// private void ProcessPendingOrdersMarginRecalc(string instrument)
// {
// var pendingOrders = _ordersCache.GetPendingForMarginRecalc(instrument);
//
// foreach (var pendingOrder in pendingOrders)
// {
// pendingOrder.UpdatePendingOrderMargin();
// }
// }
#endregion
#region Positions
private void UpdatePositionsFxRates(InstrumentBidAskPair quote)
{
foreach (var position in _ordersCache.GetPositionsByFxAssetPairId(quote.Instrument))
{
var fxPrice = _cfdCalculatorService.GetPrice(quote, position.FxToAssetPairDirection,
position.Volume * (position.ClosePrice - position.OpenPrice) > 0);
position.UpdateCloseFxPrice(fxPrice);
}
}
private void ApplyFxRate(ImmutableArray <Position> positionsProvider,
ImmutableArray <MarginTradingAccount> accountsProvider,
decimal closePrice,
string instrument)
{
if (closePrice == 0)
{
return;
}
var positions = positionsProvider.Where(p => p.FxAssetPairId == instrument);
var positionsByAccounts = positions
.GroupBy(p => p.AccountId)
.ToDictionary(p => p.Key, p => p.ToArray());
foreach (var accountPositions in positionsByAccounts)
{
foreach (var position in accountPositions.Value)
{
var fxPrice = _cfdCalculatorService.GetPrice(closePrice,
closePrice,
position.FxToAssetPairDirection,
position.Volume * (position.ClosePrice - position.OpenPrice) > 0);
position.UpdateCloseFxPriceWithoutAccountUpdate(fxPrice);
}
var snapshotAccount = accountsProvider.SingleOrDefault(a => a.Id == accountPositions.Key);
if (snapshotAccount == null)
{
_log.WriteWarning(nameof(ApplyFxRate), null, $"Couldn't find account with id [{accountPositions.Key}] to apply fx rate update");
continue;
}
snapshotAccount.CacheNeedsToBeUpdated();
}
}
