public async Task <MarketValue> Calculate(int portfolioId, DateTime asOf)
{
var holdings = await lotsApi.GetLotsForPortfolio(portfolioId, asOf);
float cumMktValue = 0;
foreach (var holding in holdings)
{
var ticker = holding.Ric.Split('.');
logger.Information($"Getting market price for {ticker[0]}");
var price = await marketDataClient.GetMarketPriceAsync(ticker[0], asOf);
cumMktValue += (float)(price) * holding.Qty;
}
logger.Information($"Fetching cash information for portfolio id {portfolioId}");
var cashValue = await cashApi.GetCashForPortfolio(portfolioId, asOf);
logger.Information($"Finished calculating market value for portfolioId:{portfolioId}");
return(new MarketValue()
{
Date = asOf,
MktValue = cumMktValue + (cashValue == null? 0 : cashValue.Amount),
PortfolioId = portfolioId
});
}
public async Task Consume(ConsumeContext <ICashValueAggregator> context)
{
var startDate = context.Message.Date;
foreach (var portfolioId in context.Message.PortfolioIds)
{
logger.Information($"Calculating cash value for {portfolioId}");
var cash = await cashApi.GetCashForPortfolio(portfolioId, startDate);
var rows = await cashHistoryRepo.InsertAsync(new CashValue()
{
Date = startDate, Cash = cash.Amount, PortfolioId = portfolioId
});
}
}
