private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
var portfolios = _client.GetPortfolios();
foreach (var portfolio in portfolios)
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = portfolio.bstrAcct,
State = PortfolioStates.Active, // ???
OriginalTransactionId = message.TransactionId,
});
}
var pos = _client.GetPositions();
foreach (var position in pos)
{
var m = new PositionMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId {
SecurityCode = position.bstrSym, BoardCode = "All", SecurityType = position.bstrInstrument.ToSecurityType()
},
OriginalTransactionId = message.TransactionId,
};
SendOutMessage(m);
var changeMsg = new PositionChangeMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId {
SecurityCode = position.bstrSym, BoardCode = "All", SecurityType = position.bstrInstrument.ToSecurityType()
},
ServerTime = CurrentTime
};
changeMsg.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)position.fReal);
changeMsg.TryAdd(PositionChangeTypes.BeginValue, (decimal)position.nOpeningPosition);
changeMsg.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(position.nOpeningPosition + (position.nSharesBot - position.nSharesSld)));
changeMsg.TryAdd(PositionChangeTypes.Commission, (decimal)position.fPositionCost);
SendOutMessage(message);
}
SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = message.TransactionId
});
}
private void SessionOnStiPositionUpdate(ref structSTIPositionUpdate msg)
{
var message = new PositionChangeMessage
{
PortfolioName = msg.bstrAcct,
SecurityId = new SecurityId {
SecurityCode = msg.bstrSym, BoardCode = "All"
},
};
message.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)msg.fReal);
message.TryAdd(PositionChangeTypes.BeginValue, (decimal)msg.nOpeningPosition);
message.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(msg.nOpeningPosition + (msg.nSharesBot - msg.nSharesSld)));
message.TryAdd(PositionChangeTypes.Commission, (decimal)msg.fPositionCost);
SendOutMessage(message);
}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
var portfolios = _client.GetPortfolios();
foreach (var portfolio in portfolios)
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = portfolio.bstrAcct,
State = PortfolioStates.Active, // ???
OriginalTransactionId = message.TransactionId,
});
}
var pos = _client.GetPositions();
foreach (var position in pos)
{
var m = new PositionMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId { SecurityCode = position.bstrSym, BoardCode = AssociatedBoardCode, SecurityType = position.bstrInstrument.ToSecurityType() },
OriginalTransactionId = message.TransactionId,
};
SendOutMessage(m);
var changeMsg = new PositionChangeMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId { SecurityCode = position.bstrSym, BoardCode = AssociatedBoardCode, SecurityType = position.bstrInstrument.ToSecurityType() },
ServerTime = CurrentTime
};
changeMsg.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)position.fReal);
changeMsg.TryAdd(PositionChangeTypes.BeginValue, (decimal)position.nOpeningPosition);
changeMsg.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(position.nOpeningPosition + (position.nSharesBot - position.nSharesSld)));
changeMsg.TryAdd(PositionChangeTypes.Commission, (decimal)position.fPositionCost);
SendOutMessage(message);
}
SendOutMessage(new PortfolioLookupResultMessage { OriginalTransactionId = message.TransactionId });
}
private void SessionOnStiPositionUpdate(ref structSTIPositionUpdate msg)
{
var message = new PositionChangeMessage
{
PortfolioName = msg.bstrAcct,
SecurityId = new SecurityId { SecurityCode = msg.bstrSym, BoardCode = AssociatedBoardCode },
};
message.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)msg.fReal);
message.TryAdd(PositionChangeTypes.BeginValue, (decimal)msg.nOpeningPosition);
message.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(msg.nOpeningPosition + (msg.nSharesBot - msg.nSharesSld)));
message.TryAdd(PositionChangeTypes.Commission, (decimal)msg.fPositionCost);
SendOutMessage(message);
}