public async Task <TradeDataObject> ConvertTradeAsync(OwnTrade m7Trade, string apiKey)
{
try
{
var tradeDateTime = m7Trade.execTimeUTC;
var tradeId = m7Trade.tradeId;
var accountId = m7Trade.acctId;
var userCode = m7Trade.usrCode;
var quantity = m7Trade.qty;
var price = m7Trade.px;
var side = m7Trade.side;
var deliveryAreaId = m7Trade.dlvryAreaId;
var deliveryStart = m7Trade.Contract.dlvryStartUTC;
var deliveryEnd = m7Trade.Contract.dlvryEndUTC;
var exchangeId = m7Trade.Product.exchangeId;
var aggressorIndicator = m7Trade.aggressorIndicator?.ToUpper();
var allMappings = (await mappingService.GetMappingsViaApiKeyAsync(apiKey)).Data.ToDictionary(k => k.MappingKey, v => v);
var allSettings = (await settingService.GetSettingsViaApiKeyAsync(apiKey)).Data.ToDictionary(k => k.SettingName, v => v);
var tradeStatus = "Live";
var quantityType = "Fixed";
var priceType = "Fixed";
var buySell = MapSideToBuySell(side);
var commodityMapping = MapDeliveryAreaToCommodityAsync(deliveryAreaId, allMappings);
var fingerprintTask = MapCommodityToProductAsync(commodityMapping?.MappingTo, deliveryStart, deliveryEnd, apiKey);
var internalPartyTask = im7PartyService.MapInternalPartyAsync(accountId, allMappings, allSettings, apiKey);
var counterpartyTask = im7PartyService.MapCounterpartyAsync(exchangeId, allMappings, allSettings, apiKey);
var fingerprint = await fingerprintTask;
var internalParty = await internalPartyTask;
var counterparty = await counterpartyTask;
var tradingBook = await tradingBookService.MapTradingBookAsync(deliveryAreaId, allMappings, allSettings, apiKey);
var internalTrader = await contactService.MapInternalTraderAsync(userCode, allMappings, allSettings, apiKey);
var venue = await venueService.MapVenueAsync(exchangeId, allMappings, allSettings, apiKey);
if (internalParty is null)
{
throw new DataException("Could not map InternalParty");
}
if (counterparty is null)
{
throw new DataException("Could not map Counterparty");
}
if (tradingBook is null)
{
throw new DataException("Could not map TradingBook");
}
if (internalTrader is null)
{
throw new DataException("Could not map InternalTrader");
}
if (venue is null)
{
throw new DataException("Could not map Venue");
}
var trade = new TradeDataObject
{
TradeDateTime = tradeDateTime,
TradeStatus = tradeStatus,
BuySell = buySell,
Product = fingerprint?.ProductDataObject,
TradingBook = tradingBook,
InternalParty = internalParty,
InternalTrader = internalTrader,
Counterparty = counterparty,
CounterpartyReference = tradeId.ToString(),
Buyer = buySell == "Buy"
? internalParty
: counterparty,
Seller = buySell == "Sell"
? internalParty
: counterparty,
Exchange = counterparty,
ExchangeReference = tradeId.ToString(),
Initiator = aggressorIndicator == "Y"
? counterparty
: internalParty,
Aggressor = aggressorIndicator == "Y"
? internalParty
: counterparty,
Venue = venue,
Quantity = new QuantityDataObject
{
Quantity = quantity,
QuantityType = quantityType,
QuantityUnit = fingerprint?.ProductDataObject?.QuantityUnit
},
Price = new PriceDataObject
{
Price = price,
PriceType = priceType,
PriceUnit = fingerprint?.ProductDataObject?.PriceUnit
}
};
return(trade);
}
catch (Exception ex)
{
logger.LogError(ex, "Error creating trade from M7 ({Message})", ex.Message);
throw;
}
}
