protected override Position Build()
{
Position?existingPosition = Database.GetPosition(Symbol);
if (existingPosition?.LongQuantity == Quantity)
{
return(existingPosition);
}
else
{
bool isValid = MarketDataClient.ValidateWithinTodaysRangeAndGetQuote(Symbol, (float)Last, out _);
if (isValid)
{
return(new Position(Symbol, Quantity, (float)Average));
}
else
{
Log.Information("Found invalid symbol/price in parsed position: Symbol {Symbol}. Builder {@Builder}", Symbol, this);
return(BuildModelFromSimilarUsedSymbol());
}
}
}
protected override FilledOrder Build()
{
UnvalidatedFilledOrder unvalidatedOrder = new UnvalidatedFilledOrder(Symbol, (float)FilledPrice, Instruction, OrderType, (float)Limit, Quantity, Time);
FilledOrder? existingOrder = Database.GetTodaysFilledOrders().FirstOrDefault(order => unvalidatedOrder.StrictEquals(order));
if (existingOrder != null)
{
return(existingOrder);
}
else
{
bool isValid = MarketDataClient.ValidateWithinTodaysRangeAndGetQuote(unvalidatedOrder, out OptionQuote? quote);
if (isValid)
{
return(new FilledOrder(unvalidatedOrder, quote));
}
else
{
Log.Information("Found invalid symbol/price in parsed order: Symbol {Symbol}. Builder {@Builder}", Symbol, this);
return(BuildModelFromSimilarUsedSymbol());
}
}
}
protected override bool ValidateWithSymbolOverride(string overrideSymbol, out OptionQuote?quote)
{
return(MarketDataClient.ValidateWithinTodaysRangeAndGetQuote(overrideSymbol, (float)Last, out quote));
}