public HistoricalPosition(DateTime closeDate, decimal realisedPnl, PositionEnum type, ref IContractModel instrument)
{
CloseDate = closeDate;
RealisedPnl = realisedPnl;
Type = type;
Instrument = instrument;
}
public bool AddPosition(ref IContractModel instrument, PositionEnum type, int amount, decimal price)
{
if (instrument.IsValidContractAmount(amount) && CalculateBTCMarginRequirement(instrument, type, amount, price) < BTCBalance)
{
var localInstrument = instrument;
var existingPosition = Positions.FirstOrDefault(x => x.Instrument.Name == localInstrument.Name);
if (existingPosition == null)
{
Positions.Add(new Position(amount, price, type, ref instrument));
BTCBalance -= instrument.MarketFee(amount / price);
OnBalanceChangeMessage(new BalanceChangeEventArgs(BTCBalance));
}
else
{
if (existingPosition.Type == type)
{
existingPosition.Amount += amount;
existingPosition.Price = decimal.Round((existingPosition.Amount + amount) / ((existingPosition.Amount / existingPosition.Price) + (amount / price)), 2);
}
else
{
existingPosition.Amount -= amount;
var realisedPnl = existingPosition.UnrealisedPnl;
var positionType = existingPosition.Type;
if (existingPosition.Amount < 0)
{
existingPosition.Type = existingPosition.Type == PositionEnum.Buy ? PositionEnum.Sell : PositionEnum.Buy;
existingPosition.Amount *= -1;
existingPosition.Price = price;
existingPosition.UnrealisedPnl = 0M;
}
else if (existingPosition.Amount == 0)
{
Positions.Remove(existingPosition);
}
else
{
if (existingPosition.Type == PositionEnum.Buy)
{
existingPosition.UnrealisedPnl = (existingPosition.Amount / existingPosition.Price) - (existingPosition.Amount / price);
}
else
{
existingPosition.UnrealisedPnl = (existingPosition.Amount / price) - (existingPosition.Amount / existingPosition.Price);
}
realisedPnl -= existingPosition.UnrealisedPnl;
}
BTCBalance += realisedPnl - instrument.MarketFee(amount / price);
OnBalanceChangeMessage(new BalanceChangeEventArgs(BTCBalance));
OnHistoricalPositionAddedMessage(new HistoricalPositionAddedEventArgs(new HistoricalPosition(DateTime.Now, realisedPnl, positionType, ref instrument)));
}
}
CalculateLiquidationPrice();
return(true);
}
return(false);
}
public Position(int amount, decimal price, PositionEnum type, ref IContractModel instrument)
{
Amount = amount;
Price = price;
Type = type;
Instrument = instrument;
OpenDate = DateTime.UtcNow;
UnrealisedPnl = 0M;
}
public OrderChildControl(IContractModel instrument, PositionManager?positionManager, DeribitClient?client)
{
InitializeComponent();
Instrument = instrument;
InstrumentNameText.Content = Instrument.Name;
PositionManager = positionManager;
Client = client;
if (Client != null)
{
Client.ClientSubscriptionMessage += ClientSubscriptionMessage;
}
}
private decimal CalculateBTCMarginRequirement(IContractModel instrument, PositionEnum type, int amount, decimal price)
{
var marginUsed = CurrentMarginUsed();
var marginRequired = instrument.InitialMargin(amount / price);
if (type == PositionEnum.Buy)
{
marginRequired = marginRequired + marginUsed.Item1 - marginUsed.Item2;
}
else
{
marginRequired = marginRequired + marginUsed.Item2 - marginUsed.Item1;
}
if (marginRequired < 0)
{
marginRequired = 0;
}
return(marginRequired);
}
public ContractModelPresenter(IContractModel view)
{
this.contractModelView = view;
}
