/// <summary>
/// Filter orders that are already calculated
/// </summary>
/// <returns></returns>
private List <Order> GetOrdersForCalculation()
{
//read orders synchronously
var openOrders = _orderReader.GetActive();
//prepare the list of orders
var lastInvocationTime = CalcLastInvocationTime();
var calculatedIds = _overnightSwapCache.GetAll().Where(x => x.IsSuccess && x.Time >= lastInvocationTime)
.Select(x => x.OpenOrderId).ToHashSet();
//select only non-calculated orders, changed before current invocation time
var filteredOrders =
openOrders.Where(x => !calculatedIds.Contains(x.Id) && x.OpenDate <= lastInvocationTime).ToList();
//detect orders for which last calculation failed and it was closed
var failedClosedOrders = _overnightSwapHistoryRepository.GetAsync(lastInvocationTime, _currentStartTimestamp)
.GetAwaiter().GetResult()
.Where(x => !x.IsSuccess).Select(x => x.OpenOrderId)
.Except(openOrders.Select(y => y.Id)).ToList();
if (failedClosedOrders.Any())
{
_log.WriteErrorAsync(nameof(OvernightSwapService), nameof(GetOrdersForCalculation), new Exception(
$"Overnight swap calculation failed for some orders and they were closed before recalculation: {string.Join(", ", failedClosedOrders)}."),
DateTime.UtcNow).GetAwaiter().GetResult();
}
return(filteredOrders);
}
public List <OrderContract> GetPositionsByVolume([FromQuery] decimal volume)
{
var result = new List <OrderContract>();
var orders = _ordersReader.GetActive();
foreach (var order in orders)
{
if (order.GetMatchedVolume() >= volume)
{
result.Add(order.ToBaseContract());
}
}
return(result);
}
/// <summary>
/// Filter orders that are already calculated
/// </summary>
/// <returns></returns>
private IEnumerable <Order> GetOrdersForCalculation()
{
//read orders syncronously
var openOrders = _orderReader.GetActive();
//prepare the list of orders
var lastInvocationTime = CalcLastInvocationTime;
var lastCalculation = _overnightSwapCache.GetAll().Where(x => x.Time > lastInvocationTime).ToList();
var calculatedIds = lastCalculation.Where(x => x.IsSuccess).SelectMany(x => x.OpenOrderIds).ToHashSet();
var filteredOrders = openOrders.Where(x => !calculatedIds.Contains(x.Id));
//detect orders for which last calculation failed and it was closed
var failedClosedOrders = lastCalculation.Where(x => !x.IsSuccess).SelectMany(x => x.OpenOrderIds)
.Except(openOrders.Select(y => y.Id)).ToList();
if (failedClosedOrders.Any())
{
_log.WriteErrorAsync(nameof(OvernightSwapService), nameof(GetOrdersForCalculation), new Exception(
$"Overnight swap calculation failed for some orders and they were closed before recalculation: {string.Join(", ", failedClosedOrders)}."),
DateTime.UtcNow).GetAwaiter().GetResult();
}
return(filteredOrders);
}