private void InfoClient_OnInfoHolding(InfoHolding holding)
{
if (!accounts.ContainsKey(holding.account))
{
return;
}
var code = holding.security + "|BRD-NORMAL";
var instrument = connector.ResolveSymbolAsync(code).Result;
if (instrument == null)
{
Logger.Error().Print($"Unable to resolve instrument for {code}");
return;
}
if (!mapAccountIdToAccount.ContainsKey(holding.acc_id))
{
mapAccountIdToAccount.Add(holding.acc_id, accounts[holding.account]);
}
var position = new PositionMessage
{
Account = holding.account,
Instrument = instrument,
Quantity = (int)holding.trade_buy_qty - (int)holding.trade_sell_qty,
Price = PriceHelper.ToPrice(holding.settle_price)
};
OnMessageReceived(position);
}
private InstrumentParams CreateParams(InfoSecboard secboard)
{
var instrument = connector.ResolveSymbolAsync(secboard.code).Result;
if (instrument == null)
{
return(null);
}
var security = securitiesMap[secboard.security];
return(new InstrumentParams
{
Instrument = instrument,
//ExpirationDate = security.execution_day,
PriceStep = PriceHelper.ToPrice(security.price_step),
LotSize = security.lot_size
});
}