/// <summary>
/// Create a copy of <see cref="PortfolioLookupMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new PortfolioLookupMessage();
CopyTo(clone);
return(clone);
}
/// <summary>
/// Copy the message into the <paramref name="destination" />.
/// </summary>
/// <param name="destination">The object, to which copied information.</param>
protected virtual void CopyTo(PortfolioLookupMessage destination)
{
base.CopyTo(destination);
destination.SecurityId = SecurityId;
destination.StrategyId = StrategyId;
}
/// <summary>
/// Create a copy of <see cref="PortfolioLookupMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new PortfolioLookupMessage {
SecurityId = SecurityId
};
CopyTo(clone);
return(clone);
}
private void ProcessPortolioLookupMessage(PortfolioLookupMessage pfMsg)
{
if (_lookupPortfoliosId == 0)
{
_lookupPortfoliosId = pfMsg.TransactionId;
_wrapper.LookupPortfolios();
}
else
SendOutError(LocalizedStrings.Str1868);
}
//private static string GetOECAccountName(string localPortfolioName)
//{
// return localPortfolioName.Split(new[] { '-' })[0];
//}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
foreach (var account in _client.Accounts)
{
ProcessAccount(account, null);
foreach (var list in account.DetailedPositions)
{
foreach (var position in list)
ProcessPosition(position);
}
}
SendOutMessage(new PortfolioLookupResultMessage { OriginalTransactionId = message.TransactionId });
}
private void ProcessPortfolioLookup(PortfolioLookupMessage message)
{
//SendOutMessage(new PortfolioMessage
//{
// PortfolioName = GetPortfolioName()
//});
ProcessBalance(_httpClient.RequestBalance());
if (message != null)
SendOutMessage(new PortfolioLookupResultMessage { OriginalTransactionId = message.TransactionId });
}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
var portfolios = _client.GetPortfolios();
foreach (var portfolio in portfolios)
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = portfolio.bstrAcct,
State = PortfolioStates.Active, // ???
OriginalTransactionId = message.TransactionId,
});
}
var pos = _client.GetPositions();
foreach (var position in pos)
{
var m = new PositionMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId { SecurityCode = position.bstrSym, BoardCode = AssociatedBoardCode, SecurityType = position.bstrInstrument.ToSecurityType() },
OriginalTransactionId = message.TransactionId,
};
SendOutMessage(m);
var changeMsg = new PositionChangeMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId { SecurityCode = position.bstrSym, BoardCode = AssociatedBoardCode, SecurityType = position.bstrInstrument.ToSecurityType() },
ServerTime = CurrentTime
};
changeMsg.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)position.fReal);
changeMsg.TryAdd(PositionChangeTypes.BeginValue, (decimal)position.nOpeningPosition);
changeMsg.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(position.nOpeningPosition + (position.nSharesBot - position.nSharesSld)));
changeMsg.TryAdd(PositionChangeTypes.Commission, (decimal)position.fPositionCost);
SendOutMessage(message);
}
SendOutMessage(new PortfolioLookupResultMessage { OriginalTransactionId = message.TransactionId });
}
private void ProcessPortfolioLookup(PortfolioLookupMessage message)
{
var reply = _client.GetInfo();
ProcessFunds(reply.State.Funds);
SendOutMessage(new PortfolioMessage
{
PortfolioName = GetPortfolioName(),
State = reply.State.Rights.CanTrade ? PortfolioStates.Active : PortfolioStates.Blocked,
OriginalTransactionId = message == null ? 0 : message.TransactionId
});
if (message != null)
SendOutMessage(new PortfolioLookupResultMessage { OriginalTransactionId = message.TransactionId });
}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
foreach (var account in _restClient.GetAccounts())
{
_accountIds[account.Name] = account.Id;
SendOutMessage(new PortfolioMessage
{
PortfolioName = account.Name,
Currency = account.Currency.To<CurrencyTypes>(),
});
var details = _restClient.GetAccountDetails(account.Id);
SendOutMessage(new PortfolioChangeMessage { PortfolioName = account.Name }
.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)details.RealizedPnL)
.TryAdd(PositionChangeTypes.UnrealizedPnL, (decimal)details.UnrealizedPnL)
.TryAdd(PositionChangeTypes.CurrentPrice, (decimal)details.Balance)
.TryAdd(PositionChangeTypes.BlockedValue, (decimal)details.MarginUsed)
.TryAdd(PositionChangeTypes.CurrentValue, (decimal)details.MarginAvailable));
foreach (var position in _restClient.GetPositions(account.Id))
{
SendOutMessage(new PositionChangeMessage
{
PortfolioName = account.Name,
SecurityId = position.Instrument.ToSecurityId(),
}
.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(position.Side.To<Sides>() == Sides.Buy ? position.Units : -position.Units))
.TryAdd(PositionChangeTypes.AveragePrice, (decimal)position.AveragePrice));
}
}
SendOutMessage(new PortfolioLookupResultMessage { OriginalTransactionId = message.TransactionId });
}