/// <summary>
/// Handle portfolio changed events from IB
/// </summary>
private void HandlePortfolioUpdates(object sender, IB.UpdatePortfolioEventArgs e)
{
_accountHoldingsResetEvent.Reset();
var holding = CreateHolding(e);
_accountHoldings[holding.Symbol] = holding;
OnPortfolioChanged(new SecurityEvent(holding.Symbol, e.Position, e.AverageCost));
}
/// <summary>
/// Handle portfolio changed events from IB
/// </summary>
private void HandlePortfolioUpdates(object sender, IB.UpdatePortfolioEventArgs e)
{
Log.Trace("InteractiveBrokersBrokerage.HandlePortfolioUpdates(): Resetting account holdings reset event.");
_accountHoldingsResetEvent.Reset();
var holding = CreateHolding(e);
_accountHoldings[holding.Symbol] = holding;
OnPortfolioChanged(new SecurityEvent(holding.Symbol, e.Position, e.AverageCost));
}
/// <summary>
/// Creates a holding object from te UpdatePortfolioEventArgs
/// </summary>
private Holding CreateHolding(IB.UpdatePortfolioEventArgs e)
{
return(new Holding
{
Symbol = MapSymbol(e.Contract),
Type = ConvertSecurityType(e.Contract.SecurityType),
Quantity = e.Position,
AveragePrice = e.AverageCost,
MarketPrice = e.MarketPrice
});
}
/// <summary>
/// Creates a holding object from te UpdatePortfolioEventArgs
/// </summary>
private Holding CreateHolding(IB.UpdatePortfolioEventArgs e)
{
string currencySymbol;
if (!Forex.CurrencySymbols.TryGetValue(e.Contract.Currency, out currencySymbol))
{
currencySymbol = "$";
}
return(new Holding
{
Symbol = MapSymbol(e.Contract),
Type = ConvertSecurityType(e.Contract.SecurityType),
Quantity = e.Position,
AveragePrice = e.AverageCost,
MarketPrice = e.MarketPrice,
ConversionRate = 1m, // this will be overwritten when GetAccountHoldings is called to ensure fresh values
CurrencySymbol = currencySymbol
});
}
/// <summary>
/// Handle portfolio changed events from IB
/// </summary>
private void HandlePortfolioUpdates(object sender, IB.UpdatePortfolioEventArgs e)
{
OnPortfolioChanged(new PortfolioEvent(e.Contract.Symbol, e.Position));
}
//get all the orders in the tws protfolio
static void ClientUpdatePortfolio(object sender, UpdatePortfolioEventArgs e)
{
if (Mode.Equals("exit") && !fPlaceOrders)
{
if (e.Contract.SecurityType.Equals(SecurityType.Stock))
{
OrderInfo order = new OrderInfo();
order.Symbol = e.Contract.Symbol;
order.Direction = e.Position < 0 ? "Buy" : "Sell";
order.Amount = Math.Abs(e.Position);
Logger.WriteToLog(DateTime.Now,string.Format("ClientManager.client_UpdatePortfolio: {0}). found symbol: {1,-4} whith amount: {2,-4}",
portfolioOedersCounter, e.Contract.Symbol, e.Position), Program.UserId);
orders.Add(order);
portfolioOedersCounter++;
}
}
}
void client_UpdatePortfolio(object sender, UpdatePortfolioEventArgs e)
{
PositionAvailableDelegate del;
Symbol symbol;
lock (_lockObject)
{
symbol = TWSAssetArgs.SymbolFromContract(e.Contract);
openShares[symbol] = e.Position;
del = PositionAvailable;
}
if (del != null)
{
del(symbol, e.Position);
}
}