void _provider_PositionsUpdateEvent(IOrderSink provider, AccountInfo accountInfo, PositionInfo[] positionsInfos)
{
foreach (PositionInfo info in positionsInfos)
{
if (info.Symbol.IsEmpty)
{
SystemMonitor.Warning("Empty symboled position.");
continue;
}
Position position = ObtainPositionBySymbol(info.Symbol);
if (position != null)
{
position.UpdateInfo(info);
}
}
}
/// <summary>
/// Update position parameters.
/// </summary>
/// <param name="symbol"></param>
/// <param name="volumeChange">*Directional* volume change, 0 for no change.</param>
/// <param name="operationResultMessage"></param>
/// <returns></returns>
bool UpdatePosition(Symbol symbol, int volumeChange, out string operationResultMessage)
{
if (_manager == null || _dataDelivery == null || _dataDelivery.SourceId.IsEmpty)
{
operationResultMessage = "Not initialized properly for operation.";
return(false);
}
// Update the position corresponding to this order.
Position position = _tradeEntities.GetPositionBySymbol(symbol, true);
if (position == null)
{
operationResultMessage = "Failed to find corresponding position.";
return(false);
}
IQuoteProvider quotes = position.QuoteProvider;
if (quotes == null)
{
operationResultMessage = "Failed to find corresponding quotation provider.";
return(false);
}
PositionInfo updatedPositionInfo = position.Info;
if (updatedPositionInfo.Volume.HasValue == false)
{
updatedPositionInfo.Volume = 0;
}
updatedPositionInfo.PendingBuyVolume = 0;
updatedPositionInfo.PendingSellVolume = 0;
if (volumeChange != 0)
{
//decimal initialPositionResult = updatedPositionInfo.Result.Value;
decimal?operationBasis = quotes.GetOrderOpenQuote(volumeChange > 0);
if (operationBasis.HasValue == false)
{
operationResultMessage = "Failed to establish order operation basis price.";
return(false);
}
else
{
//SystemMonitor.CheckError(updatedPositionInfo.Basis.HasValue, "Position has no properly assigned basis price.");
}
if (RecalculatePositionBasis(ref updatedPositionInfo, volumeChange, operationBasis.Value) == false)
{
operationResultMessage = "Failed to recalculate position parameters.";
return(false);
}
}
decimal?pendingPrice = quotes.GetOrderCloseQuote(updatedPositionInfo.Volume > 0);
if (updatedPositionInfo.Volume.HasValue && updatedPositionInfo.Volume != 0 &&
pendingPrice.HasValue && updatedPositionInfo.Basis.HasValue)
{
updatedPositionInfo.Result = (pendingPrice.Value - updatedPositionInfo.Basis.Value) * updatedPositionInfo.Volume.Value;
}
else
{
updatedPositionInfo.Result = 0;
}
bool positionClosing = (position.Volume > 0 && volumeChange < 0) || (position.Volume < 0 && volumeChange > 0);
if (volumeChange != 0 && positionClosing && position.Info.Result.HasValue && updatedPositionInfo.Result.HasValue)
{// Update the account upon closing some (or all) of the position volume.
_runningAccountBalance += position.Info.Result.Value - updatedPositionInfo.Result.Value;
}
position.UpdateInfo(updatedPositionInfo);
operationResultMessage = string.Empty;
return(true);
}