private void BuildManagers()
{
AccountManager = new AccountManager(APIWrapper);
ManagedSecuritiesManager = new ManagedSecuritiesManager(APIWrapper);
List <ManagedSecurity> activeUNLList;
UNLManagerDic = new Dictionary <string, SimpleBaseLogic>();
using (var session = DBSessionFactory.Instance.OpenSession())
{
activeUNLList = session.Query <ManagedSecurity>()
.Where(contract => contract.IsActive && contract.OptionChain).ToList();
}
foreach (var managedSecurity in activeUNLList)
{
var unlManager = new UNLManager(managedSecurity, APIWrapper, Distributer);
UNLManagerDic.Add(managedSecurity.Symbol, unlManager);
unlManager.PositionNeedToOptimized += UNLManagerOnPositionNeedToOptimized;
}
MarginManager = new MarginManager();
DbWriter = new DBWriter(Configurations.Application.DBWritePeriod);
Distributer.SetManagers(UNLManagerDic, AccountManager, ManagedSecuritiesManager, DbWriter, MarginManager);
//UIDataManager = new UIDataManager();
}
private void CalculateAllRequierdMargin()
{
foreach (var marginData in MarginDataDic.Values)
{
CalculateUNLRequierdMargin(marginData.Symbol);
Distributer.Enqueue(marginData);
}
}
private void StartManagers()
{
AccountManager.Start();
ManagedSecuritiesManager.Start();
UNLManagerDic.Values.ForEach(mgr => mgr.Start());
DbWriter.Start();
Distributer.Start();
}
public void UpdateMaxMargin(List <ManagedSecurity> managedSecuritiesList)
{
foreach (var managedSecurity in managedSecuritiesList)
{
if (MarginDataDic.ContainsKey(managedSecurity.Symbol) == false)
{
continue;
}
var marginData = MarginDataDic[managedSecurity.Symbol];
if (marginData == null)
{
var ex = new ArgumentNullException(nameof(marginData));
Logger.Error($"There is no margin data for '{managedSecurity.Symbol}'!", ex);
continue;
}
marginData.MarginMaxAllowed = managedSecurity.MarginMaxAllowed;
Distributer.Enqueue(marginData);
}
}
/// <summary>
/// Must be called once application is up by the main GUI object
/// </summary>
private void InitializeAppManager()
{
ConfigHandler configHandler = new ConfigHandler();
//Do the following just in case you want to create the configuration from scratch:
WriteConfigurationFromScratch(configHandler);
Configurations = configHandler.ReadConfig();
//var a = Configurations.Trading.UNLSymbolsListForTrading();
AllConfigurations.AllConfigurationsObject = Configurations;
Distributer = new Distributer();
//Change the wrapper object according to the actual broker,
//for now it's Interactive Broker.
APIWrapper = new IBApiWrapper(
Configurations.Application.DefaultHost, Configurations.Application.AppPort,
Configurations.Application.AppClientId, Distributer,
Configurations.Application.MainAccount);
}
