/// <summary>
/// 1)Triggers recalculation of bot positions
/// 2)Trigger update bot positions on GUI
///
/// Call when bid and ask ins stock changed
///
/// Call from:
///
/// Plaza2Connector\CStockConverterP2.ThreadStockConverter
/// ASTS\CStockCOnverterASTS.ProcessConvert
/// </summary>
/// <param name="instrument"></param>
public void RefreshBotPos(string instrument)
{
if (!UserDealsPosBoxClient.IsReadyRefreshBotPos())
{
return;
}
lock (LckDictPositionsOfBots)
{
try
{
foreach (KeyValuePair <int, Dictionary <string, CBotPos> > kvp in DictPositionsOfBots)
{
int botId = kvp.Key;
if (kvp.Value.ContainsKey(instrument))
{
CBotPos bp = kvp.Value[instrument];
bp.CalcCurrentPos();
UserDealsPosBoxClient.GUIBotUpdateMonitorPos(bp, instrument, botId);
}
}
}
catch (Exception e)
{
Error("RefreshBotPos", e);
}
}
}
/// <summary>
/// Calculate bot position when new deal was recieved from server.
///
/// Call from:
/// UserDealsPosBox.Update
///
/// </summary>
/// <param name="rd"></param>
/// <param name="isOnlineASTSCalc">Special case - only for ASTS and for online</param>
public virtual void CalculateBotsPos(CRawUserDeal rd, bool isOnlineASTSCalc = false)
{
lock (LckDictPositionsOfBots)
{
//TODO: check and remove mutex
// mxDictPositionRecord.WaitOne();
try
{
string instrument = rd.Instrument; //UserDealsPosBoxClient.GetTicker(rd.Isin_Id);
//if deals was already processed (not seen yet) - move to Deals Log
if (IsNeedUpdateUserDealsLog(rd, LatestDealsData))
{
UpdateDealsData(instrument, rd);
}
//if data was already processed return
if (!IsNeedProcessPos(rd, LatestBotPosData, isOnlineASTSCalc))
{
return;
}
int extID = (int)((rd.Ext_id_buy != 0) ? rd.Ext_id_buy : rd.Ext_id_sell);
CBotPos BotPos = GetBotPos(extID, instrument);
BotPos.OldAmount = BotPos.Amount;
//increase or decrease position
//amount depend on direction
//position amount has a sign
if (rd.Ext_id_buy != 0)
{
BotPos.Amount += rd.Amount;
}
else if (rd.Ext_id_sell != 0)
{
BotPos.Amount -= rd.Amount;
}
// 1)New position opened
// 2)Deal has the same dir as already opened pos - increase pos
if ((BotPos.OldAmount >= 0 && rd.Ext_id_buy != 0) || (BotPos.OldAmount <= 0 && rd.Ext_id_sell != 0))
{
//new position was opened
if (BotPos.OldAmount == 0)
{
BotPos.OnOpenNewPos(rd);
}
//2018-06-07 was before OnOpenNewPos
BotPos.AddOpenedCostHist(rd.Id_Deal, rd.Price, rd.Amount,
rd.Fee_buy + rd.Fee_sell, rd.Fee_Dealing, rd.FeeStock,
(EnmDealDir)rd.Dir, rd.Moment, rd.ReplId);
BotPos.CalcCurrentPos();
//UpdateLatestBotPos(extID, instrument, BotPos);
}
//deal has another dir than opened pos
else if ((BotPos.OldAmount >= 0 && rd.Ext_id_sell != 0) || (BotPos.OldAmount <= 0 && rd.Ext_id_buy != 0))
{
//new deal has another direction and amount less (or equal) than current position
//if we fully close or partial close no matter -
//using Close method calculation of profit
if (Math.Abs(rd.Amount) <= Math.Abs(BotPos.OldAmount))
{
BotPos.AddClosedCostHist(rd.Id_Deal, rd.Price, Math.Abs(rd.Amount),
rd.Fee_buy + rd.Fee_sell, rd.Fee_Dealing, rd.FeeStock,
(EnmDealDir)rd.Dir, rd.Moment, rd.ReplId);
BotPos.Close(rd.Moment, rd.ReplId);
//Amount after a new deal is empty. Position was fully closed.
//The simpliest case
if (BotPos.Amount == 0)
{
//BotPos.CloseReduse();
UpdateLatestBotPos(extID, instrument, BotPos);
UpdateUserPosLog(extID, instrument, BotPos, rd);
BotPos = new CBotPos(instrument, this, AcconuntsFeeProc[extID]);
}
}
//new deal has another direction and amount more than current position
//so, we need revert position
//first close previous direction pos than open another dir pos
//with remain
else if ((Math.Abs(rd.Amount) > Math.Abs(BotPos.OldAmount)))
{
//note: using old amount for fully close
BotPos.AddClosedCostHist(rd.Id_Deal, rd.Price, Math.Abs(BotPos.OldAmount),
rd.Fee_buy + rd.Fee_sell, rd.Fee_Dealing, rd.FeeStock,
(EnmDealDir)rd.Dir,
rd.Moment, rd.ReplId);
decimal amountRamained = BotPos.Mult * (Math.Abs(BotPos.OldAmount) - Math.Abs(rd.Amount));
BotPos.Close(rd.Moment, rd.ReplId);
UpdateLatestBotPos(extID, instrument, BotPos);
UpdateUserPosLog(extID, instrument, BotPos, rd);
BotPos = new CBotPos(instrument, this, AcconuntsFeeProc[extID]);
BotPos.Amount = amountRamained;
BotPos.OnOpenNewPos(rd);
//2018-06-07 was before OnOpenNewPos
BotPos.AddOpenedCostHist(rd.Id_Deal, rd.Price, Math.Abs(amountRamained),
rd.Fee_buy + rd.Fee_sell, rd.Fee_Dealing, rd.FeeStock,
(EnmDealDir)rd.Dir, rd.Moment,
rd.ReplId);
BotPos.CalcCurrentPos();
}
}
//Update positions of all bots of all instruments
DictPositionsOfBots[extID][instrument] = BotPos;
UserDealsPosBoxClient.TriggerRecalculateBot(extID, instrument, EnmBotEventCode.OnUserDeal, (CBotPos)BotPos.Copy());
_client.UpdDBPosInstr(extID, rd.Instrument, BotPos.Amount, BotPos.AvPos);
}
catch (Exception e)
{
Error("CuserDealsBox.CalculateBotsPos", e);
}
// mxDictPositionRecord.ReleaseMutex();
}//end of lock (LckDictPositionsOfBots)
// LckDictPositionsOfBots.ReleaseMutex();
}