public EntityResponse <List <OptionPositionInformation> > GetOptionPositions(OptionPositionsArguments optionPositionsArguments)
{
List <SZKingdomArgument> arguments = new List <SZKingdomArgument>();
if (optionPositionsArguments.CustomerCode == null && optionPositionsArguments.CustomerAccountCode == null)
{
return(EntityResponse <List <OptionPositionInformation> > .Error(
ErrorCode.SZKingdomLibraryError,
ErrorMessages.SZKingdom_CustAndAccCodeNull));
}
arguments.Add(SZKingdomArgument.CustomerCode(optionPositionsArguments.CustomerCode));
arguments.Add(SZKingdomArgument.CustomerAccountCode(optionPositionsArguments.CustomerAccountCode));
arguments.Add(SZKingdomArgument.TradeAccount(optionPositionsArguments.TradeAccount));
arguments.Add(SZKingdomArgument.OptionNumber(optionPositionsArguments.OptionNumber));
arguments.Add(SZKingdomArgument.TradeUnit(optionPositionsArguments.TradeUnit));
arguments.Add(SZKingdomArgument.OptionSide(optionPositionsArguments.OptionSide));
arguments.Add(SZKingdomArgument.OptionCoveredFlag(optionPositionsArguments.OptionCoveredFlag));
arguments.Add(SZKingdomArgument.QueryPosition(optionPositionsArguments.QueryPosition));
EntityResponse <List <OptionPositionInformation> > result =
_marketDataLibrary.ExecuteCommandList <OptionPositionInformation>(SZKingdomRequest.OptionPositions, arguments);
return(result);
}
public List <OptionPositionViewModel> GetOptionPositions(string customerCode, string accountCode)
{
OptionPositionsArguments arguments = new OptionPositionsArguments
{
CustomerCode = customerCode,
CustomerAccountCode = accountCode
};
EntityResponse <List <OptionPositionInformation> > optionPositions = _portfolioManager.GetOptionPositions(arguments);
List <OptionPositionViewModel> result = Mapper.Map <List <OptionPositionInformation>, List <OptionPositionViewModel> >(optionPositions.Entity);
return(result);
}
public List <BasePortfolioItemGroupViewModel> GetPortfolioData(string customerCode, string accountCode, string tradeAccount)
{
#region Fetch data
OptionPositionsArguments arguments = new OptionPositionsArguments
{
CustomerCode = customerCode,
CustomerAccountCode = accountCode
};
EntityResponse <List <OptionPositionInformation> > optionPositions = _portfolioManager.GetOptionPositions(arguments);
EntityResponse <List <OptionableStockPositionInformation> > stockPositions = _portfolioManager.GetOptionalStockPositions(customerCode, accountCode, tradeAccount);
if (!optionPositions.IsSuccess || !stockPositions.IsSuccess || optionPositions.Entity.Count == 0)
{
return(new List <BasePortfolioItemGroupViewModel>());
}
IEnumerable <PortfolioOption> portfolioOptions = Mapper.Map <List <OptionPositionInformation>, List <PortfolioOption> >(optionPositions.Entity);
IEnumerable <PortfolioStock> portfolioStocks = Mapper.Map <List <OptionableStockPositionInformation>, List <PortfolioStock> >(stockPositions.Entity);
Dictionary <string, EntityResponse <OptionChain> > optionChains = new Dictionary <string, EntityResponse <OptionChain> >();
#endregion
#region Fill additional information
foreach (PortfolioOption portfolioItem in portfolioOptions)
{
EntityResponse <List <OptionBasicInformation> > optionBasicInformation = _marketDataProviderQueryable.GetOptionBasicInformation(optionNumber: portfolioItem.OptionNumber);
if (optionBasicInformation.Entity == null || !optionBasicInformation.Entity.Any())
{
continue;
}
OptionBasicInformation basicInfo = optionBasicInformation.Entity.Single();
DateTime expiryDate = basicInfo.ExpireDate;
DateAndNumberOfDaysUntil expiry = _marketWorkTimeService.GetNumberOfDaysLeftUntilExpiry(expiryDate);
portfolioItem.Expiry = expiry;
portfolioItem.UnderlyingCode = basicInfo.OptionUnderlyingCode;
portfolioItem.UnderlyingName = basicInfo.OptionUnderlyingName;
portfolioItem.StrikePrice = basicInfo.StrikePrice;
EntityResponse <OptionChain> optionChain;
string underlying = portfolioItem.UnderlyingCode;
if (optionChains.ContainsKey(underlying))
{
optionChain = optionChains[underlying];
}
else
{
optionChain = _marketDataService.GetOptionChain(underlying);
optionChains.Add(underlying, optionChain);
}
if (optionChain == null)
{
continue;
}
Option option = optionChain.Entity[portfolioItem.OptionNumber];
if (option == null)
{
portfolioItem.UnderlyingCode = null;
continue;
}
Greeks greeks = option.Greeks ?? new Greeks();
portfolioItem.LastPrice = (decimal)option.LatestTradedPrice; //optionChain.Entity.UnderlyingCurrentPrice;
portfolioItem.PremiumMultiplier = option.RootPair.PremiumMultiplier;
portfolioItem.Greeks = new PortfolioGreeks(portfolioItem.OptionAvailableQuantity, greeks, portfolioItem.OptionSide, portfolioItem.PremiumMultiplier);
}
portfolioOptions = portfolioOptions.Where(x => x.UnderlyingCode != null);
foreach (PortfolioStock portfolioStock in portfolioStocks)
{
SecurityQuotation quote = _marketDataService.GetSecurityQuotation(portfolioStock.SecurityCode);
portfolioStock.LastPrice = quote.LastPrice;
portfolioStock.StockMarketValue = quote.LastPrice * portfolioStock.AvailableBalance;
portfolioStock.Greeks = new PortfolioGreeks(portfolioStock.AdjustedAvailableQuantity,
new Greeks()
{
Delta = 1
}, portfolioStock.OptionSide, 1);
}
#endregion
IEnumerable <BasePortfolioItemGroup> groupedByStrategies = _strategyService.GetPortfolioItemsGroupedByStrategy(portfolioOptions, portfolioStocks);
List <BasePortfolioItemGroupViewModel> result =
Mapper.Map <IEnumerable <BasePortfolioItemGroup>, IEnumerable <BasePortfolioItemGroupViewModel> >(groupedByStrategies)
.ToList();
return(result);
}
