/// <summary>
/// Gets the current cash balance for each currency held in the brokerage account
/// </summary>
/// <returns>The current cash balance for each currency available for trading</returns>
public override List <CashAmount> GetCashBalance()
{
Log.Trace("FxcmBrokerage.GetCashBalance()");
var cashBook = new List <CashAmount>();
//Adds the account currency to the cashbook.
cashBook.Add(new CashAmount(Convert.ToDecimal(_accounts[_accountId].getCashOutstanding()),
_fxcmAccountCurrency));
foreach (var trade in _openPositions.Values)
{
//settlement price for the trade
var settlementPrice = Convert.ToDecimal(trade.getSettlPrice());
//direction of trade
var direction = trade.getPositionQty().getLongQty() > 0 ? 1 : -1;
//quantity of the asset
var quantity = Convert.ToDecimal(trade.getPositionQty().getQty());
//quantity of base currency
var baseQuantity = direction * quantity;
//quantity of quote currency
var quoteQuantity = -direction * quantity * settlementPrice;
//base currency
var baseCurrency = trade.getCurrency();
//quote currency
var quoteCurrency = FxcmSymbolMapper.ConvertFxcmSymbolToLeanSymbol(trade.getInstrument().getSymbol());
quoteCurrency = quoteCurrency.Substring(quoteCurrency.Length - 3);
var baseCurrencyAmount = cashBook.FirstOrDefault(x => x.Currency == baseCurrency);
//update the value of the base currency
if (baseCurrencyAmount != default(CashAmount))
{
cashBook.Remove(baseCurrencyAmount);
cashBook.Add(new CashAmount(baseQuantity + baseCurrencyAmount.Amount, baseCurrency));
}
else
{
//add the base currency if not present
cashBook.Add(new CashAmount(baseQuantity, baseCurrency));
}
var quoteCurrencyAmount = cashBook.Find(x => x.Currency == quoteCurrency);
//update the value of the quote currency
if (quoteCurrencyAmount != default(CashAmount))
{
cashBook.Remove(quoteCurrencyAmount);
cashBook.Add(new CashAmount(quoteQuantity + quoteCurrencyAmount.Amount, quoteCurrency));
}
else
{
//add the quote currency if not present
cashBook.Add(new CashAmount(quoteQuantity, quoteCurrency));
}
}
return(cashBook);
}
/// <summary>
/// Gets the current cash balance for each currency held in the brokerage account
/// </summary>
/// <returns>The current cash balance for each currency available for trading</returns>
public override List <Cash> GetCashBalance()
{
Log.Trace("FxcmBrokerage.GetCashBalance()");
var cashBook = new List <Cash>();
//Adds the account currency USD to the cashbook.
cashBook.Add(new Cash(_fxcmAccountCurrency,
Convert.ToDecimal(_accounts[_accountId].getCashOutstanding()),
GetUsdConversion(_fxcmAccountCurrency)));
foreach (var trade in _openPositions.Values)
{
//settlement price for the trade
var settlementPrice = Convert.ToDecimal(trade.getSettlPrice());
//direction of trade
var direction = trade.getPositionQty().getLongQty() > 0 ? 1 : -1;
//quantity of the asset
var quantity = Convert.ToDecimal(trade.getPositionQty().getQty());
//quantity of base currency
var baseQuantity = direction * quantity;
//quantity of quote currency
var quoteQuantity = -direction * quantity * settlementPrice;
//base currency
var baseCurrency = trade.getCurrency();
//quote currency
var quoteCurrency = FxcmSymbolMapper.ConvertFxcmSymbolToLeanSymbol(trade.getInstrument().getSymbol());
quoteCurrency = quoteCurrency.Substring(quoteCurrency.Length - 3);
var baseCurrencyObject = (from cash in cashBook where cash.Symbol == baseCurrency select cash).FirstOrDefault();
//update the value of the base currency
if (baseCurrencyObject != null)
{
baseCurrencyObject.AddAmount(baseQuantity);
}
else
{
//add the base currency if not present
cashBook.Add(new Cash(baseCurrency, baseQuantity, GetUsdConversion(baseCurrency)));
}
var quoteCurrencyObject = (from cash in cashBook where cash.Symbol == quoteCurrency select cash).FirstOrDefault();
//update the value of the quote currency
if (quoteCurrencyObject != null)
{
quoteCurrencyObject.AddAmount(quoteQuantity);
}
else
{
//add the quote currency if not present
cashBook.Add(new Cash(quoteCurrency, quoteQuantity, GetUsdConversion(quoteCurrency)));
}
}
return(cashBook);
}