private void CreateOrUpdateUnlOption(TransactionData transactionData)
{
try
{
UnlOptions unlOptions;
//If the list was not load yet, load it.
if (UnlOptionsList == null)
{
LoadUnlOptionsList();
}
if (transactionData.Order.OrderAction == OrderAction.BUY)
{
if (UnlOptionsList.Any(uo => uo.Id == 0))
{
//Reload the list to refresh the IDs:
LoadUnlOptionsList();
}
//Update an exsisting one with the max IV (Maximum profit) and remove it from the list
unlOptions = UnlOptionsList.Where(uo => uo.OptionKey.Equals(transactionData.OptionKey))
.OrderByDescending(uo => uo.OptionData.ImpliedVolatility).First();
if (unlOptions != null)
{
unlOptions.CloseTransaction = transactionData;
unlOptions.LastUpdate = DateTime.Now;
UnlOptionsList.Remove(unlOptions);
}
}
else
{
//Create new one
unlOptions = new UnlOptions
{
OpenTransaction = transactionData,
Symbol = Symbol,
OptionKey = transactionData.OptionKey,
Account = AccountSummaryData.MainAccount,
};
UnlOptionsList.Add(unlOptions);
}
//Save
UNLManager.Distributer.Enqueue(unlOptions);
}
catch (Exception ex)
{
Logger.Error(ex.Message, ex);
}
}
protected void HandleUnlOptions(UnlOptions unlOptions)
{
try
{
SaveContractDetailsIfNeeded <OptionContract>(unlOptions.CloseTransaction == null
? unlOptions.OpenTransaction.OptionData.OptionContract
: unlOptions.CloseTransaction.OptionData.OptionContract);
}
catch (Exception ex)
{
Logger.Error("Could not save OptionContract", ex);
//transaction.Rollback();
}
using (ITransaction transaction = _session.BeginTransaction())
{
int uniOpID = 0;
string action = string.Empty;
try
{
if (_session.Get <UnlOptions>(unlOptions.Id) == null)
{
action = "!@#$%^&* - Try save new UnlOptions (Id=0) ==>'{data.OptionKey}'.";
uniOpID = (int)_session.Save(unlOptions);
}
else
{
action = "!@#$%^&* - Merge UnlOptions (Id={tdId}) ==>'{data.OptionKey}'.";
_session.Merge(unlOptions);
}
}
catch (Exception ex)
{
Logger.Error($"!@#$%^&* - Could not {action} {unlOptions.OptionKey}", ex);
//transaction.Rollback();
return;
}
try
{
transaction.Commit();
}
catch (Exception exception)
{
Logger.Error($"!@#$%^&* - Could not write (commit) id:{unlOptions.Id} {unlOptions.OptionKey} to DB", exception);
}
}
}
