public async Task Handle(LiquidatePositionsInternalCommand command, IEventPublisher publisher)
{
var executionInfo = await _operationExecutionInfoRepository.GetAsync <LiquidationOperationData>(
operationName : LiquidationSaga.OperationName,
id : command.OperationId);
if (executionInfo?.Data == null)
{
return;
}
await _log.WriteInfoAsync(nameof(LiquidationCommandsHandler),
nameof(LiquidatePositionsInternalCommand),
command.ToJson(),
"Checking if position liquidation should be failed");
var account = _accountsCache.Get(executionInfo.Data.AccountId);
if (ShouldFailExecution(account.GetAccountLevel(), executionInfo.Data.LiquidationType))
{
await _log.WriteWarningAsync(
nameof(LiquidationCommandsHandler),
nameof(LiquidatePositionsInternalCommand),
new { accountId = account.Id, accountLevel = account.GetAccountLevel().ToString() }.ToJson(),
$"Unable to liquidate positions since account level is not {ValidAccountLevel.ToString()}.");
await _failureExecutor.ExecuteAsync(publisher,
account.Id,
command.OperationId,
$"Account level is not {ValidAccountLevel.ToString()}.");
return;
}
var positions = _ordersCache.Positions
.GetPositionsByAccountIds(executionInfo.Data.AccountId)
.Where(p => command.PositionIds.Contains(p.Id))
.ToArray();
if (!positions.Any())
{
publisher.PublishEvent(new PositionsLiquidationFinishedInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
LiquidationInfos = command.PositionIds.Select(p =>
new LiquidationInfo
{
PositionId = p,
IsLiquidated = false,
Comment = "Opened position was not found"
}).ToList()
});
return;
}
if (!_liquidationHelper.CheckIfNetVolumeCanBeLiquidated(command.AssetPairId, positions, out var details))
{
publisher.PublishEvent(new NotEnoughLiquidityInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
PositionIds = command.PositionIds,
Details = details
});
return;
}
var liquidationInfos = new List <LiquidationInfo>();
var comment = string.Empty;
switch (executionInfo.Data.LiquidationType)
{
case LiquidationType.Mco:
comment = "MCO liquidation";
break;
case LiquidationType.Normal:
comment = "Liquidation";
break;
case LiquidationType.Forced:
comment = "Close positions group";
break;
}
var positionGroups = positions
.GroupBy(p => (p.AssetPairId, p.AccountId, p.Direction, p
.OpenMatchingEngineId, p.ExternalProviderId, p.EquivalentAsset))
.Select(gr => new PositionsCloseData(
gr.FreezeOrder(),
gr.Key.AccountId,
gr.Key.AssetPairId,
gr.Key.OpenMatchingEngineId,
gr.Key.ExternalProviderId,
executionInfo.Data.OriginatorType,
executionInfo.Data.AdditionalInfo,
gr.Key.EquivalentAsset,
comment));
foreach (var positionGroup in positionGroups)
{
try
{
var(result, order) = await _tradingEngine.ClosePositionsAsync(positionGroup, false);
foreach (var position in positionGroup.Positions)
{
liquidationInfos.Add(new LiquidationInfo
{
PositionId = position.Value.Id,
IsLiquidated = true,
Comment = order != null ? $"Order: {order.Id}" : result.ToString()
});
}
}
catch (Exception ex)
{
await _log.WriteWarningAsync(nameof(LiquidationCommandsHandler),
nameof(LiquidatePositionsInternalCommand),
$"Failed to close positions {string.Join(",", positionGroup.Positions.Select(p => p.Value.Id))} on liquidation operation #{command.OperationId}",
ex);
foreach (var position in positionGroup.Positions)
{
liquidationInfos.Add(new LiquidationInfo
{
PositionId = position.Value.Id,
IsLiquidated = false,
Comment = $"Close position failed: {ex.Message}"
});
}
}
}
publisher.PublishEvent(new PositionsLiquidationFinishedInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
LiquidationInfos = liquidationInfos
});
}
public async Task Handle(LiquidatePositionsInternalCommand command, IEventPublisher publisher)
{
var executionInfo = await _operationExecutionInfoRepository.GetAsync <LiquidationOperationData>(
operationName : LiquidationSaga.OperationName,
id : command.OperationId);
if (executionInfo?.Data == null)
{
return;
}
var positions = _ordersCache.Positions
.GetPositionsByAccountIds(executionInfo.Data.AccountId)
.Where(p => command.PositionIds.Contains(p.Id))
.ToArray();
if (!positions.Any())
{
publisher.PublishEvent(new PositionsLiquidationFinishedInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
LiquidationInfos = command.PositionIds.Select(p =>
new LiquidationInfo
{
PositionId = p,
IsLiquidated = false,
Comment = "Opened position was not found"
}).ToList()
});
return;
}
if (!CheckIfNetVolumeCanBeLiquidated(executionInfo.Data.AccountId, command.AssetPairId, positions,
out var details))
{
publisher.PublishEvent(new NotEnoughLiquidityInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
PositionIds = command.PositionIds,
Details = details
});
return;
}
var liquidationInfos = new List <LiquidationInfo>();
var comment = string.Empty;
switch (executionInfo.Data.LiquidationType)
{
case LiquidationType.Mco:
comment = "MCO liquidation";
break;
case LiquidationType.Normal:
comment = "Liquidation";
break;
case LiquidationType.Forced:
comment = "Close positions group";
break;
}
var positionGroups = positions
.GroupBy(p => (p.AssetPairId, p.AccountId, p.Direction, p
.OpenMatchingEngineId, p.ExternalProviderId, p.EquivalentAsset))
.Where(gr => gr.Any())
.Select(gr => new PositionsCloseData(
gr.ToList(),
gr.Key.AccountId,
gr.Key.AssetPairId,
gr.Sum(x => x.Volume),
gr.Key.OpenMatchingEngineId,
gr.Key.ExternalProviderId,
executionInfo.Data.OriginatorType,
executionInfo.Data.AdditionalInfo,
command.OperationId,
gr.Key.EquivalentAsset,
comment));
foreach (var positionGroup in positionGroups)
{
try
{
var order = await _tradingEngine.ClosePositionsAsync(positionGroup);
if (order.Status != OrderStatus.Executed && order.Status != OrderStatus.ExecutionStarted)
{
throw new Exception(order.RejectReasonText);
}
foreach (var position in positionGroup.Positions)
{
liquidationInfos.Add(new LiquidationInfo
{
PositionId = position.Id,
IsLiquidated = true,
Comment = $"Order: {order.Id}"
});
}
}
catch (Exception ex)
{
await _log.WriteWarningAsync(nameof(LiquidationCommandsHandler),
nameof(LiquidatePositionsInternalCommand),
$"Failed to close positions {string.Join(",", positionGroup.Positions.Select(p => p.Id))} on liquidation operation #{command.OperationId}",
ex);
foreach (var position in positionGroup.Positions)
{
liquidationInfos.Add(new LiquidationInfo
{
PositionId = position.Id,
IsLiquidated = false,
Comment = $"Close position failed: {ex.Message}"
});
}
}
}
publisher.PublishEvent(new PositionsLiquidationFinishedInternalEvent
{
OperationId = command.OperationId,
CreationTime = _dateService.Now(),
LiquidationInfos = liquidationInfos
});
}