private void ProcessAccount(OEC.API.Account account, OEC.API.Currency currency)
{
if (account == null)
{
throw new ArgumentNullException(nameof(account));
}
var balance = currency == null ? account.TotalBalance : account.Balances[currency];
var commission = account.AvgPositions
.Where(pos => balance == account.TotalBalance || pos.Contract.Currency.ID == balance.Currency.ID)
.Sum(pos => pos.RealizedCommissions.ToDecimal() + pos.OpenCommissions.ToDecimal());
var msg = this.CreatePortfolioChangeMessage(account.Name)
.TryAdd(PositionChangeTypes.BeginValue, balance.Cash.ToDecimal())
.TryAdd(PositionChangeTypes.RealizedPnL, balance.RealizedPnL.ToDecimal())
.TryAdd(PositionChangeTypes.UnrealizedPnL, balance.OpenPnL.ToDecimal())
.TryAdd(PositionChangeTypes.CurrentValue, balance.NetLiquidatingValue.ToDecimal())
.TryAdd(PositionChangeTypes.Commission, commission);
SendOutMessage(msg);
}
private void SessionOnDetailedPositionChanged(OEC.API.Account account, OEC.API.Position position)
{
ProcessPosition(position);
}
private void SessionOnPortfolioMarginChanged(OEC.API.Account account)
{
ProcessAccount(account, null);
}
private void SessionOnAccountRiskLimitChanged(OEC.API.Account account)
{
ProcessAccount(account, null);
}
private void SessionOnAccountSummaryChanged(OEC.API.Account account, OEC.API.Currency currency)
{
ProcessAccount(account, currency);
}
private void SessionOnBalanceChanged(OEC.API.Account account, OEC.API.Currency currency)
{
ProcessAccount(account, currency);
}