public void AddTrade(LiveTrade trade)
{
if (!Trades.Exists(x => x.TradeId == trade.TradeId))
{
Trades.Add(trade);
}
}
private void RemoveAndAddToDatabase(LiveTrade liveTrade, ExecutionMessage message, MyDBContext dbContext)
{
DeleteRange(dbContext.LiveTrade.Where(
x => x.AccountID == message.AccountID), dbContext);
Add(liveTrade, dbContext);
SaveChanges(dbContext);
}
public void CancelTrades(LiveTrade trade, LiveTrade stopTrade)
{
PendingApprovalCodes.RemoveAll(x => x == trade.ApprovalCode);
if (stopTrade != null)
{
PendingApprovalCodes.RemoveAll(x => x == stopTrade.ApprovalCode);
}
}
private LiveTrade OrderToTrade(LiveOrder order)
{
var ret = new LiveTrade(
order.Security,
order.OrderDirection,
order.OrderType,
order.OrderSize,
order.LimitPrice);
return(ret);
}
public void AddOrUpdateLiveTrade(LiveTrade liveTrade)
{
using (var dbContext = new MyDBContext())
{
var foundLiveTrade = dbContext.LiveTrade.SingleOrDefault(x => x.AccountID == liveTrade.AccountID);
if (foundLiveTrade == null)
{
dbContext.LiveTrade.Add(liveTrade);
}
else
{
dbContext.UpdateEntryValues(foundLiveTrade, liveTrade);
}
dbContext.SaveChanges();
}
}
public bool ExecuteTrades(LiveTrade trade, LiveTrade stopTrade)
{
if (!PendingApprovalCodes.Contains(trade.ApprovalCode) || (stopTrade != null && !PendingApprovalCodes.Contains(stopTrade.ApprovalCode)))
{
Log(new LogMessage("Trade Mgr", $"ERROR: Trades not approved: {trade} and {stopTrade}", LogMessageType.TradingError));
return(false);
}
ActiveAccount.Portfolio.AddTrade(trade);
if (stopTrade != null)
{
ActiveAccount.Portfolio.AddTrade(stopTrade);
}
TradingProvider.SubmitTrades(trade, stopTrade);
CancelTrades(trade, stopTrade);
return(true);
}
public LiveTradeEventArgs(LiveTrade trade)
{
Trade = trade ?? throw new ArgumentNullException(nameof(trade));
}
public async Task <IActionResult> Put(int id, [FromBody] LiveTrade value)
{
throw new NotImplementedException();
}
protected void OnTradeStatusUpdate(LiveTrade trade)
{
TradeStatusUpdate?.Invoke(this, new LiveTradeEventArgs(trade));
}
private void ProcessNewExecutionMessage(string commissionMessageExecutionId)
{
using (var dbContext = new MyDBContext())
{
var liveTradesList = GetAll <LiveTrade>(dbContext).ToList();
var executionMessage =
SingleOrDefault <ExecutionMessage>(x => x.ExecutionId == commissionMessageExecutionId, dbContext);
accountIdAndSymbolForOrdersEqualFunc = x => x.AccountID == executionMessage.AccountID &&
x.InstrumentID ==
executionMessage.InstrumentID;
if (executionMessage != null)
{
var liveTrade = new LiveTrade {
UpdateTime = DateTime.Now
};
var item = liveTradesList.LastOrDefault(accountIdAndSymbolForOrdersEqualFunc);
if (item == null)
{
executionMessage.Map(liveTrade);
Add(liveTrade, dbContext);
SaveChanges(dbContext);
}
else if (ItIsSameSideTrade(executionMessage, liveTradesList))
{
var newFillPrice = (item.AveragePrice * item.Quantity +
executionMessage.Price * executionMessage.Quantity) /
(item.Quantity + executionMessage.Quantity);
var newQuantity = item.Quantity + executionMessage.Quantity;
executionMessage.Map(liveTrade);
liveTrade.Quantity = newQuantity;
liveTrade.AveragePrice = newFillPrice;
RemoveAndAddToDatabase(liveTrade, executionMessage, dbContext);
}
else //different side trade
{
if (executionMessage.Quantity > item.Quantity)
{
var newFillPrice = (item.AveragePrice * item.Quantity -
executionMessage.Price * executionMessage.Quantity) /
(item.Quantity - executionMessage.Quantity);
var newQuantity = executionMessage.Quantity - item.Quantity;
executionMessage.Map(liveTrade);
liveTrade.AveragePrice = newFillPrice;
liveTrade.Quantity = newQuantity;
RemoveAndAddToDatabase(liveTrade, executionMessage, dbContext);
}
else
{
DeleteRange(dbContext.LiveTrade.Where(
x => x.AccountID == executionMessage.AccountID), dbContext);
SaveChanges(dbContext);
}
}
}
else if (!triedAgain) //wait and try again
{
Thread.Sleep(1000);
triedAgain = true;
ProcessNewExecutionMessage(commissionMessageExecutionId);
}
}
}
