public async Task <AccountHistoryResponse> ByTypes([FromQuery] AccountHistoryRequest request)
{
request.From = request.From?.ToUniversalTime();
request.To = request.To?.ToUniversalTime();
var clientAccountIds = string.IsNullOrEmpty(request.AccountId)
? (await _accountsRepository.GetAllAsync(request.ClientId)).Select(item => item.Id).ToArray()
: new[] { request.AccountId };
var accounts = (await _accountsHistoryRepository.GetAsync(clientAccountIds, request.From, request.To))
.Where(item => item.Type != AccountHistoryType.OrderClosed);
var orders =
(await _ordersHistoryRepository.GetHistoryAsync(request.ClientId, clientAccountIds, request.From,
request.To))
.Where(item => item.OpenDate != null && // remove cancel pending order rows created before OrderUpdateType was introduced
item.OrderUpdateType == OrderUpdateType.Close);
var openPositions = await _ordersSnapshotReaderService.GetActiveByAccountIdsAsync(clientAccountIds);
return(new AccountHistoryResponse
{
Account = accounts.Select(AccountHistoryExtensions.ToBackendContract)
.OrderByDescending(item => item.Date).ToArray(),
OpenPositions = openPositions.Select(OrderExtensions.ToBackendHistoryContract)
.OrderByDescending(item => item.OpenDate).ToArray(),
PositionsHistory = orders.Select(OrderHistoryExtensions.ToBackendHistoryContract)
.OrderByDescending(item => item.OpenDate).ToArray(),
});
}
public override void Start()
{
var accounts = _repository.GetAllAsync().GetAwaiter().GetResult()
.Select(MarginTradingAccount.Create).GroupBy(x => x.ClientId).ToDictionary(x => x.Key, x => x.ToArray());
_accountsCacheService.InitAccountsCache(accounts);
_console.WriteLine($"InitAccountsCache (clients count:{accounts.Count})");
base.Start();
}
public async Task OvernightSwapCalculation_Success()
{
_bestPriceConsumer.SendEvent(this,
new BestPriceChangeEventArgs(new InstrumentBidAskPair {
Instrument = "BTCUSD", Bid = 9000M, Ask = 9010M
}));
await _accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "BTCUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100,
OvernightSwapLong = 1,
OvernightSwapShort = 1
});
await _accountAssetsManager.UpdateAccountAssetsCache();
var accountId = (await _fakeMarginTradingAccountsRepository.GetAllAsync("1"))
.First(x => x.ClientId == "1" && x.BaseAssetId == "USD").Id;
_ordersCache.ActiveOrders.Add(new Order
{
Id = "1",
AccountId = accountId,
Instrument = "BTCUSD",
ClientId = "1",
TradingConditionId = "1",
AccountAssetId = "USD",
Volume = 1,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
CloseDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 1
}
}),
LegalEntity = "LYKKETEST",
});
var accountBalance = (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance;
_overnightSwapService.CalculateAndChargeSwaps();
var calc = _overnightSwapCache.GetAll().First();
Assert.AreEqual(24.68493151M, calc.Value);
Assert.True(calc.IsSuccess);
Assert.AreEqual(accountBalance - 24.68493151M, (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
}
public async Task <MarginTradingAccount[]> CreateDefaultAccounts(string clientId, string tradingConditionsId = null)
{
var existingAccounts = (await _accountsRepository.GetAllAsync(clientId)).ToList();
if (existingAccounts.Any())
{
var accounts = existingAccounts.Select(MarginTradingAccount.Create).ToArray();
_accountsCacheService.UpdateAccountsCache(clientId, accounts);
return(accounts);
}
if (string.IsNullOrEmpty(tradingConditionsId))
{
tradingConditionsId = GetTradingConditions();
}
var baseAssets = GetBaseAssets(tradingConditionsId);
var newAccounts = new List <MarginTradingAccount>();
foreach (var baseAsset in baseAssets)
{
try
{
var account = await CreateAccount(clientId, baseAsset, tradingConditionsId);
await _repository.AddAsync(account);
await _rabbitMqNotifyService.AccountCreated(account);
newAccounts.Add(account);
}
catch (Exception e)
{
await _log.WriteErrorAsync(nameof(AccountManager), "Create default accounts",
$"clientId={clientId}, tradingConditionsId={tradingConditionsId}", e);
}
}
await ProcessAccountsSetChange(clientId, newAccounts);
return(newAccounts.ToArray());
}
public async Task <IEnumerable <DataReaderAccountBackendContract> > GetAllAccounts()
{
return((await _accountsRepository.GetAllAsync())
.Select(item => ToBackendContract(item, _dataReaderSettings.IsLive)));
}
public async Task OvernightSwapCalculation_Success()
{
var dsMock = Mock.Get(Container.Resolve <IDateService>());
dsMock.Setup(d => d.Now()).Returns(new DateTime(2017, 1, 2));
await _accountAssetsRepository.AddOrReplaceAsync(new AccountAssetPair
{
TradingConditionId = MarginTradingTestsUtils.TradingConditionId,
BaseAssetId = "USD",
Instrument = "BTCUSD",
LeverageInit = 100,
LeverageMaintenance = 150,
SwapLong = 100,
SwapShort = 100,
OvernightSwapLong = 1,
OvernightSwapShort = 1
});
await _accountAssetsManager.UpdateAccountAssetsCache();
var accountId = (await _fakeMarginTradingAccountsRepository.GetAllAsync("1"))
.First(x => x.ClientId == "1" && x.BaseAssetId == "USD").Id;
_ordersCache.ActiveOrders.Add(new Order
{
Id = "1",
AccountId = accountId,
Instrument = "BTCUSD",
ClientId = "1",
TradingConditionId = "1",
AccountAssetId = "USD",
Volume = 1,
OpenDate = new DateTime(2017, 01, 01, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 1
}
}),
LegalEntity = "LYKKETEST",
});
_ordersCache.ActiveOrders.Add(new Order
{
Id = "2",
AccountId = accountId,
Instrument = "BTCUSD",
ClientId = "1",
TradingConditionId = "1",
AccountAssetId = "USD",
Volume = 1,
OpenDate = new DateTime(2017, 01, 02, 20, 50, 0),
MatchedOrders = new MatchedOrderCollection(new List <MatchedOrder> {
new MatchedOrder()
{
Volume = 1
}
}),
LegalEntity = "LYKKETEST",
});
const decimal swapValue = 0.00273973M;
var initialAccountBalance = (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance;
_overnightSwapService.CalculateAndChargeSwaps();
var calculations = _overnightSwapCache.GetAll();
Assert.AreEqual(1, calculations.Count); //only order 1 should be calculated
var singleCalc = calculations.First();
Assert.AreEqual(swapValue, singleCalc.Value);
Assert.True(singleCalc.IsSuccess);
Assert.AreEqual(initialAccountBalance - swapValue, (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
//move few hours later and calculate again
dsMock.Setup(d => d.Now()).Returns(new DateTime(2017, 1, 2, 2, 0, 0));
//nothing should change
calculations = _overnightSwapCache.GetAll();
Assert.AreEqual(1, calculations.Count);
Assert.AreEqual(initialAccountBalance - swapValue, (await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
_overnightSwapService.CalculateAndChargeSwaps();
//move to next day and calculate again
dsMock.Setup(d => d.Now()).Returns(new DateTime(2017, 1, 3));
_overnightSwapService.CalculateAndChargeSwaps();
calculations = _overnightSwapCache.GetAll();
Assert.AreEqual(2, calculations.Count); // both order 1 and order 2 should be calculated
Assert.AreEqual(initialAccountBalance - swapValue * 3,
(await _fakeMarginTradingAccountsRepository.GetAsync(accountId)).Balance);
}
