protected void LookupOpenPosition()
{
this.SpiderPosition = base.GetOpenPositionFromBroker();
}
protected SpiderPosition GetOpenPositionFromBroker()
{
string symbol = Instrument.Symbol;
SpiderPosition currentPosition = null;
BrokerAccount ibAccount = DataManager.GetBrokerInfo("IB").Accounts[IbAccountNumber];
foreach (BrokerPosition currentBrokerPosition in ibAccount.Positions)
{
string posSymbol = currentBrokerPosition.Symbol.Trim().Replace(" ", "");
bool isSymbolSame = string.Compare(symbol, posSymbol, StringComparison.InvariantCultureIgnoreCase) == 0;
if (isSymbolSame && currentBrokerPosition.InstrumentType == InstrumentType.Stock)
{
double? longPositionQuantity = currentBrokerPosition.LongQty;
double? shortPositionQuantity = currentBrokerPosition.ShortQty;
double? openQuantity = null;
PositionSide? openPositionSide = null;
if (longPositionQuantity.HasValue && longPositionQuantity.Value > 0)
{
openPositionSide = PositionSide.Long;
openQuantity = Math.Abs(longPositionQuantity.Value);
}
else if (shortPositionQuantity.HasValue && shortPositionQuantity.Value > 0)
{
openPositionSide = PositionSide.Short;
openQuantity = Math.Abs(shortPositionQuantity.Value);
}
else
{
throw new InvalidOperationException(
string.Format("Could not retrieve an open position for {0} in account {1}",
this.Instrument.Symbol,
this.IbAccountNumber));
}
LoggingUtility.WriteInfo(this,
string.Format("*** Found an OPEN {0} position of {1} shares for {2} in account {3} ***",
openPositionSide.Value.ToString().ToUpper(),
openQuantity,
this.Instrument.Symbol.ToUpper(),
this.IbAccountNumber));
if (!openPositionSide.HasValue)
{
throw new InvalidOperationException(
string.Format("Could not retrieve an open position for {0} in account {1}",
this.Instrument.Symbol,
this.IbAccountNumber));
}
if (!openQuantity.HasValue)
{
throw new InvalidOperationException(
string.Format("Could not retrieve an open position for {0} in account {1}",
this.Instrument.Symbol,
this.IbAccountNumber));
}
currentPosition = new SpiderPosition()
{
Instrument = this.Instrument,
PositionSide = openPositionSide.Value,
Quantity = openQuantity.Value
};
break;
}
}
return currentPosition;
}