private (ISpotInstrument, ISpotInstrument) GetInstumentPair(
string brokerId,
string fromAsset,
string toAsset)
{
(ISpotInstrument, ISpotInstrument)result = (null, null);
var instruments = _spotInstrumentDictionaryClient.GetSpotInstrumentByBroker(new JetBrandIdentity
{
BrokerId = brokerId
});
foreach (var asset in _liquidityConverterSettingsAccessor.GetLiquidityConverterSettings(brokerId)
.CrossAssetSymbols)
{
var instrument1 = instruments.FirstOrDefault(e =>
e.BaseAsset == fromAsset && e.QuoteAsset == asset ||
e.BaseAsset == asset && e.QuoteAsset == fromAsset);
if (instrument1 != null)
{
var instrument2 = instruments.FirstOrDefault(e =>
e.BaseAsset == asset && e.QuoteAsset == toAsset ||
e.BaseAsset == toAsset && e.QuoteAsset == asset);
if (instrument2 != null)
{
result = (instrument1, instrument2);
break;
}
}
}
return(result);
}
private async Task <QuoteResponse> GenerateQuote(GetQuoteRequest requestQuote, string previousOperationId)
{
var settings = _liquidityConverterSettingsAccessor.GetLiquidityConverterSettings(requestQuote.BrokerId);
if (settings == null)
{
return(ErrorQuoteResponse("Liquidity Converter is not configured for broker"));
}
var processQuoteResult =
_instrumentEngine.ProcessQuoteRequest(requestQuote, settings.MarkUp);
if (!string.IsNullOrWhiteSpace(processQuoteResult.ErrorMessage))
{
return(ErrorQuoteResponse(processQuoteResult.ErrorMessage));
}
// todo: calculate fee
//var finalPrice = (1 + settings.MarkUp + fee) * price;
//finalPrice = Math.Round(finalPrice, Mathematics.AccuracyToNormalizeDouble);
//finalPrice = Math.Round(finalPrice, instrument.Accuracy, MidpointRounding.ToZero);
var operationId = Guid.NewGuid().ToString("N");
var quote = new ConvertQuote(requestQuote.FromAsset,
requestQuote.ToAsset,
processQuoteResult.FromAssetVolume,
processQuoteResult.ToAssetVolume,
requestQuote.IsFromFixed,
requestQuote.BrokerId,
requestQuote.AccountId,
requestQuote.WalletId,
previousOperationId
)
{
Price = processQuoteResult.Price,
OperationId = operationId
};
var now = DateTime.UtcNow;
quote.ExpireDate = now.AddSeconds(settings.ExpirationInSeconds);
quote.OpenDate = DateTime.UtcNow;
quote.ClosedDate = DateTime.MinValue;
quote.State = QuoteState.Active;
// todo: добавить контекст формирования квоты - orderSide, instrumentS, fee
await _convertQuoteStorage.SaveAsync(quote);
processQuoteResult.Instruments.ForEach(async instrumentInTrade =>
{
await _convertQuoteStorage.SaveAsync(new Trade()
{
TradeId = Guid.NewGuid().ToString("N"),
OperationId = operationId,
Fee = 0.0, // todo: calculate fee
MarkUp = settings.MarkUp,
InstrumentSymbol = instrumentInTrade.Symbol,
InstrumentPrice = instrumentInTrade.Price,
State = TradeState.New
});
});
// we send to client short interval and keep on server long interval
quote.ExpireDate = now.AddSeconds(settings.ClientExpirationInSeconds);
return(QuoteResponse.Success(quote));
}