private void UnpledgeStock(OCCStockToUnpledge stu, string source, bool sendToG1, bool sendToDTC)
{
List <StartingPositionView> OCCStartingPositions = new List <StartingPositionView>();
StartingPositionViewDA SPVDA = new StartingPositionViewDA();
SPVDA.Load(OCCStartingPositions, "OCC", stu.RealTimePosition.ParticipantNum, stu.RealTimePosition.cusip);
//If we don't have a position in it, we won't do anything. Try to return a message saying so
if (OCCStartingPositions.Count > 0)
{
Pledge SlateUnpledgeItem = PopulateSlatePledgeObject(stu.RealTimePosition, stu.SharesToUnpledge, 0, "U", sendToG1, sendToDTC);
PDA.Insert(SlateUnpledgeItem);
int ReturnedG1ID = CreateTheReturnForTheUnpledge(OCCStartingPositions, source, SlateUnpledgeItem.PledgeId, stu.SharesToUnpledge, stu.RealTimePosition.ParticipantNum);
int ReturnedDTCID = UnpledgeStockFromOCC(SlateUnpledgeItem.PledgeId, stu.RealTimePosition.cusip, stu.SharesToUnpledge, stu.RealTimePosition.ParticipantNum);
SlateUnpledgeItem.G1Id = ReturnedG1ID;
SlateUnpledgeItem.DtcId = ReturnedDTCID;
PDA.Update(SlateUnpledgeItem);
}
}
private List <OCCStockPledge> CalculateWhatToPledge(List <OCCStockToUnpledge> stocksToUnpledge, int req)
{
/* 1. Get starting position to know which of our inventory are borrows so we don't pledge those
* 2. Remove stocks that are on the unpledgeable list
* 3. Calculate the amt we need to pledge (The required amt needed in OCC - (Amt we have pledged already - Amt we are going to unpledge)
* 4. Mult amt we need to pledge by a buffer
* 5. Now choose stocks we can pledge
*/
List <StartingPositionView> StartingPositions = new List <StartingPositionView>();
StartingPositionViewDA SPVDA = new StartingPositionViewDA();
SPVDA.Load(StartingPositions);
List <OCCStockPledge> pledgeableStocks = new List <OCCStockPledge>();
//1.
var BorrowCusips = StartingPositions.Where(x => x.BorrowLoanIndicator.ToLower() == "b").Select(y => y.Cusip).Distinct().ToList();
foreach (spAlanGetRealTimePositions_Pledger_Result pos in RealTimePos)
{
if (!BorrowCusips.Any(x => x.ToLower() == pos.cusip.ToLower()) && pos.Price != null && pos.Price > 10)
{
if (pos.TodaysNet >= 0 && pos.unpledgedquantity > 0)
{
pledgeableStocks.Add(new OCCStockPledge(pos));
}
else if (pos.TodaysNet < 0 && pos.unpledgedquantity > Math.Abs(pos.TodaysNet.Value))
{
pledgeableStocks.Add(new OCCStockPledge(pos));
}
}
}
//2.
UnPledgeableDA upda = new UnPledgeableDA();
List <UnPledgeableView_AlanPledger> UnPledgeable = new List <UnPledgeableView_AlanPledger>();
upda.Load(UnPledgeable);
pledgeableStocks.RemoveAll(x => UnPledgeable.Exists(y => y.Cusip == x.RealTimePosition.cusip));
pledgeableStocks = pledgeableStocks.OrderByDescending(x => x.PledgeableShares * x.RealTimePosition.Price).ToList();
//3.
//Amt we need to pledge = Requirement - (Find sum of what we have pledged - What we are going to unpledge)
decimal AmtWeHavePledged = RealTimePos.Where(x => x.Price != null).Sum(x => x.pledgedquantity * x.Price).Value *(decimal)StockBalanceFactor;
decimal AmtWeAreGoingToUnpledge = stocksToUnpledge.Where(p => p.RealTimePosition.Price != null).Sum(y => y.SharesToUnpledge * y.RealTimePosition.Price).Value;
decimal WhatWeNeedToPledge = req - (AmtWeHavePledged - AmtWeAreGoingToUnpledge);
//4.
decimal BufferAmount = WhatWeNeedToPledge * Buffer;
if (BufferAmount < 0)
{
BufferAmount = 0;
}
Dispatcher.BeginInvoke(new Action(() =>
{
labelAmtPledging.Content = WhatWeNeedToPledge.ToString("c0");
labelBufferAmtPledging.Content = BufferAmount.ToString("c0");
}));
WhatWeNeedToPledge += BufferAmount;
if (WhatWeNeedToPledge < 0)
{
WhatWeNeedToPledge = 0;
}
//5.
decimal current = 0;
List <OCCStockPledge> StocksToPledge = new List <OCCStockPledge>();
foreach (var p in pledgeableStocks)
{
decimal mktval = p.PledgeableShares * p.RealTimePosition.Price.Value;
decimal valueNeeded = 0;
if ((current + mktval) > WhatWeNeedToPledge)
{
valueNeeded = WhatWeNeedToPledge - current;
p.QuantityToPledge = Convert.ToInt32(Math.Round(((valueNeeded / p.RealTimePosition.Price.Value) + 1), 0));
StocksToPledge.Add(p);
break;
}
else
{
current += mktval;
p.QuantityToPledge = p.PledgeableShares;
StocksToPledge.Add(p);
}
}
return(StocksToPledge);
}