public async Task CloseOrderAsync(string accountId, string orderId)
{
var account = await _accountInfoRepository.GetByIdAsync(accountId);
var activeOrder = await _marketOrderRepository.GetAsync(accountId, orderId);
var assetPair = await _dictionaryProxy.GetAssetPairByIdAsync(activeOrder.AssetPairId);
var quote = await _assetPairQuoteRepository.GetByIdAsync(activeOrder.AssetPairId);
var transactionHistory = new TransactionHistory
{
AccountId = activeOrder.ClientId,
AssetPairId = activeOrder.AssetPairId,
CompletedAt = DateTime.UtcNow,
TransactionId = activeOrder.Id,
Price = activeOrder.OrderAction == OrderAction.Buy ? quote.Ask : quote.Bid
};
var profitLoss =
await _orderCalculator.CalculateProfitLossAsync(activeOrder.Price, transactionHistory.Price,
activeOrder.Volume, assetPair, account.BaseAssetId);
transactionHistory.ProfitLoss = profitLoss;
await _transactionHistoryRepository.AddAsync(transactionHistory);
await _marketOrderRepository.DeleteAsync(accountId, orderId);
account.Balance += profitLoss;
await _accountInfoRepository.UpdateAsync(account);
await _matchingEngineEventSubscriber.AccountUpdatedAsync(accountId);
}
private async Task <List <OrderBook> > GetOrderBooks()
{
var assetPairQuotes = await _assetPairQuoteRepository.GetAllAsync();
var orderBook = new List <OrderBook>();
foreach (var assetPairQuote in assetPairQuotes)
{
var assetPair = await _dictionaryProxy.GetAssetPairByIdAsync(assetPairQuote.AssetPairId);
var significantDigit = Math.Pow(10, -assetPair.Accuracy);
var sign = _rnd.Next(0, 1) * 2 - 1;
var ask = assetPairQuote.Ask + sign * significantDigit;
var bid = assetPairQuote.Bid + sign * significantDigit;
var orderBookItemSell = new OrderBook
{
AssetPair = assetPair,
Price = ask,
OrderAction = OrderAction.Sell,
Volume = -1 * _rnd.Next(500, 100000)
};
var orderBookItemBuy = new OrderBook
{
AssetPair = assetPair,
Price = bid,
OrderAction = OrderAction.Buy,
Volume = _rnd.Next(500, 100000)
};
orderBook.Add(orderBookItemSell);
orderBook.Add(orderBookItemBuy);
}
return(orderBook);
}
