public static void AddInstrument(QuikConnectionManager.StaticInstrument obj)
{
if (Instruments.Any(k=> k.Id==obj.Id))
{
//var i=Instruments.First(k => k.Id == obj.Id);
log.Warn("Trying to add existing instrument Id={0} Code={1} Class={2} ",obj.Id,obj.Code,obj.Class);
}
else
{
if (obj.InstrumentType == "Futures")
{
Entities.Instrument instr = new Entities.Instrument(obj.Id, obj.Code, obj.Class, Entities.InstrumentType.Futures, obj.BaseContract,obj.BaseContractClass, obj.FullName);
instr.DaysToMate = obj.DaysToMate;
instr.MaturityDate = Convert.ToDateTime(obj.MaturityDate).Date;
Instruments.Add(instr);
}
else
{
Entities.Instrument instr = new Entities.Instrument(obj.Id, obj.Code, obj.Class, Entities.InstrumentType.Option, obj.FullName, obj.OptionType == "Call" ? Entities.OptionType.Call : Entities.OptionType.Put, obj.Strike, obj.BaseContract, obj.BaseContractClass);
instr.DaysToMate = obj.DaysToMate;
instr.MaturityDate = Convert.ToDateTime(obj.MaturityDate).Date;
Instruments.Add(instr);
}
log.Trace("New instrument added Id={0} Code={1} Class={2}",obj.Id,obj.Code,obj.Class);
}
}
public static void AddAccount(QuikConnectionManager.Account obj)
{
if(!Accounts.Any(k=> k.Id==obj.Id))
{
Accounts.Add(new Entities.Account(obj.Name, obj.Id));
log.Info("New account added Id={0} Name={1}",obj.Id,obj.Name);
}
else
{
log.Warn("Trying to add existing account {0} {1}",obj.Id,obj.Name);
}
}
public static void AddPosition(QuikConnectionManager.Position obj)
{
if (!Positions.Any(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode))
{
Entities.Instrument instr;
if (obj.AccountName == "FOUXK_001")
Console.Write("fnfyng");
try
{
instr = Instruments.First(k => k.Code == obj.SecurityCode);
var pos = new Entities.Position(obj.AccountName, instr, obj.TotalNet, obj.BuyQty, obj.SellQty,obj.VarMargin);
Positions.Add(pos);
log.Info("New position added. SecCode={0} Account={1}", obj.SecurityCode, obj.AccountName);
if (pos.Instrument.Type == Entities.InstrumentType.Futures)
{
if (Portfolios.Any(k => k.BaseCode == pos.Instrument.Code && k.Account==pos.AccountName))
{
Portfolios.First(k => k.BaseCode == pos.Instrument.Code && k.Account==pos.AccountName).Positions.Add(pos);
log.Info("Futures Position added to existing portfolio.");
}
else
{ // create new portfolio
Entities.Portfolio port = new Entities.Portfolio(pos.Instrument.Code, pos.AccountName);
port.Positions.Add(pos);
Portfolios.Add(port);
log.Info("New portfolio created. Name={0} Base={1} Account={2}", port.Name, port.BaseCode, port.Account);
}
}
else if (pos.Instrument.Type == Entities.InstrumentType.Option)
{
if (Portfolios.Any(k => k.BaseCode == pos.Instrument.BaseContract && k.Account==pos.AccountName))
{
Portfolios.First(k => k.BaseCode == pos.Instrument.BaseContract && k.Account==pos.AccountName).Positions.Add(pos);
log.Info("Option Position added to existing portfolio.");
}
else
{ // create new portfolio
Entities.Portfolio port = new Entities.Portfolio(pos.Instrument.BaseContract, pos.AccountName);
port.Positions.Add(pos);
Portfolios.Add(port);
log.Info("New portfolio created. Name={0} Base={1} Account={2}", port.Name, port.BaseCode, port.Account);
}
}
}
catch (SystemException exep)
{
log.Error("Try to add position for unknown instrument {0} {1} {2}", obj.SecurityCode, obj.AccountName, obj.TotalNet);
log.Error(exep.Message);
}
}
else
log.Warn("Try to add existing position. {0} {1}",obj.AccountName,obj.SecurityCode);
}
public static void UpdatePosition(QuikConnectionManager.Position obj)
{
if(Positions.Any(k=>k.AccountName==obj.AccountName && k.Instrument.Code==obj.SecurityCode))
{
Entities.Position p = Positions.First(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode);
p.Update(obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
//p.TotalNet = obj.TotalNet;
//p.BuyQty = obj.BuyQty;
//p.SellQty = obj.SellQty;
//p.VM = obj.VarMargin;
}
else
{
log.Warn("Update on unknown position {0} {1}",obj.AccountName,obj.SecurityCode);
}
// update portfolio
try
{
Entities.Instrument i=Instruments.First(k=> k.Code==obj.SecurityCode);
string basec=i.Type==Entities.InstrumentType.Futures? i.Code:i.BaseContract;
Entities.Portfolio p=Portfolios.First(k => k.Account == obj.AccountName && k.BaseCode==basec);
Entities.Position pos=p.Positions.First(k=> k.AccountName==obj.AccountName && k.Instrument.Code==obj.SecurityCode);
pos.Update(obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
//pos.TotalNet=obj.TotalNet;
//pos.VM = obj.VarMargin;
//pos.BuyQty = obj.BuyQty;
//pos.SellQty = obj.SellQty;
}
catch { log.Warn("Can`t find portfolio for position update!"); }
}
public static void UpdateInstrument(QuikConnectionManager.DynamicInstrument obj)
{
try
{
var i = Instruments.First(k => k.Id == obj.Id);
i.Update(obj.LastPrice, obj.Volatility, obj.TheorPrice,0, obj.Ask, obj.AskVol, obj.Bid, obj.BidVol);
if (i.Type == Entities.InstrumentType.Futures)
{
foreach (Entities.Instrument ins in Instruments)
{
if (ins.BaseContract == i.Code) ins.SettlePrice = i.LastPrice;
}
}
if (Portfolios.Any(k => k.BaseCode == i.Code))
{
foreach (Entities.Portfolio p in Portfolios.Where(k => k.BaseCode == i.Code))
{
p.Refresh();
}
}
//i.LastPrice = obj.LastPrice;
//i.Volatility = obj.Volatility;
//i.TheorPrice = obj.TheorPrice;
//i.BestAsk = obj.Ask;
//i.BestAskVolume = obj.AskVol;
//i.BestBid = obj.Bid;
//i.BestBidVolume = obj.BidVol;
}
catch (SystemException e)
{
log.Error("Update for unknown instrument Id={0}",obj.Id);
}
}
public static void UpdateAccount(QuikConnectionManager.Account obj)
{
try
{
//Accounts.First(k => k.Id == obj.Id).Name = obj.Name;
//update account
}
catch (SystemException e)
{
log.Warn("Update on unknown account");
}
}
