private void ProcessPortfolioLookup(PortfolioLookupMessage msg)
{
if (msg == null)
{
throw new ArgumentNullException(nameof(msg));
}
if (!msg.IsSubscribe || (msg.Adapter != null && msg.Adapter != this))
{
base.OnSendInMessage(msg);
return;
}
foreach (var portfolio in _positionStorage.Portfolios.Filter(msg))
{
RaiseNewOutMessage(portfolio.ToMessage(msg.TransactionId));
RaiseNewOutMessage(portfolio.ToChangeMessage());
}
foreach (var position in _positionStorage.Positions.Filter(msg))
{
RaiseNewOutMessage(position.ToChangeMessage(msg.TransactionId));
}
base.OnSendInMessage(msg);
}
private bool ProcessPortfolioLookup(PortfolioLookupMessage msg)
{
if (msg == null)
{
throw new ArgumentNullException(nameof(msg));
}
if (!msg.IsSubscribe || (msg.Adapter != null && msg.Adapter != this))
{
return(base.OnSendInMessage(msg));
}
var now = CurrentTime;
var transId = msg.TransactionId;
foreach (var portfolio in _positionStorage.Portfolios.Filter(msg))
{
RaiseNewOutMessage(portfolio.ToMessage(transId).SetSubscriptionIds(subscriptionId: transId));
var changeMsg = portfolio.ToChangeMessage().SetSubscriptionIds(subscriptionId: transId);
changeMsg.ServerTime = now;
RaiseNewOutMessage(changeMsg);
}
foreach (var position in _positionStorage.Positions.Filter(msg))
{
var changeMsg = position.ToChangeMessage(transId).SetSubscriptionIds(subscriptionId: transId);
changeMsg.ServerTime = now;
RaiseNewOutMessage(changeMsg);
}
return(base.OnSendInMessage(msg));
}
private void ProcessPortfolioLookup(PortfolioLookupMessage message)
{
if (message != null)
{
if (!message.IsSubscribe)
{
return;
}
}
var transactionId = message?.TransactionId ?? 0;
var pfName = PortfolioName;
SendOutMessage(new PortfolioMessage
{
PortfolioName = pfName,
BoardCode = Extensions.BitStampBoard,
OriginalTransactionId = transactionId,
});
if (message != null)
{
SendSubscriptionResult(message);
}
var tuple = _httpClient.GetBalances();
foreach (var pair in tuple.Item1)
{
var currValue = pair.Value.First;
var currPrice = pair.Value.Second;
var blockValue = pair.Value.Third;
if (currValue == null && currPrice == null && blockValue == null)
{
continue;
}
var msg = this.CreatePositionChangeMessage(pfName, pair.Key.ToUpperInvariant().ToStockSharp(false));
msg.TryAdd(PositionChangeTypes.CurrentValue, currValue, true);
msg.TryAdd(PositionChangeTypes.CurrentPrice, currPrice, true);
msg.TryAdd(PositionChangeTypes.BlockedValue, blockValue, true);
SendOutMessage(msg);
}
foreach (var pair in tuple.Item2)
{
SendOutMessage(new Level1ChangeMessage
{
SecurityId = pair.Key.ToStockSharp(),
ServerTime = CurrentTime.ConvertToUtc()
}.TryAdd(Level1Fields.CommissionTaker, pair.Value));
}
_lastTimeBalanceCheck = CurrentTime;
}
/// <inheritdoc />
public void UnSubscribePositions()
{
var msg = new PortfolioLookupMessage
{
IsSubscribe = false,
TransactionId = TransactionIdGenerator.GetNextId(),
};
this.AddInfoLog(nameof(UnSubscribePositions));
SendInMessage(msg);
}
private void ProcessPortolioLookupMessage(PortfolioLookupMessage pfMsg)
{
if (_lookupPortfoliosId == 0)
{
_lookupPortfoliosId = pfMsg.TransactionId;
_wrapper.LookupPortfolios();
}
else
{
SendOutError(LocalizedStrings.Str1868);
}
}
private bool ProcessPortfolioLookup(PortfolioLookupMessage msg)
{
if (msg == null)
{
throw new ArgumentNullException(nameof(msg));
}
if (!msg.IsSubscribe || (msg.Adapter != null && msg.Adapter != this))
{
return(base.OnSendInMessage(msg));
}
var now = CurrentTime;
var transId = msg.TransactionId;
void SendOut <TMessage>(TMessage outMsg)
where TMessage : Message, ISubscriptionIdMessage
{
outMsg.SetSubscriptionIds(subscriptionId: transId);
if (outMsg is IServerTimeMessage timeMsg)
{
timeMsg.ServerTime = now;
}
outMsg.OfflineMode = MessageOfflineModes.Ignore;
RaiseNewOutMessage(outMsg);
}
if (msg.StrategyId.IsEmpty())
{
foreach (var portfolio in _positionStorage.Portfolios.Filter(msg))
{
SendOut(portfolio.ToMessage(transId));
SendOut(portfolio.ToChangeMessage());
}
}
foreach (var position in _positionStorage.Positions)
{
var posMsg = position.ToChangeMessage(transId);
if (!posMsg.IsMatch(msg, false))
{
continue;
}
SendOut(posMsg);
}
return(base.OnSendInMessage(msg));
}
/// <inheritdoc />
public void SubscribePositions(Security security = null, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, IMessageAdapter adapter = null)
{
var msg = new PortfolioLookupMessage
{
IsSubscribe = true,
TransactionId = TransactionIdGenerator.GetNextId(),
Adapter = adapter,
};
_portfolioLookups.Add(msg.TransactionId, new LookupInfo <PortfolioLookupMessage, Portfolio>(msg));
this.AddInfoLog(nameof(SubscribePositions));
SendInMessage(msg);
}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
var portfolios = _client.GetPortfolios();
foreach (var portfolio in portfolios)
{
SendOutMessage(new PortfolioMessage
{
PortfolioName = portfolio.bstrAcct,
State = PortfolioStates.Active, // ???
OriginalTransactionId = message.TransactionId,
});
}
var pos = _client.GetPositions();
foreach (var position in pos)
{
var m = new PositionMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId {
SecurityCode = position.bstrSym, BoardCode = "All", SecurityType = position.bstrInstrument.ToSecurityType()
},
OriginalTransactionId = message.TransactionId,
};
SendOutMessage(m);
var changeMsg = new PositionChangeMessage
{
PortfolioName = position.bstrAcct,
SecurityId = new SecurityId {
SecurityCode = position.bstrSym, BoardCode = "All", SecurityType = position.bstrInstrument.ToSecurityType()
},
ServerTime = CurrentTime
};
changeMsg.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)position.fReal);
changeMsg.TryAdd(PositionChangeTypes.BeginValue, (decimal)position.nOpeningPosition);
changeMsg.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(position.nOpeningPosition + (position.nSharesBot - position.nSharesSld)));
changeMsg.TryAdd(PositionChangeTypes.Commission, (decimal)position.fPositionCost);
SendOutMessage(message);
}
SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = message.TransactionId
});
}
private void ProcessPortfolioLookup(PortfolioLookupMessage message)
{
//SendOutMessage(new PortfolioMessage
//{
// PortfolioName = GetPortfolioName()
//});
ProcessBalance(_httpClient.RequestBalance());
if (message != null)
{
SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = message.TransactionId
});
}
}
public void UnSubscribe(Subscription subscription)
{
if (subscription == null)
{
throw new ArgumentNullException(nameof(subscription));
}
ISubscriptionMessage unsubscribe;
if (subscription.DataType.IsMarketData)
{
unsubscribe = new MarketDataMessage();
}
else if (subscription.DataType == DataType.Transactions)
{
unsubscribe = new OrderStatusMessage();
}
else if (subscription.DataType == DataType.PositionChanges)
{
unsubscribe = new PortfolioLookupMessage();
}
else if (subscription.DataType.IsPortfolio)
{
unsubscribe = new PortfolioMessage();
}
else
{
throw new ArgumentOutOfRangeException(nameof(subscription), subscription.DataType, LocalizedStrings.Str1219);
}
//// "immediate" unsubscribe
//if (unsubscribe == null)
//{
// lock (_syncObject)
// {
// _subscriptions.Remove(subscription.TransactionId);
// }
// return;
//}
unsubscribe.TransactionId = _connector.TransactionIdGenerator.GetNextId();
unsubscribe.OriginalTransactionId = subscription.TransactionId;
unsubscribe.IsSubscribe = false;
SendRequest(unsubscribe, subscription);
}
//private static string GetOECAccountName(string localPortfolioName)
//{
// return localPortfolioName.Split(new[] { '-' })[0];
//}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
foreach (var account in _client.Accounts)
{
ProcessAccount(account, null);
foreach (var list in account.DetailedPositions)
{
foreach (var position in list)
{
ProcessPosition(position);
}
}
}
SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = message.TransactionId
});
}
private void ProcessPortfolioLookup(PortfolioLookupMessage message)
{
var reply = _client.GetInfo();
ProcessFunds(reply.State.Funds);
SendOutMessage(new PortfolioMessage
{
PortfolioName = GetPortfolioName(),
State = reply.State.Rights.CanTrade ? PortfolioStates.Active : PortfolioStates.Blocked,
OriginalTransactionId = message == null ? 0 : message.TransactionId
});
if (message != null)
{
SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = message.TransactionId
});
}
}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
foreach (var account in _restClient.GetAccounts())
{
_accountIds[account.Name] = account.Id;
SendOutMessage(new PortfolioMessage
{
PortfolioName = account.Name,
Currency = account.Currency.To <CurrencyTypes>(),
});
var details = _restClient.GetAccountDetails(account.Id);
SendOutMessage(new PortfolioChangeMessage {
PortfolioName = account.Name
}
.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)details.RealizedPnL)
.TryAdd(PositionChangeTypes.UnrealizedPnL, (decimal)details.UnrealizedPnL)
.TryAdd(PositionChangeTypes.CurrentPrice, (decimal)details.Balance)
.TryAdd(PositionChangeTypes.BlockedValue, (decimal)details.MarginUsed)
.TryAdd(PositionChangeTypes.CurrentValue, (decimal)details.MarginAvailable));
foreach (var position in _restClient.GetPositions(account.Id))
{
SendOutMessage(new PositionChangeMessage
{
PortfolioName = account.Name,
SecurityId = position.Instrument.ToSecurityId(),
}
.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(position.Side.To <Sides>() == Sides.Buy ? position.Units : -position.Units))
.TryAdd(PositionChangeTypes.AveragePrice, (decimal)position.AveragePrice));
}
}
SendOutMessage(new PortfolioLookupResultMessage {
OriginalTransactionId = message.TransactionId
});
}
/// <summary>
/// Initializes a new instance of the <see cref="Subscription"/>.
/// </summary>
/// <param name="dataType">Data type info.</param>
/// <param name="security">Security.</param>
public Subscription(DataType dataType, Security security)
{
DataType = dataType ?? throw new ArgumentNullException(nameof(dataType));
Security = security;
if (dataType.IsMarketData)
{
MarketDataMessage = new MarketDataMessage
{
DataType = dataType.ToMarketDataType().Value,
Arg = dataType.Arg,
IsSubscribe = true
};
if (Security != null)
{
MarketDataMessage.FillSecurityInfo(Security);
}
}
else if (dataType == DataType.Transactions)
{
OrderStatusMessage = new OrderStatusMessage {
IsSubscribe = true
}
}
;
else if (dataType == DataType.PositionChanges)
{
PortfolioLookupMessage = new PortfolioLookupMessage {
IsSubscribe = true
}
}
;
else
{
throw new ArgumentOutOfRangeException(nameof(dataType), dataType, LocalizedStrings.Str1219);
}
}
/// <inheritdoc />
public void RequestState(PortfolioLookupMessage lookupMsg, Action <Message> result)
{
var time = lookupMsg.LocalTime;
RequestPortfolioState(time, result);
foreach (var pair in _positions)
{
var info = pair.Value;
result(
new PositionChangeMessage
{
LocalTime = time,
ServerTime = time,
PortfolioName = _portfolioName,
SecurityId = pair.Key,
OriginalTransactionId = lookupMsg.TransactionId,
}
.Add(PositionChangeTypes.CurrentValue, info.PositionCurrentValue)
.TryAdd(PositionChangeTypes.AveragePrice, info.PositionAveragePrice)
);
}
}
private void ProcessPortfolioLookupMessage(PortfolioLookupMessage message)
{
ProcessInSubscriptionMessage(message, DataType.PositionChanges);
}
public void LookupPortfolios(PortfolioLookupMessage criteria)
{
SubscribePositions(criteria);
}
/// <inheritdoc />
public void SubscribePositions(PortfolioLookupMessage criteria)
{
Subscribe(new Subscription(criteria, (SecurityMessage)null));
}
/// <summary>
/// To call the event <see cref="LookupPortfoliosResult"/>.
/// </summary>
/// <param name="message">Message.</param>
/// <param name="error">An error of lookup operation. The value will be <see langword="null"/> if operation complete successfully.</param>
/// <param name="portfolios">Found portfolios.</param>
private void RaiseLookupPortfoliosResult(PortfolioLookupMessage message, Exception error, IEnumerable <Portfolio> portfolios)
{
LookupPortfoliosResult?.Invoke(message, portfolios, error);
}
/// <summary>
/// To call the event <see cref="LookupPortfoliosResult"/>.
/// </summary>
/// <param name="message">Message.</param>
/// <param name="error">An error of lookup operation. The value will be <see langword="null"/> if operation complete successfully.</param>
/// <param name="portfolios">Found portfolios.</param>
/// <param name="newPortfolios">Newly created.</param>
private void RaiseLookupPortfoliosResult(PortfolioLookupMessage message, Exception error, Portfolio[] portfolios, Portfolio[] newPortfolios)
{
LookupPortfoliosResult?.Invoke(message, portfolios, error);
LookupPortfoliosResult2?.Invoke(message, portfolios, newPortfolios, error);
}
private void ProcessInPortfolioLookupMessage(PortfolioLookupMessage message)
{
ProcessInSubscriptionMessage(message, message.TransactionId, _pfLookupSubscribers, null, null, null);
}