public int GetTotalSellVolume()
{
if (SellOrders.Count <= 0)
{
return(0);
}
return(SellOrders.Select(order => order.Volume).Sum());
}
public List <Order> CloneSellOrders()
{
return(SellOrders.Select(order => order.Clone()).ToList());
}
public void UpdateWithExcel(List <Order> excelOrders, PositionInfo positionInfo, string symbol)
{
WriteToLogDB("UpdateWithExcel", "Started", symbol);
// Updating CurrentState's Position
if (!AvgPrice.Equals(positionInfo.AvgPrice))
{
WriteToLogDB("UpdateWithExcel", "Changing AvgPrice from " + AvgPrice + " to " + positionInfo.AvgPrice, symbol);
AvgPrice = positionInfo.AvgPrice;
}
int sideCoeff = (positionInfo.Side == "Long" ? 1 : -1);
/*if (Planned != (int)positionInfo.Planned * sideCoeff)
* {
* WriteToLogDB("UpdateWithExcel", "Changing Planned from " + Planned + " to " + (int)positionInfo.Planned, symbol);
* //Planned = ((int)positionInfo.Planned) * sideCoeff;
* } */
int newPosition = ((int)positionInfo.Quantity) * sideCoeff;
if (Position != newPosition)
{
WriteToLogDB("UpdateWithExcel", "Changing Position from " + Position + " to " + newPosition, symbol);
Position = newPosition;
}
// Updating buy and sell orders
List <int> indexesToDeleteFromCurrentState = new List <int>();
List <string> orderIds = BuyOrders.Select(order => order.OrderId).ToList();
List <int> cookies = BuyOrders.Select(order => order.Cookie).ToList();
orderIds.AddRange(SellOrders.Select(order => order.OrderId).ToList());
cookies.AddRange(SellOrders.Select(order => order.Cookie).ToList());
BuyOrders.Clear();
BuyOrders = excelOrders.Where(order => order.Action == ActionEnum.BUY).ToList();
SellOrders.Clear();
SellOrders = excelOrders.Where(order => order.Action == ActionEnum.SELL).ToList();
WriteToLogDB("UpdateWithExcel", "Buy and Sell orders from Current State Cleared. Updating from Excel", symbol);
for (int i = 0; i < BuyOrders.Count; i++)
{
int index = orderIds.IndexOf(BuyOrders[i].OrderId);
if (index >= 0)
{
BuyOrders[i].Cookie = cookies[index];
}
else
{
WriteToLogDB("UpdateWithExcel", BuyOrders[i].OrderId + " not found. Order added to CurrentState from Excel", symbol);
}
}
for (int i = 0; i < SellOrders.Count; i++)
{
int index = orderIds.IndexOf(SellOrders[i].OrderId);
if (index >= 0)
{
SellOrders[i].Cookie = cookies[index];
}
else
{
WriteToLogDB("UpdateWithExcel", SellOrders[i].OrderId + " not found. Order added to CurrentState from Excel", symbol);
}
}
WriteToLogDB("UpdateWithExcel", "Finished", symbol);
}
