/// <summary>
/// decimal GetMarketPrice(string symbol)
/// Input symbol in string format
/// Returns Market Price
/// </summary>
/// <param name="symbol"></param>
/// <returns></returns>
public static decimal GetMarketPrice(string symbol)
{
MarketDataServiceClient Client = new MarketDataServiceClient();
var tempData = Client.GetSymbolData(symbol);
return(Convert.ToDecimal(tempData.Price));
}
public DataTable GetStockPrices(DateTime startDate, DateTime endDate)
{
MarketDataServiceClient client = new MarketDataServiceClient();
DataSet dsPrices;
DataTable dtOutput = null;
int i = 0, pageSize = 20;
while (startDate.AddDays(pageSize * i) <= endDate)
{
DateTime start, end;
start = (startDate.AddDays(i * pageSize));
end = (startDate.AddDays(pageSize * (i + 1) - 1) > endDate) ? endDate : startDate.AddDays(pageSize * (i + 1) - 1);
dsPrices = client.GetStockPrices(start, end, null);
if (dtOutput == null)
{
dtOutput = dsPrices.Tables[0].Copy();
}
else
{
foreach (DataRow oRow in dsPrices.Tables[0].Rows)
{
dtOutput.ImportRow(oRow);
}
}
i++;
}
return(dtOutput);
}
public PerformanceReportController(PseudoMarketsDbContext context, MongoClient mongoClient, MarketDataServiceClient marketDataServiceClient)
{
_context = context;
_mongoClient = mongoClient;
_mongoDatabase = _mongoClient.GetDatabase("PseudoMarketsDB");
_mongoCollection = _mongoDatabase.GetCollection <BsonDocument>("PortfolioPerformance");
_marketDataServiceClient = marketDataServiceClient;
_performanceReportCalculator = new PerformanceReportCalculator(_marketDataServiceClient);
}
public TradeController(PseudoMarketsDbContext context, IOptions <PseudoMarketsConfig> appConfig,
DateTimeHelper dateTimeHelper, UnifiedAuthService unifiedAuth, MarketDataServiceClient marketDataService,
TradingPlatformClient tradingPlatformClient)
{
_context = context;
var config = appConfig;
_syncDbConnectionString = config.Value.DataSyncTargetDb;
_dataSyncEnabled = config.Value.DataSyncEnabled;
_dateTimeHelper = dateTimeHelper;
_unifiedAuth = unifiedAuth;
_marketDataService = marketDataService;
_consolidatedTradingPlatformEnabled = config.Value.ConsolidatedTradingPlatformEnabled;
_tradingPlatformClient = tradingPlatformClient;
}
/// <summary>
/// void UpdateSymbols()
/// Adds or Updates the Symbol_Properties
/// </summary>
public static void UpdateSymbols()
{
MarketDataServiceClient Client = new MarketDataServiceClient();
EquityEntities db = new EquityEntities();
try
{
var tempData = Client.GetWholeData().ToList();
foreach (var item in tempData)
{
db.UPSERT(item.Symbol, Convert.ToDecimal(item.Price), item.Name);
}
db.SaveChanges();
}
catch (Exception e)
{
if (e.Message.Contains("Endpoint"))
{
MessageBox.Show("Server Down\n Showing old data");
}
}
}
public QuotesController(MarketDataServiceClient marketDataClient)
{
_marketDataClient = marketDataClient;
}
public DataTable GetIndexPrices(DateTime startDate, DateTime endDate, string code)
{
MarketDataServiceClient client = new MarketDataServiceClient();
return(client.GetIndexPrices(startDate, endDate, code).Tables[0]);
}
public DataTable GetHS300Weight(DateTime endDate)
{
MarketDataServiceClient client = new MarketDataServiceClient();
return(client.GetHS300Weight(endDate).Tables[0]);
}
public DataTable GetTradingDaysList(DateTime start, DateTime end)
{
MarketDataServiceClient client = new MarketDataServiceClient();
return(client.GetTradingDays(start, end).Tables[0]);
}
public DataTable GetSWIndustryList()
{
MarketDataServiceClient client = new MarketDataServiceClient();
return(client.GetSWIndustryList().Tables[0]);
}
public DataTable GetFreeFloatCapital(DateTime endDate, string code)
{
MarketDataServiceClient client = new MarketDataServiceClient();
return(client.GetFreeFloatCapital(endDate, code).Tables[0]);
}
//public DataTable GetStockPrices(DateTime startDate, DateTime endDate, List<string> codeList)
//{
// try
// {
// MarketDataServiceClient client = new MarketDataServiceClient();
// //TODO: 每次取20天的数据
// DataSet dsPrices;
// DataTable dtOutput = null;
// if (codeList != null && codeList.Count > 0)
// {
// //check duplication
// codeList.Sort();
// int i = 1;
// while (i < codeList.Count)
// {
// if (codeList[i] == codeList[i - 1])
// codeList.RemoveAt(i);
// else
// i++;
// }
// //get data
// foreach (string code in codeList)
// {
// dsPrices = client.GetStockPrices(startDate, endDate, code);
// if (dtOutput == null)
// {
// dtOutput = dsPrices.Tables[0].Copy();
// }
// else
// {
// foreach (DataRow oRow in dsPrices.Tables[0].Rows)
// {
// dtOutput.ImportRow(oRow);
// }
// }
// }
// }
// else
// {
// dsPrices = client.GetStockPrices(startDate, endDate, null);
// if (dsPrices.Tables.Count > 0)
// dtOutput = dsPrices.Tables[0].Copy();
// }
// return dtOutput;
// }
// catch (Exception ex)
// {
// throw ex;
// }
//}
//public DataTable GetStockPrices(DateTime startDate, DateTime endDate, List<string> codeList)
//{
// MarketDataServiceClient client = new MarketDataServiceClient();
// DataSet ds;
// if (codeList == null || codeList.Count == 0)
// ds = client.GetStockPricesByCodeList(startDate, endDate, null);
// else
// {
// //check duplication
// codeList.Sort();
// int i = 1;
// while(i<codeList.Count)
// {
// if (codeList[i] == codeList[i - 1])
// codeList.RemoveAt(i);
// else
// i++;
// }
// //get data
// ds = client.GetStockPricesByCodeList(startDate, endDate, codeList.ToArray());
// }
// if (ds.Tables.Count > 0)
// return ds.Tables[0];
// else
// return null;
//}
public DataTable GetAShareStockList(string code)
{
MarketDataServiceClient client = new MarketDataServiceClient();
return(client.GetAShareStockList(code, null, null, "1").Tables[0]);
}
public static async Task <TradeExecOutput> ProcessTradingRequestUsingRdsFallback(Users user, Accounts account,
TradeExecInput input, PseudoMarketsDbContext context, MarketDataServiceClient marketDataService,
DateTimeHelper dateTimeHelper)
{
try
{
var transactionId = Guid.NewGuid().ToString();
var latestPrice = await marketDataService.GetLatestPrice(input.Symbol);
double price = latestPrice.price;
double value = price * input.Quantity;
bool hasSufficientBalance = account.Balance >= value;
TradeExecOutput output = new TradeExecOutput();
// TODO: Extract trade logic into a separate static class
if (hasSufficientBalance)
{
if (input.Type.ToUpper() == "BUY" || input.Type.ToUpper() == "SELL" ||
input.Type.ToUpper() == "SELLSHORT")
{
if (price > 0 && input.Quantity > 0)
{
if (dateTimeHelper.IsMarketOpen())
{
Orders order = new Orders
{
Symbol = input.Symbol,
Type = input.Type,
Price = price,
Quantity = input.Quantity,
Date = DateTime.Now,
TransactionID = transactionId,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets,
SecurityTypeId = RDSEnums.SecurityType.RealWorld
};
Transactions transaction = new Transactions
{
AccountId = account.Id,
TransactionId = transactionId,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets
};
context.Orders.Add(order);
context.Transactions.Add(transaction);
await context.SaveChangesAsync();
var createdOrder =
await context.Orders.FirstOrDefaultAsync(x => x.TransactionID == transactionId);
if (input.Type.ToUpper() == "BUY")
{
var doesAccountHaveExistingPosition =
context.Positions.Any(x =>
x.AccountId == account.Id && x.Symbol == input.Symbol);
if (doesAccountHaveExistingPosition)
{
var existingPosition = await context.Positions
.Where(x => x.AccountId == account.Id && x.Symbol == input.Symbol)
.FirstOrDefaultAsync();
// Long position
if (existingPosition.Quantity > 0)
{
existingPosition.Value += value;
existingPosition.Quantity += input.Quantity;
context.Entry(existingPosition).State = EntityState.Modified;
account.Balance = account.Balance - value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
else // Short position
{
if (Math.Abs(existingPosition.Quantity) == input.Quantity)
{
double gainOrLoss = existingPosition.Value - value;
account.Balance += gainOrLoss;
context.Entry(account).State = EntityState.Modified;
context.Entry(existingPosition).State = EntityState.Deleted;
await context.SaveChangesAsync();
}
else
{
existingPosition.Value = existingPosition.Value - value;
existingPosition.Quantity += input.Quantity;
account.Balance += existingPosition.Value - value;
context.Entry(existingPosition).State = EntityState.Modified;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
}
else
{
Positions position = new Positions
{
AccountId = account.Id,
OrderId = createdOrder.Id,
Value = value,
Symbol = input.Symbol,
Quantity = input.Quantity,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets,
SecurityTypeId = RDSEnums.SecurityType.RealWorld
};
context.Positions.Add(position);
await context.SaveChangesAsync();
account.Balance = account.Balance - value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
else if (input.Type.ToUpper() == "SELL")
{
var doesAccountHaveExistingPosition =
context.Positions.Any(x =>
x.AccountId == account.Id && x.Symbol == input.Symbol);
if (doesAccountHaveExistingPosition)
{
var existingPosition = await context.Positions
.Where(x => x.AccountId == account.Id && x.Symbol == input.Symbol)
.FirstOrDefaultAsync();
if (input.Quantity == existingPosition.Quantity)
{
account.Balance = account.Balance + value;
context.Entry(existingPosition).State = EntityState.Deleted;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
else
{
existingPosition.Value -= value;
existingPosition.Quantity -= input.Quantity;
context.Entry(existingPosition).State = EntityState.Modified;
account.Balance = account.Balance + value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
else
{
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage =
StatusMessages.InvalidPositionsMessage + input.Symbol;
return(output);
}
}
else if (input.Type.ToUpper() == "SELLSHORT")
{
var doesAccountHaveExistingPosition =
context.Positions.Any(x =>
x.AccountId == account.Id && x.Symbol == input.Symbol);
if (doesAccountHaveExistingPosition)
{
var existingPosition = await context.Positions
.Where(x => x.AccountId == account.Id && x.Symbol == input.Symbol)
.FirstOrDefaultAsync();
if (existingPosition.Quantity > 0)
{
context.Entry(createdOrder).State = EntityState.Deleted;
await context.SaveChangesAsync();
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage =
StatusMessages.InvalidShortPositionMessage;
return(output);
}
existingPosition.Value += value;
existingPosition.Quantity += input.Quantity * -1;
context.Entry(existingPosition).State = EntityState.Modified;
await context.SaveChangesAsync();
}
else
{
Positions position = new Positions
{
AccountId = account.Id,
OrderId = createdOrder.Id,
Value = value,
Symbol = input.Symbol,
Quantity = input.Quantity * -1,
EnvironmentId = RDSEnums.EnvironmentId.RdsFallback,
OriginId = RDSEnums.OriginId.PseudoMarkets,
SecurityTypeId = RDSEnums.SecurityType.RealWorld
};
context.Positions.Add(position);
account.Balance = account.Balance - value;
context.Entry(account).State = EntityState.Modified;
await context.SaveChangesAsync();
}
}
output.StatusCode = TradeStatusCodes.ExecutionOk;
output.StatusMessage = StatusMessages.SuccessMessage;
output.Order = createdOrder;
return(output);
}
CreateQueuedOrder(input, user.Id, context);
output.StatusMessage =
"Market is closed, order has been queued to be filled on next market open";
output.StatusCode = TradeStatusCodes.ExecutionQueued;
return(output);
}
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage = StatusMessages.InvalidSymbolOrQuantityMessage;
return(output);
}
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage = StatusMessages.InvalidOrderTypeMessage;
return(output);
}
output.StatusCode = TradeStatusCodes.ExecutionError;
output.StatusMessage = StatusMessages.InsufficientBalanceMessage;
return(output);
}
catch (Exception e)
{
TradeExecOutput status = new TradeExecOutput
{
Order = null,
StatusCode = TradeStatusCodes.ExecutionError,
StatusMessage = StatusMessages.FailureMessage
};
Log.Fatal(e, $"{nameof(ProcessTradingRequestUsingRdsFallback)}");
return(status);
}
}
