/// <summary>
/// Create a copy of <see cref="PositionMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new PositionMessage
{
PortfolioName = PortfolioName,
SecurityId = SecurityId,
OriginalTransactionId = OriginalTransactionId,
DepoName = DepoName,
LimitType = LimitType,
LocalTime = LocalTime,
Description = Description
};
this.CopyExtensionInfo(clone);
return(clone);
}
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 });
}
/// <summary>
/// Create a copy of <see cref="PositionMessage"/>.
/// </summary>
/// <returns>Copy.</returns>
public override Message Clone()
{
var clone = new PositionMessage
{
PortfolioName = PortfolioName,
SecurityId = SecurityId,
OriginalTransactionId = OriginalTransactionId,
DepoName = DepoName,
LimitType = LimitType,
LocalTime = LocalTime,
Description = Description
};
this.CopyExtensionInfo(clone);
return clone;
}