/// <summary>
/// Updates historical log of user positions
///
/// Trigger update for GUI, Database and
/// client classB (which transmit to traderdipatcher, and
/// then to clients)
/// Call from UserDealsPosBox
///
/// this.CalculateBotsPos
///
/// </summary>
/// <param name="botId"></param>
/// <param name="instrument"></param>
/// <param name="bp"></param>
/// <param name="rd"></param>
public void UpdateUserPosLog(int botId, string instrument, CBotPos bp, CRawUserDeal rd)
{
try
{
CBotPos botPos = (CBotPos)bp.Copy();
DicBotPosLog.Update(botId, instrument, botPos);
UserDealsPosBoxClient.GUIBotUpdatePosLog(botPos, botId);
UserDealsPosBoxClient.UpdateTradersPosLog(botId);
// UpdateLatestBotPos(botId, instrument, bp);
UserDealsPosBoxClient.UpdateDBPosLog(botId,
UserDealsPosBoxClient.StockExchId,
instrument,
(CBotPos)bp.Copy());
}
catch (Exception e)
{
Error("UpdateUserPosLog(", e);
}
}
/// <summary>
/// Calculate total VM. vm_total = vm_opened + vm_closed
/// </summary>
/// <param name="BotId"></param>
/// <param name="isin"></param>
/// <param name="vmClosed">closed VM</param>
/// <param name="bFound">was found in DicBotPosLog (closed posirions dictionary)</param>
/// <returns> opened and closed VM</returns>
///
/// Was modified 2018.12.20 added vm opened and refactored
///
public decimal CalcBotVMOpenedAndClosed(int BotId, string isin, ref decimal vmClosed, ref bool bFoundClosed,
ref decimal vmOpenedPos)
{
decimal vmTotal = 0;
// LckDictPositionsOfBots.WaitOne();
lock (LckDictPositionsOfBots)
{
if (DicBotPosLog.ContainsKey(BotId) && DicBotPosLog[BotId].ContainsKey(isin))
{
var ListBtorPos = DicBotPosLog[BotId][isin];
//foreach (KeyValuePair<string, List<CBotPos>> kv in DicBotPosLog[BotID])
foreach (CBotPos bp in ListBtorPos)
{
vmTotal += bp.VMClosed_RUB;
bFoundClosed = true;
}
vmClosed = vmTotal;
}
}
//2017-11-09
//if no instrument in "Instruments"- that means must be no opened pos of this instrument
if (_client.IsInstrumentExist(isin))
{
//2018-01-11 Now do not use getting full copy of BotPos which
// is significally reduce perfomance. Use speciel method GetVMCurrent_RUB
// which gets just VMCurrent_RUB value from BotPos storage.
// decimal openedVm = (GetBotPos(BotId, isin)).VMCurrent_RUB;
decimal openedVm = GetVMCurrent_RUB(BotId, isin);
vmTotal += openedVm;
vmOpenedPos += openedVm;
}
// LckDictPositionsOfBots.ReleaseMutex();
//tempo debug
// if (BotId == 101 && isin =="Si-3.18")
// Thread.Sleep(0);
return(vmTotal);
}
public decimal CalcTotalBotVMClosed(int BotID, string isin)
{
decimal v = 0;
//LckDictPositionsOfBots.WaitOne();
lock (LckDictPositionsOfBots)
{
if (DicBotPosLog.ContainsKey(BotID))
{
foreach (KeyValuePair <string, List <CBotPos> > kv in DicBotPosLog[BotID])
{
foreach (CBotPos bp in kv.Value)
{
v += bp.VMClosed_RUB;
}
}
}
}
//LckDictPositionsOfBots.ReleaseMutex();
return(v);
}
//May be no need an will remove. NOt used at the moment
public decimal CalcBotVMClosed(int BotId, string isin, ref decimal vmClosed, ref bool bFound)
{
decimal v = 0;
// LckDictPositionsOfBots.WaitOne();
lock (LckDictPositionsOfBots)
{
if (DicBotPosLog.ContainsKey(BotId) && DicBotPosLog[BotId].ContainsKey(isin))
{
var ListBtorPos = DicBotPosLog[BotId][isin];
//foreach (KeyValuePair<string, List<CBotPos>> kv in DicBotPosLog[BotID])
foreach (CBotPos bp in ListBtorPos)
{
v += bp.VMClosed_RUB;
bFound = true;
}
vmClosed = v;
}
}
return(v);
}
/// <summary>
/// Late updates fee data of BotPos. Deals data (id, price etc)
/// was already saved before to specific lists of CPosChangeFrag structs:
/// ListOpeningPosChanges and ListClosingPosChanges
/// So we need to find CPosChangeFrag element with DealId and update
/// it's fee.
/// Could be three cases:
/// 1) If BotPos is opened (is not fully closed yet) than update fee of DictPositionsOfBots
/// element.
/// 2) If BotPot was fully closed than update fee of DicBotPosLog
/// 3) If position "rotated". For that case, if botpos is opening,
/// we check last DicBotPosLog element and if IsFeeLateCalced is not set
/// we perform recalc fee for this element. Note: fee of rotating deal
/// adds to the new "opened" position.
///
/// If position was fully closed or rotated, saved to DicBotPosLog and all fees are
/// not zeroes do update BotPos fee, and update other systems(Database, bots, etc)
///
/// 2018-06-16 - as could be two deals with the same DealId (cross situation)
/// do check DealId and Dir now.
///
/// Call from:
/// 1) CryptoDealingServer.UpdateUserDealsLateUpd
/// 2) UserDealsPosBoxCrypto.Update
/// </summary>
/// <param name="botId"></param>
/// <param name="instrument"></param>
/// <param name="dealId"></param>
/// <param name="fee"></param>
public void UpdateFee(int botId, string instrument, long dealId, decimal fee, EnmDealDir dir)
{
bool bDealWithNoFee = false;
bool bFoundInPosLog = false;
bool bFoundInOpenedPos = false;
bool bFoundHistNotFeeCalced = false;
bool bNullAnomalyFound = false;
CBotPos bpClosed = null;
decimal calcedFee = 0;
decimal feeDealing = 0;
decimal feeStock = 0;
decimal calcedFeeForPos = 0;
decimal feeDealingForPos = 0;
decimal feeStockForPos = 0;
Log(String.Format("[UpdateFee] botId={0} instrument={1} dealId={2} fee={3}",
botId, instrument, dealId, fee));
//first find in opened positions
lock (LckDictPositionsOfBots)
{
if (DictPositionsOfBots.ContainsKey(botId))
{
if (DictPositionsOfBots[botId].ContainsKey(instrument))
{
CBotPos bp = DictPositionsOfBots[botId][instrument];
foreach (var el in bp.ListOpeningPosChanges)
{
if (el.IdDeal == dealId && el.Dir == dir) //2018-06-16 check dir
{
//2018-06-07 protect against override fee with wrong "0" value
if (fee == 0 && el.Fee != 0)
{
Log("Protect to owerrite with zero. ListOpeningPosChanges");
}
else
{
Log("Deals of DictPositionsOfBot's opening positions. Do Update fee.");
//2018-07-19
//2018-08-03 removed check
// if (el.Fee == 0)
CalculateFees(botId, fee, ref calcedFee, ref feeDealing, ref feeStock, el);
bFoundInOpenedPos = true;
}
//return; //2018-05-23 removed
}
}
foreach (var el in bp.ListClosingPosChanges)
{
if (el.IdDeal == dealId && el.Dir == dir) //2018-06-16 check dir
{
//2018-06-07 protect against override fee with wrong "0" value
if (fee == 0 && el.Fee != 0)
{
Log("Protect to owerrite with zero. ListClosingPosChanges");
}
else
{
Log("Deals of DictPositionsOfBot's closing positions. Do Update fee.");
//2018-07-19
//2018-08-03 removed check
//if (el.FeeDealing == 0)
CalculateFees(botId, fee, ref calcedFee, ref feeDealing, ref feeStock, el);
bFoundInOpenedPos = true;
}
//return; //2018-05-23 removed
}
}
}
}
}
//then look in historical positions
lock (DicBotPosLog)
{
//if not found in opened pos find in poslog
if (!bFoundInOpenedPos)
{
if (DicBotPosLog.ContainsKey(botId))
{
if (DicBotPosLog[botId].ContainsKey(instrument))
{
if (DicBotPosLog[botId][instrument].Count > 0)
{
bpClosed = DicBotPosLog[botId][instrument].Last();
foreach (var el in bpClosed.ListClosingPosChanges)
{
if (el.IdDeal == dealId && el.Dir == dir) //2018-06-16 check dir
{
//TODO normal loading from DB after disconnect
//2018-07-19
// //2018-08-03 removed check
//if (el.FeeDealing == 0)
CalculateFees(botId, fee, ref calcedFee, ref feeDealing, ref feeStock, el);
bFoundInPosLog = true;
Log("bFoundInPosLog");
}
else if (el.Fee == 0)
{
bDealWithNoFee = true;
Log(String.Format("bDealWithNoFee DealId={0}", el.IdDeal));
}
}
}
}
}
}
//2018-05-23 check if last pos "fee processed".
//This is for processing "rotate" position case
if (bFoundInOpenedPos)
{
if (DicBotPosLog.ContainsKey(botId))
{
if (DicBotPosLog[botId].ContainsKey(instrument))
{
if (DicBotPosLog[botId][instrument].Count > 0)
{
bpClosed = DicBotPosLog[botId][instrument].Last();
if (bpClosed != null)
{
if (bpClosed.IsFeeLateCalced == 0)
{
bFoundHistNotFeeCalced = true;
Log("bFoundHistNotFeeCalced");
}
}
}
}
}
}
//2018-06-03 protect against bpClosed==null "anlomaly"
if (bFoundInPosLog && bpClosed == null)
{
bpClosed = DicBotPosLog[botId][instrument].Last();
bNullAnomalyFound = true;
Log("Null anomaly found");
}
//end protect amomaly
//TODO check if fee not recalc yet
//if all deals of historical postions are closed, all fees are saved (no bDealWithNoFee)
// perform recalc and set botpos as fee calculated.
//2018-05-23 also perform calc when "rotate pos" situation (bFoundHistNotFeeCalced)
//2018-06-20 try to remove bDealWithNoFee and IsFeeLateCalced condition becaused
//fee COULD BE zero in a "very little" amount case. Note: as we check "bpClosed!=null"
//we calcuylate and update total position fee after position close.
if (bpClosed != null)
{
if (/*bpClosed.IsFeeLateCalced==0 &&*/ (bFoundInPosLog || bFoundHistNotFeeCalced)
/*&& !bDealWithNoFee*/)
{
Log("Update fee of historical position");
if (bpClosed.ListOpeningPosChanges != null) //2018-07-19 protect against null data (when loaded from DB to poslog)
{
bpClosed.ListOpeningPosChanges.ForEach(el =>
{
calcedFeeForPos += el.Fee;
feeStockForPos += el.Fee_Stock;
feeDealingForPos += el.FeeDealing;
}
);
}
if (bpClosed.ListClosingPosChanges != null) //2018-07-19 protect against null data (when loaded from DB to poslog)
{
bpClosed.ListClosingPosChanges.ForEach(el =>
{
calcedFeeForPos += el.Fee;
feeStockForPos += el.Fee_Stock;
feeDealingForPos += el.FeeDealing;
}
);
}
if (calcedFeeForPos != 0) //2018-07-19 protect against owerride fee (if null we do not need)
{
bpClosed.Fee_Stock = feeStockForPos;; //fee recieved from stock
bpClosed.FeeDealing = feeDealingForPos; //fee by dealing
bpClosed.Fee = calcedFeeForPos; // 2018-07-19
bpClosed.Fee_Total = bpClosed.Fee; //is equal fee
bpClosed.VMClosed_RUB_stock = bpClosed.VMClosed_RUB_clean - bpClosed.Fee_Stock; //is equal VM on stock exchange (for checking), substract only stock fee
bpClosed.VMClosed_RUB = bpClosed.VMClosed_RUB_clean - bpClosed.Fee; //resulting VM substract full fee
bpClosed.VMClosed_RUB_user = bpClosed.VMClosed_RUB; //is equal VMClosed_RUB
bpClosed.IsFeeLateCalced = 1;
_client.UpdateUserPosLogLate(new CDBUpdateLate
{
Instrument = instrument,
ReplId = bpClosed.ReplIdClosed,
BotId = botId,
Fee_Total = bpClosed.Fee_Total,
Fee = bpClosed.Fee,
Fee_Stock = bpClosed.Fee_Stock,
FeeDealing = bpClosed.FeeDealing,
VMClosed_RUB = bpClosed.VMClosed_RUB,
VMClosed_RUB_user = bpClosed.VMClosed_RUB_user,
VMClosed_RUB_stock = bpClosed.VMClosed_RUB_stock,
IsFeeLateCalced = bpClosed.IsFeeLateCalced
});
}
}
}
//===================== DEBUGGING START
//2018-06-03 this is for debugging
//to catch bpClosed==null situation
if (bFoundInPosLog)
{
if (bpClosed == null || bNullAnomalyFound)
{
Log("bpClosed == null catching situation");
if (DicBotPosLog.ContainsKey(botId))
{
if (DicBotPosLog[botId].ContainsKey(instrument))
{
if (DicBotPosLog[botId][instrument].Count != 0)
{
var lastEl = DicBotPosLog[botId][instrument].Last();
if (lastEl == null)
{
Log("Last el is null");
}
foreach (var elBp in DicBotPosLog[botId][instrument])
{
Log(String.Format("DtOpen={0} DtClosed={1} BuySell={2} " +
"CloseAmount={3} Priceopen={4} Priceopen={4} PriceClose={5}",
elBp.DtOpen,
elBp.DtClose,
elBp.BuySell,
elBp.CloseAmount,
elBp.PriceOpen,
elBp.PriceClose));
}
}
else
{
Log("Count is 0");
}
}
else
{
Log("Doesn't contain instrument");
}
}
else
{
Log("Doesn't contain botId");
}
}
}
//DEBUGGING END
} //end lock (DicBotPosLog)
_client.TriggerRecalculateBot(botId, "", EnmBotEventCode.OnForceUpdTotalVM, null);
_client.UpdateFeeUserDealsLog(new CDBUpdateFeeUserDealsLog
{
DealId = dealId,
Fee = calcedFee,
FeeDealing = feeDealing,
FeeStock = feeStock
});
//
}
