/// <summary>
/// add data to existing symbol.
/// </summary>
/// <param name="raw">
/// The raw trade data
/// </param>
private void AddDataToExistingSymbol(RawTradeData raw)
{
TradeSummary updateSummary = this._summary.FirstOrDefault(x => x.Symbol == raw.Symbol);
updateSummary.MaxTimeGap = raw.TimeStamp - updateSummary.LastTimeStamp > updateSummary.MaxTimeGap
? raw.TimeStamp - updateSummary.LastTimeStamp
: updateSummary.MaxTimeGap;
updateSummary.LastTimeStamp = raw.TimeStamp;
updateSummary.MaxPrice = raw.Price > updateSummary.MaxPrice ? raw.Price : updateSummary.MaxPrice;
updateSummary.TotalAmount = updateSummary.TotalAmount + raw.Price * raw.Quantity;
updateSummary.Volume = updateSummary.Volume + raw.Quantity;
}
protected override void BasePostProcessing(ref Trade entity, OperationType operationType)
{
///2. add entry to TradeSummaryAudit
///3. calculate the TradeSummary
var tickerTradeSummary = tradeSummaryRepo.GetByTickerId(entity.TickerId);
if (tickerTradeSummary == null || tickerTradeSummary.Id == 0)
{
tickerTradeSummary = new TradeSummary()
{
TickerId = entity.TickerId,
Ticker = entity.Ticker,
Quantity = 0,
UnitPrice = 0,
UnitPriceWithCost = 0
};
}
var tradeaudit = new TradeSummaryAudit()
{
TickerId = entity.TickerId,
Ticker = entity.Ticker,
MovementType = operationType.ToString(),
OldQuantity = tickerTradeSummary != null ? tickerTradeSummary.Quantity: 0,
OldUnitPrice = tickerTradeSummary != null ? tickerTradeSummary.UnitPrice: 0,
OldUnitPriceWithCost = tickerTradeSummary != null ? tickerTradeSummary.UnitPriceWithCost: 0,
TradeId = entity.Id,
TradeQuantity = entity.Quantity,
TradeUnitPrice = entity.UnitPrice,
TradePriceWithCost = entity.UnitPriceWithCost,
};
if (entity.TradeType == TradeType.Buy.ToString())
{
tickerTradeSummary.UnitPrice = ((tickerTradeSummary.UnitPrice * tickerTradeSummary.Quantity) + (entity.UnitPrice * entity.Quantity)) / (tickerTradeSummary.Quantity + entity.Quantity);
tickerTradeSummary.UnitPriceWithCost = ((tickerTradeSummary.UnitPriceWithCost * tickerTradeSummary.Quantity) + (entity.UnitPriceWithCost * entity.Quantity)) / (tickerTradeSummary.Quantity + entity.Quantity);
tickerTradeSummary.Quantity = tickerTradeSummary.Quantity + entity.Quantity;
}
else if (entity.TradeType == TradeType.Sell.ToString())
{
tickerTradeSummary.Quantity = tickerTradeSummary.Quantity - entity.Quantity;
//for sell transaction, just log the quantity reduced but the profit or loss should be track in separately as realized P & L
}
tradeaudit.NewQuantity = tickerTradeSummary.Quantity;
tradeaudit.NewUnitPrice = tickerTradeSummary.UnitPrice;
tradeaudit.NewUnitPriceWithCost = tickerTradeSummary.UnitPriceWithCost;
if (tickerTradeSummary.Id == 0)
{
tradeSummaryRepo.Add(tickerTradeSummary);
}
else
{
tradeSummaryRepo.Update(tickerTradeSummary);
}
tradeaudit.TradeSummaryId = tickerTradeSummary.Id;
tradeSummaryAuditRepo.Add(tradeaudit);
tradeSummaryRepo.Commit();
tradeSummaryAuditRepo.Commit();
}
