public static void SetMaxOverallPositionLimit(Account account, int maxExposedPos)
{
var name = "Max Exposed Position";
var risksApi = new RisksApi();
// Find or create a position risk limit entity - an entity that describes a threshold level
var positionLimits = risksApi.GetOwnedUserAccountPositionLimits(account.Id);
var exposureRiskLimit =
positionLimits.FirstOrDefault(x => x.Description == name && x.TotalBy == UserAccountPositionLimit.TotalByEnum.Overall);
if (exposureRiskLimit == null)
{
Console.WriteLine($"'{name}' risk limit is not found. Creating a new one.");
var request = new UserAccountPositionLimit(
AccountId: account.Id,
Active: true,
TotalBy: UserAccountPositionLimit.TotalByEnum.Overall,
Description: name,
ExposedLimit: maxExposedPos);
exposureRiskLimit = risksApi.CreateUserAccountPositionLimit(request);
}
else if (exposureRiskLimit.ExposedLimit != maxExposedPos || exposureRiskLimit.Active != true)
{
Console.WriteLine($"'{name}' risk limit is found, but doesn't match new requirements. Updating old one.");
exposureRiskLimit.ExposedLimit = maxExposedPos;
exposureRiskLimit.Active = true;
exposureRiskLimit = risksApi.UpdateUserAccountPositionLimit(exposureRiskLimit);
}
else
{
Console.WriteLine($"'{name}' risk limit is found and it matches new requirements.");
}
// Now find or create "hard limit" risk limit parameter - an entity that specifies
// what to do when the thresold reached.
// "hard limit" tells to reject orders over the threshold.
var riskLimitParams = risksApi.GetOwnedUserAccountRiskParameters(exposureRiskLimit.Id);
var hardLimitParam = riskLimitParams.FirstOrDefault(x => x.HardLimit == true);
if (hardLimitParam == null)
{
Console.WriteLine($"Hard-Limit parameter is not found. Creating a new one");
hardLimitParam = new UserAccountRiskParameter(
UserAccountPositionLimitId: exposureRiskLimit.Id,
HardLimit: true);
risksApi.CreateUserAccountRiskParameter(hardLimitParam);
}
else
{
Console.WriteLine($"Hard-Limit parameter exists already");
}
}
public static void ShowRiskLimits(Account account)
{
var risksApi = new RisksApi();
var positionLimits = risksApi.GetOwnedUserAccountPositionLimits(account.Id);
foreach (var positionLimit in positionLimits)
{
Console.WriteLine(positionLimit);
var riskParameters = risksApi.GetOwnedUserAccountRiskParameters(positionLimit.Id);
foreach (var riskParameter in riskParameters)
{
Console.WriteLine(riskParameter);
}
}
if (positionLimits.Count == 0)
{
Console.WriteLine("This account doesn't have user-defined risk limits");
}
}
