/// <summary>
/// Gets all holdings for the account
/// </summary>
/// <returns>The current holdings from the account</returns>
public override List <Holding> GetAccountHoldings()
{
Log.Trace("FxcmBrokerage.GetAccountHoldings()");
var holdings = _openPositions.Values.Select(ConvertHolding).Where(x => x.Quantity != 0).ToList();
// Set MarketPrice in each Holding
var fxcmSymbols = holdings
.Select(x => _symbolMapper.GetBrokerageSymbol(x.Symbol))
.ToList();
if (fxcmSymbols.Count > 0)
{
var quotes = GetQuotes(fxcmSymbols).ToDictionary(x => x.getInstrument().getSymbol());
foreach (var holding in holdings)
{
MarketDataSnapshot quote;
if (quotes.TryGetValue(_symbolMapper.GetBrokerageSymbol(holding.Symbol), out quote))
{
holding.MarketPrice = Convert.ToDecimal((quote.getBidClose() + quote.getAskClose()) / 2);
}
}
}
return(holdings);
}
/// <summary>
/// Gets all holdings for the account
/// </summary>
/// <returns>The current holdings from the account</returns>
public override List <Holding> GetAccountHoldings()
{
Log.Trace("FxcmBrokerage.GetAccountHoldings()");
// FXCM maintains multiple positions per symbol, so we aggregate them by symbol.
// The average price for the aggregated position is the quantity weighted average price.
var holdings = _openPositions.Values
.Select(ConvertHolding)
.Where(x => x.Quantity != 0)
.GroupBy(x => x.Symbol)
.Select(group => new Holding
{
Symbol = group.Key,
Type = group.First().Type,
AveragePrice = group.Sum(x => x.AveragePrice * x.Quantity) / group.Sum(x => x.Quantity),
ConversionRate = group.First().ConversionRate,
CurrencySymbol = group.First().CurrencySymbol,
Quantity = group.Sum(x => x.Quantity)
})
.ToList();
// Set MarketPrice in each Holding
var fxcmSymbols = holdings
.Select(x => _symbolMapper.GetBrokerageSymbol(x.Symbol))
.ToList();
if (fxcmSymbols.Count > 0)
{
var quotes = GetQuotes(fxcmSymbols).ToDictionary(x => x.getInstrument().getSymbol());
foreach (var holding in holdings)
{
MarketDataSnapshot quote;
if (quotes.TryGetValue(_symbolMapper.GetBrokerageSymbol(holding.Symbol), out quote))
{
holding.MarketPrice = Convert.ToDecimal((quote.getBidClose() + quote.getAskClose()) / 2);
}
}
}
return(holdings);
}