/// <summary>
/// Gets all holdings for the account
/// </summary>
/// <returns>The current holdings from the account</returns>
public override List <Holding> GetAccountHoldings()
{
var holdings = GetPositions(_accountId).Select(ConvertHolding).Where(x => x.Quantity != 0).ToList();
// Set MarketPrice in each Holding
var oandaSymbols = holdings
.Select(x => _symbolMapper.GetBrokerageSymbol(x.Symbol))
.ToList();
if (oandaSymbols.Count > 0)
{
var quotes = GetRates(oandaSymbols).ToDictionary(x => x.instrument);
foreach (var holding in holdings)
{
var oandaSymbol = _symbolMapper.GetBrokerageSymbol(holding.Symbol);
Price quote;
if (quotes.TryGetValue(oandaSymbol, out quote))
{
holding.MarketPrice = Convert.ToDecimal((quote.bid + quote.ask) / 2);
}
}
}
return(holdings);
}
/// <summary>
/// Gets all holdings for the account
/// </summary>
/// <returns>The current holdings from the account</returns>
public override List <Holding> GetAccountHoldings()
{
var holdings = _api.GetAccountHoldings();
// Set MarketPrice in each Holding
var oandaSymbols = holdings
.Select(x => _symbolMapper.GetBrokerageSymbol(x.Symbol))
.ToList();
if (oandaSymbols.Count > 0)
{
var quotes = _api.GetRates(oandaSymbols);
foreach (var holding in holdings)
{
var oandaSymbol = _symbolMapper.GetBrokerageSymbol(holding.Symbol);
Tick tick;
if (quotes.TryGetValue(oandaSymbol, out tick))
{
holding.MarketPrice = (tick.BidPrice + tick.AskPrice) / 2;
}
}
}
return(holdings);
}
public void ReturnsCorrectBrokerageSymbol()
{
var mapper = new OandaSymbolMapper();
var symbol = Symbol.Create("EURUSD", SecurityType.Forex, Market.Oanda);
var brokerageSymbol = mapper.GetBrokerageSymbol(symbol);
Assert.AreEqual("EUR_USD", brokerageSymbol);
symbol = Symbol.Create("DE30EUR", SecurityType.Cfd, Market.Oanda);
brokerageSymbol = mapper.GetBrokerageSymbol(symbol);
Assert.AreEqual("DE30_EUR", brokerageSymbol);
}
public void ThrowsOnNullOrEmptySymbol()
{
var mapper = new OandaSymbolMapper();
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol(null, SecurityType.Forex, Market.Oanda));
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol("", SecurityType.Forex, Market.Oanda));
var symbol = Symbol.Empty;
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
symbol = null;
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
symbol = Symbol.Create("", SecurityType.Forex, Market.Oanda);
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
}
public void ThrowsOnUnknownSymbol()
{
var mapper = new OandaSymbolMapper();
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol("ABC_USD", SecurityType.Forex, Market.Oanda));
var symbol = Symbol.Create("ABCUSD", SecurityType.Forex, Market.Oanda);
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
}
/// <summary>
/// Subscribes to the requested symbols (using a single streaming session)
/// </summary>
/// <param name="symbolsToSubscribe">The list of symbols to subscribe</param>
protected void SubscribeSymbols(List <Symbol> symbolsToSubscribe)
{
var instruments = symbolsToSubscribe
.Select(symbol => SymbolMapper.GetBrokerageSymbol(symbol))
.ToList();
StopPricingStream();
if (instruments.Count > 0)
{
StartPricingStream(instruments);
}
}
/// <summary>
/// Subscribes to the requested symbols (using a single streaming session)
/// </summary>
/// <param name="symbolsToSubscribe">The list of symbols to subscribe</param>
protected void SubscribeSymbols(List <Symbol> symbolsToSubscribe)
{
var instruments = symbolsToSubscribe
.Select(symbol => SymbolMapper.GetBrokerageSymbol(symbol))
.ToList();
PricingConnectionHandler.EnableMonitoring(false);
StopPricingStream();
if (instruments.Count > 0)
{
StartPricingStream(instruments);
PricingConnectionHandler.EnableMonitoring(true);
}
}
public void ThrowsOnInvalidSecurityType()
{
var mapper = new OandaSymbolMapper();
Assert.Throws<ArgumentException>(() => mapper.GetLeanSymbol("AAPL", SecurityType.Equity, Market.Oanda));
var symbol = Symbol.Create("AAPL", SecurityType.Equity, Market.Oanda);
Assert.Throws<ArgumentException>(() => mapper.GetBrokerageSymbol(symbol));
}