public void ConvertToDeliveryPreviousDaysExpiringOpenPositions()
{
if (!MarketUtils.IsTimeAfter2XMin(50))
{
return;
}
BrokerErrorCode errCode = BrokerErrorCode.Unknown;
// Get holding order matching this. check expiry date. if today then cancel holding order and convert it
List <EquityPendingPositionForDelivery> pendingPositions;
errCode = broker.GetOpenPositionsPendingForDelivery(stockCode, out pendingPositions);
var positionsExpiringToday = pendingPositions.Where(p => p.ExpiryDate <= DateTime.Today.Date);
var holdingsOrdersToRemove = new List <HoldingOrder>();
foreach (var position in positionsExpiringToday)
{
var holdingOrder = holdingsOrders.Where(h => h.Type == OrderPositionTypeEnum.OpenPendingDelivery && h.SettlementNumber == position.SettlementNumber && !string.IsNullOrEmpty(h.OrderRef) && h.Qty == position.BlockedQuantity && h.Qty > 0).FirstOrDefault();
var qtyToConvert = holdingOrder.Qty;
// free up the blocked qty to go ahead with conversion
errCode = CancelEquityOrder(string.Format("[Holding Conversion EOD] {0} {1}", holdingOrder.Type, holdingOrder.SettlementNumber), ref holdingOrder.OrderRef, EquityOrderType.DELIVERY, OrderDirection.SELL);
if (errCode == BrokerErrorCode.Success)
{
// instead of removing the order mark the status as Cancelled and set Qty to 0
holdingOrder.Qty = 0;
holdingOrder.Status = OrderStatus.CANCELLED;
//holdingsOrdersToRemove.Add(holdingOrder);
}
int retryCount = 0;
errCode = BrokerErrorCode.Unknown;
while (errCode != BrokerErrorCode.Success && retryCount++ < 3)
{
// Just to ensure the qty is freed up and some time before retry
Thread.Sleep(5000);
// convert to delivery
errCode = ConvertToDeliveryFromPendingForDelivery(stockCode, qtyToConvert, qtyToConvert, position.SettlementNumber, position.Exchange);
if (errCode != BrokerErrorCode.Success)
{
// Conversion fails.. log the parameters
Trace(string.Format("Previous ConversionToDelivery Failed: {5} {0} {1} qty expiring on {2} {3} {4}", stockCode, qtyToConvert, position.ExpiryDate.Date, position.SettlementNumber, position.Exchange, errCode));
}
}
}
if (holdingsOrdersToRemove.Any())
{
holdingsOrders.RemoveAll(h => holdingsOrdersToRemove.Contains(h));
UpdatePositionFile();
}
}
