public async Task <IReadOnlyList <IAssetPair> > GetAllIncludingFxParisWithFilterAsync(IEnumerable <string>
assetPairIds = null, bool onlyStarted = true)
{
var settlementCurrency = await _settlementCurrencyService.GetSettlementCurrencyAsync();
var products = await _productsRepository.GetByProductsIdsAsync(assetPairIds);
var currencies = await _currenciesRepository.GetAllAsync();
var assetPairs = products
.Where(x => !onlyStarted || x.IsStarted)
.Select(x => AssetPair.CreateFromProduct(x, _defaultLegalEntitySettings.DefaultLegalEntity)).ToList();
assetPairs.AddRange(currencies.Value
.Where(x => !x.Id.Equals(settlementCurrency,
StringComparison.InvariantCultureIgnoreCase)).Select(x =>
AssetPair.CreateFromCurrency(x, _defaultLegalEntitySettings.DefaultLegalEntity, settlementCurrency)));
return(assetPairs);
}
public async Task Handle(ProductChangedEvent @event)
{
switch (@event.ChangeType)
{
case ChangeType.Creation:
case ChangeType.Edition:
if ([email protected])
{
_log.WriteInfo(nameof(ProductChangedProjection),
nameof(Handle),
$"ProductChangedEvent received for productId: {@event.NewValue.ProductId}, but it was ignored because it has not been started yet.");
return;
}
break;
case ChangeType.Deletion:
if ([email protected])
{
_log.WriteInfo(nameof(ProductChangedProjection),
nameof(Handle),
$"ProductChangedEvent received for productId: {@event.OldValue.ProductId}, but it was ignored because it has not been started yet.");
return;
}
break;
default:
throw new ArgumentOutOfRangeException();
}
if (@event.ChangeType == ChangeType.Deletion)
{
CloseAllOrders();
ValidatePositions(@event.OldValue.ProductId);
_assetPairsCache.Remove(@event.OldValue.ProductId);
}
else
{
if (@event.NewValue.IsDiscontinued)
{
CloseAllOrders();
RemoveQuoteFromCache();
}
await _tradingInstrumentsManager.UpdateTradingInstrumentsCacheAsync();
var isAdded = _assetPairsCache.AddOrUpdate(AssetPair.CreateFromProduct(@event.NewValue,
_mtSettings.DefaultLegalEntitySettings.DefaultLegalEntity));
if (@event.NewValue.TradingCurrency != AssetPairConstants.BaseCurrencyId)
{
_assetPairsCache.AddOrUpdate(AssetPair.CreateFromCurrency(@event.NewValue.TradingCurrency,
_mtSettings.DefaultLegalEntitySettings.DefaultLegalEntity));
}
//only for product
if (isAdded)
{
await _scheduleSettingsCacheService.UpdateScheduleSettingsAsync();
}
if (@event.ChangeType == ChangeType.Edition &&
@event.OldValue.IsTradingDisabled != @event.NewValue.IsTradingDisabled)
{
await HandleTradingDisabled(@event.NewValue, @event.Username);
}
}
void RemoveQuoteFromCache()
{
var result = _quoteCache.RemoveQuote(@event.OldValue.ProductId);
if (result != RemoveQuoteErrorCode.None)
{
_log.WriteWarning(nameof(ProductChangedProjection), nameof(RemoveQuoteFromCache), result.Message);
}
}
void CloseAllOrders()
{
try
{
foreach (var order in _orderReader.GetPending()
.Where(x => x.AssetPairId == @event.OldValue.ProductId))
{
_tradingEngine.CancelPendingOrder(order.Id, null,
null, OrderCancellationReason.InstrumentInvalidated);
}
}
catch (Exception exception)
{
_log.WriteError(nameof(ProductChangedProjection), nameof(CloseAllOrders), exception);
throw;
}
}
void ValidatePositions(string assetPairId)
{
var positions = _orderReader.GetPositions(assetPairId);
if (positions.Any())
{
_log.WriteFatalError(nameof(ProductChangedProjection), nameof(ValidatePositions),
new Exception(
$"{positions.Length} positions are opened for [{assetPairId}], first: [{positions.First().Id}]."));
}
}
}