private void ChangePosition(Security security, Portfolio portfolio, decimal diff)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (portfolio == null)
{
throw new ArgumentNullException("portfolio");
}
bool isNew;
var position = _positions.SafeAdd(Tuple.Create(security, portfolio),
key => new Position {
Security = key.Item1, Portfolio = key.Item2
}, out isNew);
position.CurrentValue += diff;
if (isNew)
{
NewPosition.SafeInvoke(position);
}
else
{
PositionChanged.SafeInvoke(position);
}
}
private void RaisePositionChanged(Position position)
{
PositionChanged.SafeInvoke(position);
var multiEvt = PositionsChanged;
if (multiEvt == null)
{
return;
}
multiEvt.SafeInvoke(new[] { position });
}
internal void OnUpdatePosition(string portfolioName, string securityId, double avPrice, double amount, double planned)
{
PositionChanged.SafeInvoke(portfolioName, securityId, avPrice.ToDecimal(), amount.ToDecimal(), planned.ToDecimal());
}
/// <summary>
/// To calculate position.
/// </summary>
/// <param name="message">Message.</param>
/// <returns>The position by order or trade.</returns>
public decimal?ProcessMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
Reset();
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
var key = Tuple.Create(execMsg.SecurityId, execMsg.PortfolioName);
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Order:
{
if (!ByOrders)
{
return(0);
}
var orderId = execMsg.OriginalTransactionId;
var newPosition = execMsg.GetPosition();
bool? isNew = null;
decimal position;
lock (_positions.SyncRoot)
{
Tuple <Sides, decimal> oldPosition;
if (_byOrderPositions.TryGetValue(orderId, out oldPosition))
{
if (newPosition != oldPosition.Item2)
{
_byOrderPositions[orderId] = Tuple.Create(execMsg.Side, newPosition);
isNew = false;
}
position = newPosition - oldPosition.Item2;
}
else
{
_byOrderPositions.Add(orderId, Tuple.Create(execMsg.Side, newPosition));
position = newPosition;
isNew = true;
}
_positions[key] = _positions.TryGetValue(key) + position;
Position += position;
}
if (isNew == true)
{
NewPosition.SafeInvoke(new KeyValuePair <Tuple <SecurityId, string>, decimal>(key, position));
}
else if (isNew == false)
{
PositionChanged.SafeInvoke(new KeyValuePair <Tuple <SecurityId, string>, decimal>(key, position));
}
return(position);
}
case ExecutionTypes.Trade:
{
if (ByOrders)
{
return(0);
}
var position = execMsg.GetPosition();
if (position == 0)
{
break;
}
bool isNew;
lock (_positions.SyncRoot)
{
decimal prev;
isNew = _positions.TryGetValue(key, out prev);
_positions[key] = prev + position;
Position += position;
}
if (isNew)
{
NewPosition.SafeInvoke(new KeyValuePair <Tuple <SecurityId, string>, decimal>(key, position));
}
else
{
PositionChanged.SafeInvoke(new KeyValuePair <Tuple <SecurityId, string>, decimal>(key, position));
}
return(position);
}
}
break;
}
}
return(null);
}
internal void OnUpdatePosition(string portfolioName, string securityId, double avPrice, double amount, double planned)
{
PositionChanged.SafeInvoke(portfolioName, securityId, SafeCast(avPrice), SafeCast(amount), SafeCast(planned));
}
private void PositionChangedHandler(Position position)
{
AddGuiAction(() => PositionChanged.SafeInvoke(position));
}