public async Task InitializeAsync(string walletId, string assetId, double amount)
{
if (Math.Abs(amount) <= Double.Epsilon)
{
return;
}
IReadOnlyCollection <AssetPair> assetPairs = await _assetsServiceWithCache.GetAllAssetPairsAsync();
AssetPair assetPair = assetPairs
.SingleOrDefault(o => o.BaseAssetId == assetId && o.QuotingAssetId == QuoteAssetId);
if (assetPair == null)
{
assetPair = assetPairs
.SingleOrDefault(o => o.BaseAssetId == QuoteAssetId && o.QuotingAssetId == assetId);
}
if (assetPair == null)
{
throw new InvalidOperationException($"Asset pair found by asset '{assetId}' and '{QuoteAssetId}'");
}
Quote quote = await _quoteService.GetAsync(assetId, QuoteAssetId);
var tradeData = new TradeData
{
Id = Guid.Empty.ToString("D"),
Exchange = ExchangeNames.Lykke,
AssetPair = assetPair.Id,
BaseAsset = assetId,
QuoteAsset = QuoteAssetId,
Price = quote.Mid,
Volume = (decimal)Math.Abs(amount),
Type = amount < 0 ? TradeType.Sell : TradeType.Buy,
Time = DateTime.UtcNow,
LimitOrderId = Guid.Empty.ToString("D"),
OppositeClientId = null,
OppositeLimitOrderId = null
};
AssetRealisedPnL assetRealisedPnL = await CalculateAsync(tradeData, walletId, assetId);
await _assetRealisedPnLRepository.InsertAsync(assetRealisedPnL);
_log.InfoWithDetails("Realised PnL initialized", new { walletId, assetId, amount });
_cache.Set(assetRealisedPnL);
}
public async Task CalculateAsync(LykkeTrade lykkeTrade)
{
WalletSettings walletSettings = await _walletSettingsService.GetWalletAsync(lykkeTrade.ClientId);
if (walletSettings == null || !walletSettings.Enabled)
{
return;
}
AssetPair assetPair = await _assetsServiceWithCache.TryGetAssetPairAsync(lykkeTrade.AssetPairId);
string[] assets = walletSettings.Assets
.Intersect(new[] { assetPair.BaseAssetId, assetPair.QuotingAssetId })
.ToArray();
if (!assets.Any())
{
return;
}
var tradeData = new TradeData
{
Id = lykkeTrade.Id,
Exchange = ExchangeNames.Lykke,
AssetPair = assetPair.Id,
BaseAsset = assetPair.BaseAssetId,
QuoteAsset = assetPair.QuotingAssetId,
Price = lykkeTrade.Price,
Volume = lykkeTrade.Volume,
Type = lykkeTrade.Type,
Time = lykkeTrade.Time,
LimitOrderId = lykkeTrade.LimitOrderId,
OppositeClientId = lykkeTrade.OppositeClientId,
OppositeLimitOrderId = lykkeTrade.OppositeLimitOrderId
};
foreach (string assetId in assets)
{
AssetRealisedPnL assetRealisedPnL =
await CalculateAsync(tradeData, walletSettings.Id, assetId);
await _assetRealisedPnLRepository.InsertAsync(assetRealisedPnL);
_cache.Set(assetRealisedPnL);
}
_log.InfoWithDetails("Lykke trade handled", tradeData);
}
public static AssetPair ToAssetPair(Lykke.Service.Assets.Client.Models.AssetPair assetPair)
{
return(new AssetPair
{
Id = assetPair.Id,
IsDisabled = assetPair.IsDisabled,
Name = assetPair.Name,
Accuracy = assetPair.Accuracy,
InvertedAccuracy = assetPair.InvertedAccuracy,
BaseAssetId = assetPair.BaseAssetId,
QuotingAssetId = assetPair.QuotingAssetId,
MinVolume = (decimal)assetPair.MinVolume,
MinInvertedVolume = (decimal)assetPair.MinInvertedVolume,
ExchangeId = assetPair.ExchangeId
});
}
public async Task <Quote> GetAsync(string baseAssetId, string quoteAssetId)
{
string directAssetPairId = $"{baseAssetId}{quoteAssetId}";
if (baseAssetId == quoteAssetId)
{
return(new Quote(directAssetPairId, DateTime.UtcNow, 1, 1));
}
IReadOnlyCollection <AssetPair> assetPairs = await _assetsServiceWithCache.GetAllAssetPairsAsync();
bool inverted = false;
AssetPair assetPair = assetPairs
.SingleOrDefault(o => o.BaseAssetId == baseAssetId && o.QuotingAssetId == quoteAssetId);
if (assetPair == null)
{
inverted = true;
assetPair = assetPairs
.SingleOrDefault(o => o.BaseAssetId == quoteAssetId && o.QuotingAssetId == baseAssetId);
}
if (assetPair == null)
{
throw new InvalidOperationException($"Asset pair does not exist for '{baseAssetId}'/'{quoteAssetId}'");
}
MarketProfile marketProfile = await GetMarketProfileAsync();
FeedData feedData = marketProfile.Profile.FirstOrDefault(o => o.Asset == assetPair.Id);
if (feedData == null)
{
throw new InvalidOperationException($"No quote for asset pair '{assetPair.Id}'");
}
if (inverted)
{
return(new Quote(assetPair.Id, feedData.DateTime, 1 / (decimal)feedData.Ask,
1 / (decimal)feedData.Bid));
}
return(new Quote(assetPair.Id, feedData.DateTime, (decimal)feedData.Ask,
(decimal)feedData.Bid));
}
