/// <summary>
/// Обработчик события получения позиции
/// </summary>
private async void PositionStatusReceived(AdapterEventArgs <PositionStatus> args)
{
using (LogManager.Scope())
{
try
{
args.MarkHandled();
// Ищем счет для позиции
string accountCode;
using (accountsLock.ReadLock())
{
if (!accountCodesById.TryGetValue(args.Message.account_id, out accountCode))
{
Logger.Error().PrintFormat(
"Unable to process position on contract #{0}: account #{1} is unknown",
args.Message.contract_id,
args.Message.account_id);
return;
}
}
// Обрабатываем метаданные контрактов
if (args.Message.contract_metadata != null)
{
await
instrumentResolver.HandleMetadataAsync(args.Message.contract_metadata,
$"A position in \"{accountCode}\" account");
}
// Ищем инструмент для позиции
var instrument = instrumentResolver.GetInstrument(args.Message.contract_id);
if (instrument == null)
{
Logger.Warn().PrintFormat(
"Received a position on contract #{0} in account {1} but no matching instrument is found",
args.Message.contract_id,
accountCode);
return;
}
// Рассчитываем позицию
var position = new PositionMessage
{
Account = accountCode,
Instrument = instrument
};
var message = new StringBuilder();
message.AppendFormat("Position received: {0} [ ", instrument.Code);
using (openPositionsLock.Lock())
{
Dictionary <uint, Dictionary <int, OpenPosition> > d1;
if (!openPositions.TryGetValue(args.Message.account_id, out d1))
{
d1 = new Dictionary <uint, Dictionary <int, OpenPosition> >();
openPositions.Add(args.Message.account_id, d1);
}
Dictionary <int, OpenPosition> d2;
if (!d1.TryGetValue(args.Message.contract_id, out d2))
{
d2 = new Dictionary <int, OpenPosition>();
d1.Add(args.Message.contract_id, d2);
}
if (args.Message.is_snapshot)
{
d2.Clear();
}
position.Quantity = 0;
foreach (var p in args.Message.open_position)
{
var fmt = ObjectLogFormatter.Create(PrintOption.Nested, "CQGC_POSITION");
fmt.AddField(LogFieldNames.Id, p.id);
fmt.AddField(LogFieldNames.Price, p.price);
fmt.AddField(LogFieldNames.Quantity, p.qty);
fmt.AddField(LogFieldNames.TradeDate, p.trade_date);
fmt.AddField(LogFieldNames.TradeUtcTime, p.trade_utc_time);
fmt.AddField(LogFieldNames.StatementDate, p.statement_date);
message.Append(fmt.Print(PrintOption.Nested));
message.Append(", ");
position.Quantity = (int)p.qty;
position.Price = (decimal)p.price;
d2[p.id] = p;
}
var volume = 0d;
var quantity = 0u;
foreach (var pair in d2)
{
volume += pair.Value.price * pair.Value.qty;
quantity += pair.Value.qty;
}
position.Quantity = (int)quantity;
position.Price = quantity != 0u ? (decimal)(volume / quantity) : 0;
}
if (args.Message.is_short_open_position)
{
position.Quantity *= -1;
}
message.Append("]: ");
message.Append(LogFields.Price(position.Price));
message.Append(LogFields.Quantity(position.Quantity));
message.Append(LogFields.IsSnapshot(args.Message.is_snapshot));
Logger.Debug().Print(message.ToString().Preformatted());
// Отправляем сообщение
OnMessageReceived(position);
}
catch (Exception e)
{
Logger.Error().Print(e, $"Failed to process {args.Message}");
}
}
}