public static void AddInstrument(QuikConnectionManager.StaticInstrument obj)
{
if (Instruments.Any(k => k.Id == obj.Id))
{
//var i=Instruments.First(k => k.Id == obj.Id);
log.Warn("Trying to add existing instrument Id={0} Code={1} Class={2} ", obj.Id, obj.Code, obj.Class);
}
else
{
if (obj.InstrumentType == "Futures")
{
Entities.Instrument instr = new Entities.Instrument(obj.Id, obj.Code, obj.Class, Entities.InstrumentType.Futures, obj.BaseContract, obj.BaseContractClass, obj.FullName);
instr.DaysToMate = obj.DaysToMate;
instr.MaturityDate = Convert.ToDateTime(obj.MaturityDate).Date;
Instruments.Add(instr);
}
else
{
Entities.Instrument instr = new Entities.Instrument(obj.Id, obj.Code, obj.Class, Entities.InstrumentType.Option, obj.FullName, obj.OptionType == "Call" ? Entities.OptionType.Call : Entities.OptionType.Put, obj.Strike, obj.BaseContract, obj.BaseContractClass);
instr.DaysToMate = obj.DaysToMate;
instr.MaturityDate = Convert.ToDateTime(obj.MaturityDate).Date;
Instruments.Add(instr);
}
log.Trace("New instrument added Id={0} Code={1} Class={2}", obj.Id, obj.Code, obj.Class);
}
}
public static void UpdatePosition(QuikConnectionManager.Position obj)
{
if (Positions.Any(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode))
{
Entities.Position p = Positions.First(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode);
p.Update(obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
//p.TotalNet = obj.TotalNet;
//p.BuyQty = obj.BuyQty;
//p.SellQty = obj.SellQty;
//p.VM = obj.VarMargin;
}
else
{
log.Warn("Update on unknown position {0} {1}", obj.AccountName, obj.SecurityCode);
}
// update portfolio
try
{
Entities.Instrument i = Instruments.First(k => k.Code == obj.SecurityCode);
string basec = i.Type == Entities.InstrumentType.Futures? i.Code:i.BaseContract;
Entities.Portfolio p = Portfolios.First(k => k.Account == obj.AccountName && k.BaseCode == basec);
Entities.Position pos = p.Positions.First(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode);
pos.Update(obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
//pos.TotalNet=obj.TotalNet;
//pos.VM = obj.VarMargin;
//pos.BuyQty = obj.BuyQty;
//pos.SellQty = obj.SellQty;
}
catch { log.Warn("Can`t find portfolio for position update!"); }
}
public static void AddInstrument(QuikConnectionManager.StaticInstrument obj)
{
if (Instruments.Any(k=> k.Id==obj.Id))
{
//var i=Instruments.First(k => k.Id == obj.Id);
log.Warn("Trying to add existing instrument Id={0} Code={1} Class={2} ",obj.Id,obj.Code,obj.Class);
}
else
{
if (obj.InstrumentType == "Futures")
{
Entities.Instrument instr = new Entities.Instrument(obj.Id, obj.Code, obj.Class, Entities.InstrumentType.Futures, obj.BaseContract,obj.BaseContractClass, obj.FullName);
instr.DaysToMate = obj.DaysToMate;
instr.MaturityDate = Convert.ToDateTime(obj.MaturityDate).Date;
Instruments.Add(instr);
}
else
{
Entities.Instrument instr = new Entities.Instrument(obj.Id, obj.Code, obj.Class, Entities.InstrumentType.Option, obj.FullName, obj.OptionType == "Call" ? Entities.OptionType.Call : Entities.OptionType.Put, obj.Strike, obj.BaseContract, obj.BaseContractClass);
instr.DaysToMate = obj.DaysToMate;
instr.MaturityDate = Convert.ToDateTime(obj.MaturityDate).Date;
Instruments.Add(instr);
}
log.Trace("New instrument added Id={0} Code={1} Class={2}",obj.Id,obj.Code,obj.Class);
}
}
public DeskViewModel(Entities.Instrument Call, Entities.Instrument Put, double strike, DateTime MatDate)
{
this._Put = Put;
this._Call = Call;
this._Strike = strike;
this._MaturityDate = MatDate;
this._IsViewed = false;
}
