHandler),
nameof(BlockAccountsForDeletionCommand), account.ToJson(),
new Exception("While deleting an account it contained some unconfirmed margin data. Account is deleted."));
}
if (account.Balance != 0)
{
await _log.WriteErrorAsync(nameof(DeleteAccountsCommandsHandler),
nameof(BlockAccountsForDeletionCommand), account.ToJson(),
new Exception("While deleting an account it's balance on side of TradingCore was non zero. Account is deleted."));
}
if (!await UpdateAccount(account, true,
r => failedAccounts.Add(accountId, r), command.Timestamp))
{
continue;
}
}
publisher.PublishEvent(new AccountsBlockedForDeletionEvent(
operationId: command.OperationId,
eventTimestamp: _dateService.Now(),
failedAccountIds: failedAccounts
));
_chaosKitty.Meow($"{nameof(BlockAccountsForDeletionCommand)}: " +
"Save_OperationExecutionInfo: " +
$"{command.OperationId}");
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
private async Task Handle(SpecialLiquidationStartedInternalEvent e, ICommandSender sender)
{
var executionInfo = await _operationExecutionInfoRepository.GetAsync <SpecialLiquidationOperationData>(
operationName : OperationName,
id : e.OperationId);
if (executionInfo?.Data == null)
{
return;
}
if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.Started,
SpecialLiquidationOperationState.PriceRequested))
{
var positionsVolume = GetNetPositionCloseVolume(executionInfo.Data.PositionIds, executionInfo.Data.AccountId);
executionInfo.Data.Instrument = e.Instrument;
executionInfo.Data.Volume = positionsVolume;
executionInfo.Data.RequestNumber = 1;
RequestPrice(sender, executionInfo);
_chaosKitty.Meow(e.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
private async Task Handle(StartSpecialLiquidationInternalCommand command, IEventPublisher publisher)
{
if (!_marginTradingSettings.SpecialLiquidation.Enabled)
{
publisher.PublishEvent(new SpecialLiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = "Special liquidation is disabled in settings",
});
return;
}
//validate the list of positions contain only the same instrument
var positions = _orderReader.GetPositions().Where(x => command.PositionIds.Contains(x.Id)).ToList();
if (!string.IsNullOrEmpty(command.AccountId))
{
if (_accountsCacheService.TryGet(command.AccountId) == null)
{
publisher.PublishEvent(new SpecialLiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = $"Account {command.AccountId} does not exist",
});
return;
}
positions = positions.Where(x => x.AccountId == command.AccountId).ToList();
}
if (positions.Select(x => x.AssetPairId).Distinct().Count() > 1)
{
publisher.PublishEvent(new SpecialLiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = "The list of positions is of different instruments",
});
return;
}
if (!positions.Any())
{
publisher.PublishEvent(new SpecialLiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = "No positions to liquidate",
});
return;
}
if (!TryGetExchangeNameFromPositions(positions, out var externalProviderId))
{
publisher.PublishEvent(new SpecialLiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = "All requested positions must be open on the same external exchange",
});
return;
}
var assetPairId = positions.First().AssetPairId;
if (_assetPairsCache.GetAssetPairById(assetPairId).IsDiscontinued)
{
publisher.PublishEvent(new SpecialLiquidationFailedEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Reason = $"Asset pair {assetPairId} is discontinued",
});
return;
}
var executionInfo = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : SpecialLiquidationSaga.OperationName,
operationId : command.OperationId,
factory : () => new OperationExecutionInfo <SpecialLiquidationOperationData>(
operationName: SpecialLiquidationSaga.OperationName,
id: command.OperationId,
lastModified: _dateService.Now(),
data: new SpecialLiquidationOperationData
{
State = SpecialLiquidationOperationState.Initiated,
Instrument = assetPairId,
PositionIds = positions.Select(x => x.Id).ToList(),
ExternalProviderId = externalProviderId,
AccountId = command.AccountId,
CausationOperationId = command.CausationOperationId,
AdditionalInfo = command.AdditionalInfo,
OriginatorType = command.OriginatorType
}
));
if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.Initiated, SpecialLiquidationOperationState.Started))
{
publisher.PublishEvent(new SpecialLiquidationStartedInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
Instrument = positions.FirstOrDefault()?.AssetPairId,
});
_chaosKitty.Meow(command.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}
public async Task Handle(AccountChangedEvent e)
{
var executionInfo = await _operationExecutionInfoRepository.GetOrAddAsync(
operationName : OperationName,
operationId : e.OperationId,
factory : () => new OperationExecutionInfo <OperationData>(
operationName: OperationName,
id: e.OperationId,
lastModified: _dateService.Now(),
data: new OperationData {
State = OperationState.Initiated
}
));
if (executionInfo.Data.SwitchState(OperationState.Initiated, OperationState.Finished))
{
var updatedAccount = Convert(e.Account);
switch (e.EventType)
{
case AccountChangedEventTypeContract.Created:
_accountsCacheService.TryAddNew(MarginTradingAccount.Create(updatedAccount));
break;
case AccountChangedEventTypeContract.Updated:
{
var account = _accountsCacheService.TryGet(e.Account.Id);
if (await ValidateAccount(account, e) &&
await _accountsCacheService.UpdateAccountChanges(updatedAccount.Id,
updatedAccount.TradingConditionId, updatedAccount.WithdrawTransferLimit,
updatedAccount.IsDisabled, updatedAccount.IsWithdrawalDisabled, e.ChangeTimestamp))
{
_accountUpdateService.RemoveLiquidationStateIfNeeded(e.Account.Id,
"Trading conditions changed");
}
break;
}
case AccountChangedEventTypeContract.BalanceUpdated:
{
if (e.BalanceChange != null)
{
var account = _accountsCacheService.TryGet(e.Account.Id);
if (await ValidateAccount(account, e))
{
switch (e.BalanceChange.ReasonType)
{
case AccountBalanceChangeReasonTypeContract.Withdraw:
await _accountUpdateService.UnfreezeWithdrawalMargin(updatedAccount.Id,
e.BalanceChange.Id);
break;
case AccountBalanceChangeReasonTypeContract.UnrealizedDailyPnL:
if (_ordersCache.Positions.TryGetPositionById(e.BalanceChange.EventSourceId,
out var position))
{
position.ChargePnL(e.BalanceChange.Id, e.BalanceChange.ChangeAmount);
}
else
{
_log.WriteWarning("AccountChangedEvent Handler", e.ToJson(),
$"Position [{e.BalanceChange.EventSourceId} was not found]");
}
break;
case AccountBalanceChangeReasonTypeContract.RealizedPnL:
await _accountUpdateService.UnfreezeUnconfirmedMargin(e.Account.Id,
e.BalanceChange.EventSourceId);
break;
}
if (await _accountsCacheService.UpdateAccountBalance(updatedAccount.Id,
e.BalanceChange.Balance, e.ChangeTimestamp))
{
_accountUpdateService.RemoveLiquidationStateIfNeeded(e.Account.Id,
"Balance updated");
_accountBalanceChangedEventChannel.SendEvent(this,
new AccountBalanceChangedEventArgs(updatedAccount));
}
}
}
else
{
_log.WriteWarning("AccountChangedEvent Handler", e.ToJson(), "BalanceChange info is empty");
}
break;
}
case AccountChangedEventTypeContract.Deleted:
//account deletion from cache is double-handled by CQRS flow
_accountsCacheService.Remove(e.Account.Id);
break;
default:
await _log.WriteErrorAsync(nameof(AccountsProjection), nameof(AccountChangedEvent),
e.ToJson(), new Exception("AccountChangedEventTypeContract was in incorrect state"));
break;
}
_chaosKitty.Meow(e.OperationId);
await _operationExecutionInfoRepository.Save(executionInfo);
}
}