/// <summary>
/// trigger if balance is smaller then 50
/// </summary>
public void ManageStopOuts()
{
cleanUp = clientBalances.Connect(dssds => dssds.BalanceLeft < 80)
// .Synchronize(myTrade_locker)
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Update)
//TODO ADD FILTER - total possition > 0 - to go hear agregated possition of the customer should be > then 0
//.Filter(f => f.BalanceLeft < 80)
.Subscribe(
c =>
{
foreach (var item in c)
{
LogInfo("Check if we can clos POSITION check - BALANCE IS BELOW 50 for client: " + item.Current.ClientID + " item.Current.BalanceLeft:" + item.Current.BalanceLeft + " reson" + item.Reason.ToString());
var positionSToclose = curPairPositionPerClient.Items.Where(r => (r.ClientId == item.Current.ClientID && r.Amount1 != 0)).OrderByDescending(d => currencyConverterService.ConvertToBaseCcy(d.Amount1, d.Cur1)); //;
if (positionSToclose.Count() > 0)
{
var positionToclose = positionSToclose.First();
LogInfo("CLOSE THE POSITION - " + positionToclose);
double lastquote = 0;
if (positionToclose.Amount1 > 0)
{
lastquote = quotes.Items.Where(r => r.Pair == positionToclose.Pair).First().Bid;
}
else
{
lastquote = quotes.Items.Where(r => r.Pair == positionToclose.Pair).First().Ask;
}
Trade GenerateClosingTrade = new Trade
{
//Id = myTrades.Count,
ClientId = positionToclose.ClientId,
Pair = positionToclose.Pair,
Amount1 = positionToclose.Amount1 * (-1),
Status = Status.Pending,
//Status = Status.Open,
OpenPrice = lastquote,
CurrentPrice = lastquote,
Amount2 = positionToclose.Amount1 * (-1) * lastquote,
Cur1 = positionToclose.Pair.Substring(0, 3),
Cur2 = positionToclose.Pair.Substring(positionToclose.Pair.Length - 3, 3),
};
tradesModifierService.AddMyTrade(GenerateClosingTrade);
}
}
}
);
}
/// <summary>
/// Caluclate position per currency per customer
/// </summary>
public void CalculatePosistionPerCurrencyPerCustomer()
{
//var shared = myTrades.Connect(trade => trade.Status == Status.Open);
//var shared2 = myTrades.Connect(trade => trade.Status == Status.Pending);
//var customers = shared.DistinctValues(trade => trade.Pair);
////distinct list of currency pairs
//var currencypairs = shared.DistinctValues(trade => trade.Status);
//var dsds = shared.Except(shared2).Subscribe();
cleanUp = myTrades.Connect(trade => (trade.Status == Status.Open || trade.Status == Status.Pending))
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Remove)
.Group(t => t.ClientId)
.SubscribeMany(groupedData =>
{
var curpositionpercustomer =
//groupedData.Cache.Connect(q => q.ClientId == groupedData.Key)
groupedData.Cache.Connect()
.QueryWhenChanged(query =>
{
var CurUnionQuery = ((from t in query.Items
select new CurPositionPerClient()
{
ClientIdCur = t.ClientId + "_" + t.Cur1,
Cur = t.Cur1,
ClientId = t.ClientId,
Amount = t.Amount1,
}))
.Union(((from t in query.Items
select new CurPositionPerClient()
{
ClientIdCur = t.ClientId + "_" + t.Cur2,
Cur = t.Cur2,
ClientId = t.ClientId,
Amount = t.Amount2,
})))
;
var CurQuery = ((from t in CurUnionQuery
group t by t.Cur into g
select new CurPositionPerClient()
{
ClientIdCur = g.Max(a => a.ClientId) + "_" + g.Key,
Cur = g.Key,
ClientId = g.Max(a => a.ClientId),
Amount = g.Sum(a => a.Amount),
AmountInBase = currencyConverter.ConvertToBaseCcy(g.Sum(a => a.Amount), g.Key),
}));
//curPositionPerClient.AddOrUpdate(CurQuery);
foreach (var item in CurQuery)
{
LogInfo("curPositionPerClient.AddOrUpdate:|" + item);
curPositionPerClient.AddOrUpdate(item);
}
//curPositionPerClient
// .Edit(updater =>
// {
// foreach (var item in CurQuery)
// {
// LogInfo("curPositionPerClient.AddOrUpdate:|" + item);
// updater.AddOrUpdate(item);
// }
// }
// );
return(CurQuery);
}
)
.Subscribe();
//TODO calculate required margin per client - calculation based on NOP - Update customer balances
return(new CompositeDisposable(curpositionpercustomer));
})
.Subscribe();
}
public void UpdateAllTradesAndQuotes()
{
var cleanUp = myTrades.Connect(trade => (trade.Status == Status.Open || trade.Status == Status.Pending))
.Group(t => t.Pair)
.SubscribeMany(
groupedData =>
{
var locker = new object();
double latestAskPrice = 0;
double latestBidPrice = 0;
//subscribe to price and update trades with the latest price
var priceHasChanged = quotes.Connect(q => q.Pair == groupedData.Key)
.Synchronize(locker)
.Subscribe(
price =>
{
foreach (var newquote in price)
{
latestAskPrice = newquote.Current.Ask;
latestBidPrice = newquote.Current.Bid;
//myTrades.Edit(updater =>
// {
foreach (var item in groupedData.Cache.Items)
{
var trade = item;
if (trade.Amount1 > 0)
{
trade.CurrentPrice = latestBidPrice;
}
else
{
trade.CurrentPrice = latestAskPrice;
}
var Profitloss_in_quoted = (trade.OpenPrice - trade.CurrentPrice) * trade.Amount1; // Update P&L on the trade
trade.ProfitLoss = currencyConverter.ConvertToBaseCcy(Profitloss_in_quoted, trade.Cur2);
myTradesQuoteUpdate.AddOrUpdate(trade);
}
// }
//);
}
}
);
//connect to data changes and update with the latest price
var dataHasChanged = groupedData.Cache.Connect()
//.WhereReasonsAre(ChangeReason.Add, ChangeReason.Update)
.Synchronize(locker)
.Subscribe(changes =>
{
foreach (var item in changes)
{
var trade = item.Current;
if (trade.Amount1 > 0)
{
trade.CurrentPrice = latestBidPrice;
}
else
{
trade.CurrentPrice = latestAskPrice;
}
var Profitloss_in_quoted = (trade.OpenPrice - trade.CurrentPrice) * trade.Amount1; // Update P&L on the trade
trade.ProfitLoss = currencyConverter.ConvertToBaseCcy(Profitloss_in_quoted, trade.Cur2);
myTradesQuoteUpdate.AddOrUpdate(trade);
}
}
);
return(new CompositeDisposable(priceHasChanged));
}
)
.Subscribe();
}
