internal static void CalculatePreCheckNecessary(Transaction tran, ref CalculateUnfillMarginParameters unfillParams, decimal?effectiveLot = null)
{
Price buy = null;
Price sell = null;
Account account = tran.Owner;
Settings.Instrument settingInstrument = tran.SettingInstrument;
AccountClass.Instrument accountInstrument = account.GetOrCreateInstrument(settingInstrument.Id);
if (tran.OrderType == OrderType.Market || tran.OrderType == OrderType.MarketOnOpen ||
tran.OrderType == OrderType.MarketOnClose || settingInstrument.MarginFormula == MarginFormula.CSiMarketPrice ||
settingInstrument.MarginFormula == MarginFormula.CSxMarketPrice)
{
Quotation quotation = QuotationProvider.GetLatestQuotation(tran.InstrumentId, account);
buy = quotation.BuyOnCustomerSide;
sell = quotation.SellOnCustomerSide;
}
foreach (Order order in tran.Orders)
{
if (order.Phase == OrderPhase.Placed || order.Phase == OrderPhase.Placing)
{
decimal contractSize = tran.ContractSize == 0 ? accountInstrument.TradePolicyDetail.ContractSize : tran.ContractSize;
var price = order.IsBuy ? sell : buy;
order.CalculatePreCheckNecessary(settingInstrument.MarginFormula, tran.CurrencyRate, contractSize, price, effectiveLot);
}
}
foreach (Order order in tran.Orders)
{
if (tran.Type == TransactionType.OneCancelOther && tran.OrderType == OrderType.Limit && order.TradeOption == TradeOption.Better)
{
continue;
}
Collect(order, tran.ContractSize, effectiveLot, ref unfillParams);
}
}
internal static decimal CalculatePreCheckBalance(this Instrument instrument)
{
if (!instrument.IsPhysical)
{
return(0);
}
Price buy = null;
Account account = instrument.Owner;
Quotation quotation = QuotationProvider.GetLatestQuotation(instrument.Id, account);
Debug.Assert(quotation != null);
buy = quotation.BuyOnCustomerSide;
decimal preCheckBalance = 0m;
TradePolicyDetail tradePolicyDetail = instrument.TradePolicyDetail;
foreach (Transaction tran in account.GetTransactions(instrument.Id))
{
foreach (PhysicalOrder order in tran.Orders)
{
if (order.PhysicalTradeSide == PhysicalTradeSide.Buy && order.IsOpen)
{
if (order.Phase == OrderPhase.Placed || order.Phase == OrderPhase.Placing)
{
var price = order.SetPrice == null ? buy : order.SetPrice;
decimal marketValue = MarketValueCalculator.CalculateValue(instrument.Setting.TradePLFormula, order.Lot, price,
tradePolicyDetail.DiscountOfOdd, tradePolicyDetail.ContractSize);
if (order.IsInstalment)
{
decimal instalmentAdministrationFee = order.CalculateInstalmentAdministrationFee(marketValue);
decimal downPayment = order.CalculatePaidAmount(marketValue);
preCheckBalance += (instalmentAdministrationFee + downPayment);
}
else
{
preCheckBalance += marketValue;
}
}
}
}
}
return(preCheckBalance);
}