/// <summary>
/// [EARLY ACCESS] ReconcileHoldings: Reconcile portfolio holdings Reconcile the holdings of two portfolios.
/// </summary>
/// <exception cref="Lusid.Sdk.Client.ApiException">Thrown when fails to make API call</exception>
/// <param name="sortBy">Optional. Order the results by these fields. Use use the '-' sign to denote descending order e.g. -MyFieldName (optional)</param>
/// <param name="start">Optional. When paginating, skip this number of results (optional)</param>
/// <param name="limit">Optional. When paginating, limit the number of returned results to this many. (optional)</param>
/// <param name="filter">Optional. Expression to filter the result set. For example, to filter on the left portfolio Code, use \"left.portfolioId.code eq 'string'\" Read more about filtering results from LUSID here https://support.lusid.com/filtering-results-from-lusid. (optional)</param>
/// <param name="portfoliosReconciliationRequest">The specifications of the inputs to the reconciliation (optional)</param>
/// <param name="cancellationToken">Cancellation Token to cancel the request.</param>
/// <returns>Task of ResourceListOfReconciliationBreak</returns>
public async System.Threading.Tasks.Task <ResourceListOfReconciliationBreak> ReconcileHoldingsAsync(List <string> sortBy = default(List <string>), int?start = default(int?), int?limit = default(int?), string filter = default(string), PortfoliosReconciliationRequest portfoliosReconciliationRequest = default(PortfoliosReconciliationRequest), System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken))
{
Lusid.Sdk.Client.ApiResponse <ResourceListOfReconciliationBreak> localVarResponse = await ReconcileHoldingsWithHttpInfoAsync(sortBy, start, limit, filter, portfoliosReconciliationRequest, cancellationToken).ConfigureAwait(false);
return(localVarResponse.Data);
}
/// <summary>
/// [EARLY ACCESS] ReconcileHoldings: Reconcile portfolio holdings Reconcile the holdings of two portfolios.
/// </summary>
/// <exception cref="Lusid.Sdk.Client.ApiException">Thrown when fails to make API call</exception>
/// <param name="sortBy">Optional. Order the results by these fields. Use use the '-' sign to denote descending order e.g. -MyFieldName (optional)</param>
/// <param name="start">Optional. When paginating, skip this number of results (optional)</param>
/// <param name="limit">Optional. When paginating, limit the number of returned results to this many. (optional)</param>
/// <param name="filter">Optional. Expression to filter the result set. For example, to filter on the left portfolio Code, use \"left.portfolioId.code eq 'string'\" Read more about filtering results from LUSID here https://support.lusid.com/filtering-results-from-lusid. (optional)</param>
/// <param name="portfoliosReconciliationRequest">The specifications of the inputs to the reconciliation (optional)</param>
/// <param name="cancellationToken">Cancellation Token to cancel the request.</param>
/// <returns>Task of ApiResponse (ResourceListOfReconciliationBreak)</returns>
public async System.Threading.Tasks.Task <Lusid.Sdk.Client.ApiResponse <ResourceListOfReconciliationBreak> > ReconcileHoldingsWithHttpInfoAsync(List <string> sortBy = default(List <string>), int?start = default(int?), int?limit = default(int?), string filter = default(string), PortfoliosReconciliationRequest portfoliosReconciliationRequest = default(PortfoliosReconciliationRequest), System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken))
{
Lusid.Sdk.Client.RequestOptions localVarRequestOptions = new Lusid.Sdk.Client.RequestOptions();
String[] _contentTypes = new String[] {
"application/json-patch+json",
"application/json",
"text/json",
"application/_*+json"
};
// to determine the Accept header
String[] _accepts = new String[] {
"text/plain",
"application/json",
"text/json"
};
var localVarContentType = Lusid.Sdk.Client.ClientUtils.SelectHeaderContentType(_contentTypes);
if (localVarContentType != null)
{
localVarRequestOptions.HeaderParameters.Add("Content-Type", localVarContentType);
}
var localVarAccept = Lusid.Sdk.Client.ClientUtils.SelectHeaderAccept(_accepts);
if (localVarAccept != null)
{
localVarRequestOptions.HeaderParameters.Add("Accept", localVarAccept);
}
if (sortBy != null)
{
localVarRequestOptions.QueryParameters.Add(Lusid.Sdk.Client.ClientUtils.ParameterToMultiMap("multi", "sortBy", sortBy));
}
if (start != null)
{
localVarRequestOptions.QueryParameters.Add(Lusid.Sdk.Client.ClientUtils.ParameterToMultiMap("", "start", start));
}
if (limit != null)
{
localVarRequestOptions.QueryParameters.Add(Lusid.Sdk.Client.ClientUtils.ParameterToMultiMap("", "limit", limit));
}
if (filter != null)
{
localVarRequestOptions.QueryParameters.Add(Lusid.Sdk.Client.ClientUtils.ParameterToMultiMap("", "filter", filter));
}
localVarRequestOptions.Data = portfoliosReconciliationRequest;
// authentication (oauth2) required
// oauth required
if (!String.IsNullOrEmpty(this.Configuration.AccessToken))
{
localVarRequestOptions.HeaderParameters.Add("Authorization", "Bearer " + this.Configuration.AccessToken);
}
// set the LUSID header
localVarRequestOptions.HeaderParameters.Add("X-LUSID-Sdk-Language", "C#");
localVarRequestOptions.HeaderParameters.Add("X-LUSID-Sdk-Version", "0.11.4385");
// make the HTTP request
var localVarResponse = await this.AsynchronousClient.PostAsync <ResourceListOfReconciliationBreak>("/api/portfolios/$reconcileholdings", localVarRequestOptions, this.Configuration, cancellationToken).ConfigureAwait(false);
if (this.ExceptionFactory != null)
{
Exception _exception = this.ExceptionFactory("ReconcileHoldings", localVarResponse);
if (_exception != null)
{
throw _exception;
}
}
return(localVarResponse);
}
/// <summary>
/// [EARLY ACCESS] ReconcileHoldings: Reconcile portfolio holdings Reconcile the holdings of two portfolios.
/// </summary>
/// <exception cref="Lusid.Sdk.Client.ApiException">Thrown when fails to make API call</exception>
/// <param name="sortBy">Optional. Order the results by these fields. Use use the '-' sign to denote descending order e.g. -MyFieldName (optional)</param>
/// <param name="start">Optional. When paginating, skip this number of results (optional)</param>
/// <param name="limit">Optional. When paginating, limit the number of returned results to this many. (optional)</param>
/// <param name="filter">Optional. Expression to filter the result set. For example, to filter on the left portfolio Code, use \"left.portfolioId.code eq 'string'\" Read more about filtering results from LUSID here https://support.lusid.com/filtering-results-from-lusid. (optional)</param>
/// <param name="portfoliosReconciliationRequest">The specifications of the inputs to the reconciliation (optional)</param>
/// <returns>ResourceListOfReconciliationBreak</returns>
public ResourceListOfReconciliationBreak ReconcileHoldings(List <string> sortBy = default(List <string>), int?start = default(int?), int?limit = default(int?), string filter = default(string), PortfoliosReconciliationRequest portfoliosReconciliationRequest = default(PortfoliosReconciliationRequest))
{
Lusid.Sdk.Client.ApiResponse <ResourceListOfReconciliationBreak> localVarResponse = ReconcileHoldingsWithHttpInfo(sortBy, start, limit, filter, portfoliosReconciliationRequest);
return(localVarResponse.Data);
}
/// <summary>
/// [EARLY ACCESS] Reconcile portfolio holdings Reconcile the holdings of two portfolios.
/// </summary>
/// <exception cref="Lusid.Sdk.Client.ApiException">Thrown when fails to make API call</exception>
/// <param name="sortBy">Optional. Order the results by these fields. Use use the '-' sign to denote descending order e.g. -MyFieldName (optional)</param>
/// <param name="start">Optional. When paginating, skip this number of results (optional)</param>
/// <param name="limit">Optional. When paginating, limit the number of returned results to this many. (optional)</param>
/// <param name="filter">Optional. Expression to filter the result set (optional)</param>
/// <param name="request">The specifications of the inputs to the reconciliation (optional)</param>
/// <returns>Task of ApiResponse (ResourceListOfReconciliationBreak)</returns>
public async System.Threading.Tasks.Task <ApiResponse <ResourceListOfReconciliationBreak> > ReconcileHoldingsAsyncWithHttpInfo(List <string> sortBy = null, int?start = null, int?limit = null, string filter = null, PortfoliosReconciliationRequest request = null)
{
var localVarPath = "./api/portfolios/$reconcileholdings";
var localVarPathParams = new Dictionary <String, String>();
var localVarQueryParams = new List <KeyValuePair <String, String> >();
var localVarHeaderParams = new Dictionary <String, String>(this.Configuration.DefaultHeader);
var localVarFormParams = new Dictionary <String, String>();
var localVarFileParams = new Dictionary <String, FileParameter>();
Object localVarPostBody = null;
// to determine the Content-Type header
String[] localVarHttpContentTypes = new String[] {
};
String localVarHttpContentType = this.Configuration.ApiClient.SelectHeaderContentType(localVarHttpContentTypes);
// to determine the Accept header
String[] localVarHttpHeaderAccepts = new String[] {
"text/plain",
"application/json",
"text/json"
};
String localVarHttpHeaderAccept = this.Configuration.ApiClient.SelectHeaderAccept(localVarHttpHeaderAccepts);
if (localVarHttpHeaderAccept != null)
{
localVarHeaderParams.Add("Accept", localVarHttpHeaderAccept);
}
if (sortBy != null)
{
localVarQueryParams.AddRange(this.Configuration.ApiClient.ParameterToKeyValuePairs("multi", "sortBy", sortBy)); // query parameter
}
if (start != null)
{
localVarQueryParams.AddRange(this.Configuration.ApiClient.ParameterToKeyValuePairs("", "start", start)); // query parameter
}
if (limit != null)
{
localVarQueryParams.AddRange(this.Configuration.ApiClient.ParameterToKeyValuePairs("", "limit", limit)); // query parameter
}
if (filter != null)
{
localVarQueryParams.AddRange(this.Configuration.ApiClient.ParameterToKeyValuePairs("", "filter", filter)); // query parameter
}
if (request != null && request.GetType() != typeof(byte[]))
{
localVarPostBody = this.Configuration.ApiClient.Serialize(request); // http body (model) parameter
}
else
{
localVarPostBody = request; // byte array
}
// authentication (oauth2) required
// oauth required
if (!String.IsNullOrEmpty(this.Configuration.AccessToken))
{
localVarHeaderParams["Authorization"] = "Bearer " + this.Configuration.AccessToken;
}
// set the LUSID header
localVarHeaderParams["X-LUSID-Sdk-Language"] = "C#";
localVarHeaderParams["X-LUSID-Sdk-Version"] = "0.10.730";
// make the HTTP request
IRestResponse localVarResponse = (IRestResponse)await this.Configuration.ApiClient.CallApiAsync(localVarPath,
Method.POST, localVarQueryParams, localVarPostBody, localVarHeaderParams, localVarFormParams, localVarFileParams,
localVarPathParams, localVarHttpContentType);
int localVarStatusCode = (int)localVarResponse.StatusCode;
if (ExceptionFactory != null)
{
Exception exception = ExceptionFactory("ReconcileHoldings", localVarResponse);
if (exception != null)
{
throw exception;
}
}
return(new ApiResponse <ResourceListOfReconciliationBreak>(localVarStatusCode,
localVarResponse.Headers.ToDictionary(x => x.Key, x => string.Join(",", x.Value)),
(ResourceListOfReconciliationBreak)this.Configuration.ApiClient.Deserialize(localVarResponse, typeof(ResourceListOfReconciliationBreak))));
}
/// <summary>
/// [EARLY ACCESS] Reconcile portfolio holdings Reconcile the holdings of two portfolios.
/// </summary>
/// <exception cref="Lusid.Sdk.Client.ApiException">Thrown when fails to make API call</exception>
/// <param name="sortBy">Optional. Order the results by these fields. Use use the '-' sign to denote descending order e.g. -MyFieldName (optional)</param>
/// <param name="start">Optional. When paginating, skip this number of results (optional)</param>
/// <param name="limit">Optional. When paginating, limit the number of returned results to this many. (optional)</param>
/// <param name="filter">Optional. Expression to filter the result set (optional)</param>
/// <param name="request">The specifications of the inputs to the reconciliation (optional)</param>
/// <returns>Task of ResourceListOfReconciliationBreak</returns>
public async System.Threading.Tasks.Task <ResourceListOfReconciliationBreak> ReconcileHoldingsAsync(List <string> sortBy = null, int?start = null, int?limit = null, string filter = null, PortfoliosReconciliationRequest request = null)
{
ApiResponse <ResourceListOfReconciliationBreak> localVarResponse = await ReconcileHoldingsAsyncWithHttpInfo(sortBy, start, limit, filter, request);
return(localVarResponse.Data);
}
/// <summary>
/// [EARLY ACCESS] Reconcile portfolio holdings Reconcile the holdings of two portfolios.
/// </summary>
/// <exception cref="Lusid.Sdk.Client.ApiException">Thrown when fails to make API call</exception>
/// <param name="sortBy">Optional. Order the results by these fields. Use use the '-' sign to denote descending order e.g. -MyFieldName (optional)</param>
/// <param name="start">Optional. When paginating, skip this number of results (optional)</param>
/// <param name="limit">Optional. When paginating, limit the number of returned results to this many. (optional)</param>
/// <param name="filter">Optional. Expression to filter the result set (optional)</param>
/// <param name="request">The specifications of the inputs to the reconciliation (optional)</param>
/// <returns>ResourceListOfReconciliationBreak</returns>
public ResourceListOfReconciliationBreak ReconcileHoldings(List <string> sortBy = null, int?start = null, int?limit = null, string filter = null, PortfoliosReconciliationRequest request = null)
{
ApiResponse <ResourceListOfReconciliationBreak> localVarResponse = ReconcileHoldingsWithHttpInfo(sortBy, start, limit, filter, request);
return(localVarResponse.Data);
}
public void Reconcile_Portfolio()
{
var portfolioCode = _testDataUtilities.CreateTransactionPortfolio(TestDataUtilities.TutorialScope);
var today = new DateTimeOffset(DateTimeOffset.UtcNow.Date).ToUniversalTime();
var yesterday = today.AddDays(-1).ToUniversalTime();
// Create transactions for yesterday
var yesterdaysTransactions = new List <TransactionRequest>
{
_testDataUtilities.BuildTransactionRequest(_instrumentIds[0], 1000, 100, "GBP", yesterday.AddHours(8), "StockIn"),
_testDataUtilities.BuildTransactionRequest(_instrumentIds[0], 2300, 101, "GBP", yesterday.AddHours(12), "StockIn"),
_testDataUtilities.BuildTransactionRequest(_instrumentIds[1], -1000, 102, "GBP", yesterday.AddHours(9), "StockIn"),
_testDataUtilities.BuildTransactionRequest(_instrumentIds[2], 1200, 103, "GBP", yesterday.AddHours(16), "StockIn"),
_testDataUtilities.BuildTransactionRequest(_instrumentIds[3], 2000, 103, "GBP", yesterday.AddHours(9), "StockIn")
};
// Add transactions
_apiFactory.Api <ITransactionPortfoliosApi>().UpsertTransactions(TestDataUtilities.TutorialScope, portfolioCode, yesterdaysTransactions);
var todaysTransactions = new List <TransactionRequest>
{
_testDataUtilities.BuildTransactionRequest(_instrumentIds[0], -3000, 101.78M, "GBP", today.AddHours(8), "StockIn"), // net long 300
_testDataUtilities.BuildTransactionRequest(_instrumentIds[0], 1500, 101.78M, "GBP", today.AddHours(12), "StockIn"), // net long 1800
_testDataUtilities.BuildTransactionRequest(_instrumentIds[1], 1000, 102, "GBP", today.AddHours(12), "StockIn"), // flat
_testDataUtilities.BuildTransactionRequest(_instrumentIds[2], 1200, 103, "GBP", today.AddHours(16), "StockIn"), // long 2400
_testDataUtilities.BuildTransactionRequest(_instrumentIds[3], 1000, 103, "GBP", today.AddHours(9), "StockIn"), // long 3000
_testDataUtilities.BuildTransactionRequest(_instrumentIds[3], 2000, 103, "GBP", today.AddHours(20), "StockIn") // long 5000 but outside recon window
};
// add transactions
var finalResult = _apiFactory.Api <ITransactionPortfoliosApi>().UpsertTransactions(TestDataUtilities.TutorialScope, portfolioCode, todaysTransactions);
//Using the last result find out its AsAtDate (based on the servers clock at the time of the test)
var finalAsAtTime = finalResult.Version.AsAtDate;
//So now we have the portfolio with 2 days worth of transactions, going to reconcile from T-1 20:00 to now,
//this should reflect breaks for each instrument equal to the transactions from yesterday till 20 today.
var reconcileRequest =
new PortfoliosReconciliationRequest(
new PortfolioReconciliationRequest(
new ResourceId(TestDataUtilities.TutorialScope, portfolioCode),
yesterday.AddHours(20).ToString("o"),
finalAsAtTime),
new PortfolioReconciliationRequest(
new ResourceId(TestDataUtilities.TutorialScope, portfolioCode),
today.AddHours(16).ToString("o"),
finalAsAtTime),
new List <string>());
var listOfBreaks = _apiFactory.Api <IReconciliationsApi>().ReconcileHoldings(portfoliosReconciliationRequest: reconcileRequest);
Console.WriteLine($"Breaks at {yesterday.AddHours(20)}");
PrintBreaks(listOfBreaks.Values);
/*
* Expecting
* _instrumentIds[0] -1500 -8094.73
* _instrumentIds[3] 1000 10300
* _instrumentIds[2] 1200 10300
* _instrumentIds[1] 1000 -10200
*/
Assert.AreEqual(listOfBreaks.Values.Count, 4);
var map = listOfBreaks.Values.ToDictionary(abreak => abreak.InstrumentUid);
Assert.AreEqual(map[_instrumentIds[0]].DifferenceUnits, -1500);
Assert.AreEqual(map[_instrumentIds[3]].DifferenceUnits, 1000);
Assert.AreEqual(map[_instrumentIds[2]].DifferenceUnits, 1200);
Assert.AreEqual(map[_instrumentIds[1]].DifferenceUnits, 1000);
void PrintBreaks(IEnumerable <ReconciliationBreak> breaks)
{
foreach (var abreak in breaks)
{
Console.WriteLine($"{abreak.InstrumentUid}\t{abreak.DifferenceUnits}\t{abreak.DifferenceCost.Amount}");
}
Console.WriteLine();
}
}
