private void ProcessPositionChangeMessage(PositionChangeMessage message)
{
var security = LookupSecurity(message.SecurityId);
var portfolio = GetPortfolio(message.PortfolioName);
var valueInLots = message.Changes.TryGetValue(PositionChangeTypes.CurrentValueInLots);
if (valueInLots != null)
{
if (!message.Changes.ContainsKey(PositionChangeTypes.CurrentValue))
{
var currValue = (decimal)valueInLots / (security.VolumeStep ?? 1);
message.Add(PositionChangeTypes.CurrentValue, currValue);
}
message.Changes.Remove(PositionChangeTypes.CurrentValueInLots);
}
var position = GetPosition(portfolio, security, message.ClientCode, message.DepoName, message.LimitType, message.Description);
position.ApplyChanges(message);
RaisePositionChanged(position);
}
/// <inheritdoc />
protected override bool?OnRead(IFixReader reader, string msgType, Action <Message> messageHandler)
{
switch (msgType)
{
// reading custom CFH message (not compatible with FIX standard)
case CfhFixMessages.AccountInfo:
{
string account = null;
var sendingTime = default(DateTimeOffset);
decimal? closedPnL = null;
decimal? openPnL = null;
decimal? balance = null;
CurrencyTypes?currency = null;
var isOk = reader.ReadMessage(tag =>
{
switch (tag)
{
case FixTags.Account:
account = reader.ReadString();
return(true);
case FixTags.SendingTime:
sendingTime = reader.ReadUtc(TimeStampParser);
return(true);
case CfhFixTags.ClosedPnL:
closedPnL = reader.ReadDecimal();
return(true);
case CfhFixTags.OpenPnL:
openPnL = reader.ReadDecimal();
return(true);
case CfhFixTags.Balance:
balance = reader.ReadDecimal();
return(true);
case FixTags.Currency:
currency = reader.ReadString().FromMicexCurrencyName(this.AddErrorLog);
return(true);
default:
return(false);
}
});
if (!isOk)
{
return(null);
}
var msg = new PositionChangeMessage
{
SecurityId = SecurityId.Money,
PortfolioName = account,
ServerTime = sendingTime
}
.TryAdd(PositionChangeTypes.RealizedPnL, closedPnL, true)
.TryAdd(PositionChangeTypes.UnrealizedPnL, openPnL, true)
.TryAdd(PositionChangeTypes.CurrentValue, balance, true);
if (currency != null)
{
msg.Add(PositionChangeTypes.Currency, currency.Value);
}
messageHandler(msg);
return(true);
}
default:
return(base.OnRead(reader, msgType, messageHandler));
}
}