private void OnExchangeUpdatePosition(PBPosition rsp)
{
lock (PositionVMCollection)
{
var positionCollection = PositionVMCollection.Where(p =>
p.Contract == rsp.Contract && (int)p.Direction == rsp.Direction);
foreach (var positionVM in positionCollection)
{
if (positionVM != null)
{
if (rsp.PositionDateFlag == (int)PositionDateFlagType.PSD_TODAY)
{
if (rsp.TdPosition > 0)
{
positionVM.TdCost = rsp.TdCost / rsp.TdPosition * positionVM.TdCost;
}
}
else
{
if (rsp.YdPosition > 0)
{
positionVM.YdCost = rsp.YdCost / rsp.YdPosition * positionVM.YdCost;
}
}
}
}
}
}
private void UpdatePosition(PBPosition rsp)
{
lock (PositionVMCollection)
{
PositionVM positionVM = PositionVMCollection.FirstOrDefault(p =>
p.Contract == rsp.Contract && (int)p.Direction == rsp.Direction && p.Portfolio == rsp.Portfolio);
if (rsp.TdPosition == 0 && rsp.YdPosition == 0)
{
if (positionVM != null)
{
PositionVMCollection.Remove(positionVM);
}
if (!PositionVMCollection.Any(p => p.Contract == rsp.Contract))
{
PositionContractSet.Remove(rsp.Contract);
}
}
else
{
if (positionVM == null)
{
var contractInfo = ClientDbContext.FindContract(rsp.Contract);
positionVM = new PositionVM
{
Contract = rsp.Contract,
Exchange = rsp.Exchange,
Portfolio = rsp.Portfolio,
Direction = (PositionDirectionType)rsp.Direction,
HedgeFlag = (HedgeType)rsp.HedgeFlag,
PositionDateFlag = (PositionDateFlagType)rsp.PositionDateFlag,
Multiplier = contractInfo == null ? 1 : contractInfo.VolumeMultiple,
TodayPosition = rsp.TdPosition,
YdPosition = rsp.YdPosition,
OpenVolume = rsp.OpenVolume,
CloseVolume = rsp.CloseVolume,
OpenAmount = rsp.OpenAmount,
CloseAmount = rsp.CloseAmount,
TdCost = rsp.TdCost,
YdCost = rsp.YdCost,
OpenCost = rsp.OpenCost,
Profit = rsp.Profit,
CloseProfit = rsp.CloseProfit,
UseMargin = rsp.UseMargin,
};
PositionVMCollection.Add(positionVM);
PositionContractSet.Add(rsp.Contract);
OnPositionUpdated?.Invoke(positionVM);
}
else
{
positionVM.OpenVolume = rsp.OpenVolume;
positionVM.CloseVolume = rsp.CloseVolume;
positionVM.OpenAmount = rsp.OpenAmount;
positionVM.CloseAmount = rsp.CloseAmount;
positionVM.OpenCost = rsp.OpenCost;
if (positionVM.YdPosition != rsp.YdPosition || positionVM.TodayPosition != rsp.TdPosition)
{
positionVM.TodayPosition = rsp.TdPosition;
positionVM.YdPosition = rsp.YdPosition;
OnPositionUpdated?.Invoke(positionVM);
}
}
}
}
}
