private void UpdateOccInfo(RealTimePositionObject r)
{
r.ContainsHedge = false;
r.OccBodQuantity = 0;
r.OccQuantityLoaned = 0;
r.OccQuantityReturned = 0;
r.OccQuantityBorrowed = 0;
r.OccQuantityReceived = 0;
//look up bod positions
List <PositionObject> pos = OccBodPositions.FindAll(p => p.Cusip == r.Cusip);
//calculate bod position
foreach (PositionObject p in pos)
{
r.ContainsHedge = true;
if (p.BorrowLoan == "B")
{
r.OccBodQuantity += p.Quantity;
}
else if (p.BorrowLoan == "L")
{
r.OccBodQuantity -= p.Quantity;
}
}
//calculate occ info
foreach (IncomingDeliveryOrderObject d in r.DtcActivity)
{
DeliveryOrderReasonCodeObject drc = null;
DeliveryOrderLookups.ReasonCodes.TryGetValue(d.ReasonCode, out drc);
//could not find reason code
if (drc == null)
{
//Trace.WriteLine("Could not find the reason code: " + d.ReasonCode, TraceEnum.LoggedError);
}
else
{
//delivery
if (d.ActivityCode == "026" && IsHedge(d.ReasonCode))
{
if (drc.NewBorrowLoan)
{
//this is a new loan
r.OccQuantityLoaned += d.ShareQuantity.Value;
}
else
{
//this was a return
r.OccQuantityReturned += d.ShareQuantity.Value;
}
r.ContainsHedge = true;
}
//receive
else if (d.ActivityCode == "027" && IsHedge(d.ReasonCode))
{
if (drc.NewBorrowLoan)
{
r.OccQuantityBorrowed += d.ShareQuantity.Value;
}
else
{
r.OccQuantityReceived += d.ShareQuantity.Value;
}
r.ContainsHedge = true;
}
//could not find activity code
else
{
}
}
}
}
private void UpdateDtcInfo(RealTimePositionObject r)
{
r.DtcQuantityLoaned = 0;
r.DtcQuantityReturned = 0;
r.DtcQuantityBorrowed = 0;
r.DtcQuantityReceived = 0;
foreach (IncomingDeliveryOrderObject d in r.DtcActivity)
{
DeliveryOrderReasonCodeObject drc = null;
DeliveryOrderLookups.ReasonCodes.TryGetValue(d.ReasonCode, out drc);
//could not find reason code
if (drc == null)
{
//Trace.WriteLine("Could not find the reason code: " + d.ReasonCode, TraceEnum.LoggedError);
}
else
{
if ((d.Receiver != Settings.Account.Padded() && d.DelivererReceiverIndicator == "R") || (d.Deliverer != Settings.Account.Padded() && d.DelivererReceiverIndicator == "D"))
{
}
//delivery
if (d.ActivityCode == "026")
{
if (drc.NewBorrowLoan)
{
//this is a new loan
r.DtcQuantityLoaned += d.ShareQuantity.Value;
}
else
{
//this was a return
r.DtcQuantityReturned += d.ShareQuantity.Value;
}
}
//receive
else if (d.ActivityCode == "027")
{
if (drc.NewBorrowLoan)
{
r.DtcQuantityBorrowed += d.ShareQuantity.Value;
}
else
{
r.DtcQuantityReceived += d.ShareQuantity.Value;
}
}
//could not find activity code
else
{
//WE HAVE A PROBLEM
//Trace.WriteLine("Could not find the activity code: " + d.ActivityCode, TraceEnum.LoggedError);
}
}
}
}
