public EntityResponse <SecurityQuotation> GetSecurityQuotation(string securityCode)
{
EntityResponse <List <SecurityInformation> > securityInfoList = _marketDataProvider.GetSecuritiesInformation(null, securityCode);
if (!securityInfoList.IsSuccess)
{
return(EntityResponse <SecurityQuotation> .Error(securityInfoList));
}
SecurityInformation securityInfo = securityInfoList.Entity.Single();
EntityResponse <StockQuoteInfo> stockQuotes = GetStockQuote(securityInfo.SecurityCode);
if (!stockQuotes.IsSuccess)
{
return(EntityResponse <SecurityQuotation> .Error(stockQuotes));
}
SecurityQuotation model = Mapper.Map <SecurityQuotation>(securityInfo);
model = Mapper.Map(stockQuotes.Entity, model);
//model.HasOptions = _marketDataProvider.GetAllOptionBasicInformation().Any(cache => cache.OptionUnderlyingCode == securityCode && cache.OptionStatus != " ");
model.HasOptions = isSecurityHasOptions(securityCode);
return(model);
}
public SecurityQuotationViewModel AutoMapperConverterSecurityQuotation(SecurityQuotation securityQuotation)
{
SecurityQuotationViewModel result = new SecurityQuotationViewModel();
result.BuyPrice2 = securityQuotation.BuyPrice2;
result.BuyPrice3 = securityQuotation.BuyPrice3;
result.BuyPrice4 = securityQuotation.BuyPrice4;
result.BuyPrice5 = securityQuotation.BuyPrice5;
result.BuyVolume1 = securityQuotation.BuyVolume1;
result.BuyVolume2 = securityQuotation.BuyVolume2;
result.BuyVolume3 = securityQuotation.BuyVolume3;
result.BuyVolume4 = securityQuotation.BuyVolume4;
result.BuyVolume5 = securityQuotation.BuyVolume5;
result.Currency = securityQuotation.Currency.ToString();
result.CurrentAskPrice = securityQuotation.CurrentAskPrice;
result.CurrentBidPrice = securityQuotation.CurrentBidPrice;
result.HasOptions = securityQuotation.HasOptions;
result.HighPrice = securityQuotation.HighPrice;
result.LastPrice = securityQuotation.LastPrice;
result.LimitDownPrice = securityQuotation.LimitDownPrice;
result.LimitUpPrice = securityQuotation.LimitUpPrice;
result.LotFlag = securityQuotation.LotFlag.ToString();
result.LotSize = long.Parse(securityQuotation.LotSize.ToString());
result.LowPrice = securityQuotation.LowPrice;
result.OpenPrice = securityQuotation.OpenPrice;
result.PERatio = securityQuotation.PERatio;
result.PreviousClose = securityQuotation.PreviousClose;
result.SecurityClass = securityQuotation.SecurityClass;
result.SecurityCode = securityQuotation.SecurityCode;
result.SecurityLevel = securityQuotation.SecurityLevel;
result.SecurityName = securityQuotation.SecurityName;
result.SecurityStatus = securityQuotation.SecurityStatus.ToString();
result.SecuritySubClass = securityQuotation.SecuritySubClass;
result.SellPrice2 = securityQuotation.SellPrice2;
result.SellPrice3 = securityQuotation.SellPrice3;
result.SellPrice4 = securityQuotation.SellPrice4;
result.SellPrice5 = securityQuotation.SellPrice5;
result.SellVolume1 = securityQuotation.SellVolume1;
result.SellVolume2 = securityQuotation.SellVolume2;
result.SellVolume3 = securityQuotation.SellVolume3;
result.SellVolume4 = securityQuotation.SellVolume4;
result.SellVolume5 = securityQuotation.SellVolume5;
result.StockExchange = securityQuotation.StockExchange.ToString();
result.SuspendedFlag = securityQuotation.SuspendedFlag.ToString();
result.TradeDate = securityQuotation.TradeDate;
result.TradeSector = securityQuotation.TradeSector.DisplayName;
result.Turnover = securityQuotation.Turnover;
result.UnderlyinSecurityCode = securityQuotation.UnderlyinSecurityCode;
result.Volume = securityQuotation.Volume;
return(result);
}
public SecurityQuotationViewModel GetQuote(string securityCode)
{
try
{
List <string> codes = new List <string>();
codes.Add(securityCode);
_marketDataPusher.SubscribeQuotes(Context.ConnectionId, codes);
SecurityQuotation result = _marketDataService.GetSecurityQuotation(securityCode);
//return Mapper.Map<SecurityQuotationViewModel>(result);
return(OptionsPlay.Web.AutoMapperPlugin.AutoMapperPlugin.AutoMapperConverterSecurityQuotation(result));
}
catch (Exception ex)
{
Logging.Logger.Error("thread ID:" + System.Threading.Thread.CurrentThread.ManagedThreadId + ", getQuote innerException: " + ex.InnerException.ToString() + ", getQuote stackTrace: " + ex.StackTrace + ", class is MarketDataHub");
throw;
}
}
public List <BasePortfolioItemGroupViewModel> GetPortfolioData(string customerCode, string accountCode, string tradeAccount)
{
#region Fetch data
OptionPositionsArguments arguments = new OptionPositionsArguments
{
CustomerCode = customerCode,
CustomerAccountCode = accountCode
};
EntityResponse <List <OptionPositionInformation> > optionPositions = _portfolioManager.GetOptionPositions(arguments);
EntityResponse <List <OptionableStockPositionInformation> > stockPositions = _portfolioManager.GetOptionalStockPositions(customerCode, accountCode, tradeAccount);
if (!optionPositions.IsSuccess || !stockPositions.IsSuccess || optionPositions.Entity.Count == 0)
{
return(new List <BasePortfolioItemGroupViewModel>());
}
IEnumerable <PortfolioOption> portfolioOptions = Mapper.Map <List <OptionPositionInformation>, List <PortfolioOption> >(optionPositions.Entity);
IEnumerable <PortfolioStock> portfolioStocks = Mapper.Map <List <OptionableStockPositionInformation>, List <PortfolioStock> >(stockPositions.Entity);
Dictionary <string, EntityResponse <OptionChain> > optionChains = new Dictionary <string, EntityResponse <OptionChain> >();
#endregion
#region Fill additional information
foreach (PortfolioOption portfolioItem in portfolioOptions)
{
EntityResponse <List <OptionBasicInformation> > optionBasicInformation = _marketDataProviderQueryable.GetOptionBasicInformation(optionNumber: portfolioItem.OptionNumber);
if (optionBasicInformation.Entity == null || !optionBasicInformation.Entity.Any())
{
continue;
}
OptionBasicInformation basicInfo = optionBasicInformation.Entity.Single();
DateTime expiryDate = basicInfo.ExpireDate;
DateAndNumberOfDaysUntil expiry = _marketWorkTimeService.GetNumberOfDaysLeftUntilExpiry(expiryDate);
portfolioItem.Expiry = expiry;
portfolioItem.UnderlyingCode = basicInfo.OptionUnderlyingCode;
portfolioItem.UnderlyingName = basicInfo.OptionUnderlyingName;
portfolioItem.StrikePrice = basicInfo.StrikePrice;
EntityResponse <OptionChain> optionChain;
string underlying = portfolioItem.UnderlyingCode;
if (optionChains.ContainsKey(underlying))
{
optionChain = optionChains[underlying];
}
else
{
optionChain = _marketDataService.GetOptionChain(underlying);
optionChains.Add(underlying, optionChain);
}
if (optionChain == null)
{
continue;
}
Option option = optionChain.Entity[portfolioItem.OptionNumber];
if (option == null)
{
portfolioItem.UnderlyingCode = null;
continue;
}
Greeks greeks = option.Greeks ?? new Greeks();
portfolioItem.LastPrice = (decimal)option.LatestTradedPrice; //optionChain.Entity.UnderlyingCurrentPrice;
portfolioItem.PremiumMultiplier = option.RootPair.PremiumMultiplier;
portfolioItem.Greeks = new PortfolioGreeks(portfolioItem.OptionAvailableQuantity, greeks, portfolioItem.OptionSide, portfolioItem.PremiumMultiplier);
}
portfolioOptions = portfolioOptions.Where(x => x.UnderlyingCode != null);
foreach (PortfolioStock portfolioStock in portfolioStocks)
{
SecurityQuotation quote = _marketDataService.GetSecurityQuotation(portfolioStock.SecurityCode);
portfolioStock.LastPrice = quote.LastPrice;
portfolioStock.StockMarketValue = quote.LastPrice * portfolioStock.AvailableBalance;
portfolioStock.Greeks = new PortfolioGreeks(portfolioStock.AdjustedAvailableQuantity,
new Greeks()
{
Delta = 1
}, portfolioStock.OptionSide, 1);
}
#endregion
IEnumerable <BasePortfolioItemGroup> groupedByStrategies = _strategyService.GetPortfolioItemsGroupedByStrategy(portfolioOptions, portfolioStocks);
List <BasePortfolioItemGroupViewModel> result =
Mapper.Map <IEnumerable <BasePortfolioItemGroup>, IEnumerable <BasePortfolioItemGroupViewModel> >(groupedByStrategies)
.ToList();
return(result);
}
public SecurityQuotationViewModel GetSecurityQuotation(string securityCode)
{
SecurityQuotation result = _marketDataService.GetSecurityQuotation(securityCode);
return(Mapper.Map <SecurityQuotationViewModel>(result));
}