private void CheckMultitrades(CpTrade trade,List <Ctrade> boTrades){
// var Sequence= new Array();
if (trade !=null){
var possibletrades = boTrades.Where(item => (item.symbol_id==trade.BOSymbol && item.price==trade.Price) ); ;
if (trade.Qty > 0)
{
possibletrades = possibletrades.Where(item => item.qty > 0);
possibletrades = possibletrades.OrderByDescending(o => o.qty);
}
else{
possibletrades = possibletrades.Where(item => item.qty < 0);
possibletrades = possibletrades.OrderBy(o => o.qty);
}
var Sequence= new List<long>();
if (possibletrades.Count()>0){
if (trade.Qty==possibletrades.ElementAt(0).qty){
if(possibletrades.ElementAt(0).tradeNumber!=null)Sequence.Add((long) possibletrades.ElementAt(0).tradeNumber);
}
else {
var i=0;
double qty=0;
while ((i<possibletrades.Count())&&(qty!=trade.Qty)){
if(Math.Abs((double) possibletrades.ElementAt(i).qty)<Math.Abs((double) trade.Qty)){
qty = (double) possibletrades.ElementAt(i).qty;
if (Sequence.Count == 0) Sequence.Add((long)possibletrades.ElementAt(i).tradeNumber);
else Sequence[0] = (long)possibletrades.ElementAt(i).tradeNumber;
// qty=calculateQty(trade.Qty,qty,i+1,possibletrades,Sequence,1);
}
else i++;
}
//for (i = 0;i<Sequence.Count;i++)Sequence[i]=possibletrades.ElementAt(Sequence[i]);
}
}
}
// return Sequence;
}/*
private FTjson FeeJsonfromCpTrade(CpTrade cptrade)
{
var p = new FTjson();
p.operationType = "COMMISSION";
p.symbolId = cptrade.BOSymbol;
p.asset = cptrade.ExchFeeCcy;
p.accountId = cptrade.account;
double amount = 0;
if (cptrade.ExchangeFees != null)
{
amount = -Math.Abs((double) cptrade.ExchangeFees);
}
if (cptrade.Fee != null)
{
amount = amount - Math.Abs((double) cptrade.Fee);
}
p.amount = amount.ToString();
p.timestamp = ((DateTime) cptrade.TradeDate).ToString("yyyy-MM-dd HH:mm:ss");
p.comment = cptrade.exchangeOrderId;
p.internalComment = cptrade.Symbol;
return p;
}
private BOjson JsonfromCpTrade(CpTrade cptrade, string account, string accountclientid)
{
var p = new BOjson();
p.tradeType = "TRADE";
p.symbolId = cptrade.BOSymbol;
p.quantity = Math.Abs((double) cptrade.Qty).ToString();
p.price = cptrade.Price.ToString();
p.gwTime = ((DateTime) cptrade.TradeDate).ToString("yyyy-MM-dd HH:mm:ss");
if (((DateTime) cptrade.ValueDate).ToString("yyyy-MM-dd") == "2011-01-01")
{
p.valueDate = ((DateTime) cptrade.TradeDate).ToString("yyyy-MM-dd");
}
else
{
p.valueDate = ((DateTime) cptrade.ValueDate).ToString("yyyy-MM-dd");
}
p.side = cptrade.Qty > 0 ? "buy" : "sell";
p.userId = "az";
p.counterparty = cptrade.BOcp;
// p.counterparty = cptrade.Comment;
// p.settlementCounterparty = "LEK";
p.settlementBrokerAccountId = account;
// p.settlementBrokerAccountId = "IUM1307.001";
// p.settlementCounterparty = cptrade.BOcp;
p.settlementCounterparty = cptrade.Comment;
// p.brokerAccountId = accountclientid;
// p.comment = cptrade.BOTradeNumber;
p.internalComment = cptrade.exchangeOrderId;
//p.commission = (-cptrade.ExchangeFees).ToString();
// p.commissionCurrency = "USD";
p.takeCommission = true;
// p.takeCommission = false;//убрать
// p.comment = "Correct reversal of trade dd " + ((DateTime)cptrade.TradeDate).ToString("dd.MM.yyyy");//убрать
p.redemption = false;
p.isManual = true;
return p;
}
private List<Ctrade> CheckMultitrades(CpTrade trade, List<Ctrade> boTrades)
{
List<long> sequence = null;
List<Ctrade> listBoTrades = null;
if (trade != null)
{
string symbol = trade.BOSymbol;
double? price = trade.Price;
// bool positiveqtyflag = !(trade.Qty < 0);
double? initialQty = trade.Qty;
// if ((boTrades[i].symbol_id == symbol && boTrades[i].price == price) && (boTrades[i].qty > 0 && positiveqtyflag && (Math.Abs((double)boTrades[i].qty) < qtyflag))) possibletrades.Add(boTrades[i]);
// var accounts = boTrades.GroupBy(x => x.account_id).Select(g => g.First().account_id).ToList();
IEnumerable<Ctrade> possibletrades =
boTrades.Where(item => (item.symbol_id == symbol && item.price == price));
List<string> accounts =
possibletrades.GroupBy(x => x.account_id).Select(g => g.First().account_id).ToList();
/****/
if (trade.Qty > 0)
{
possibletrades =
possibletrades.Where(
item => (item.qty > 0 && Math.Abs((double) item.qty) < Math.Abs((double) initialQty)));
possibletrades = possibletrades.OrderByDescending(o => o.qty);
}
else
{
possibletrades =
possibletrades.Where(
item => (item.qty < 0 && Math.Abs((double) item.qty) < Math.Abs((double) initialQty)));
possibletrades = possibletrades.OrderBy(o => o.qty);
}
sequence = new List<long>();
if (possibletrades.Count() > 0)
{
if (trade.Qty == possibletrades.ElementAt(0).qty)
{
if (possibletrades.ElementAt(0).tradeNumber != null)
{
sequence.Add(possibletrades.ElementAt(0).fullid);
listBoTrades.Add(possibletrades.ElementAt(0));
}
}
else
{
int i = 0;
double qty = 0;
while ((i < possibletrades.Count()) && (qty != initialQty))
{
qty = (double) possibletrades.ElementAt(i).qty;
if (sequence.Count == 0) sequence.Add(i);
else sequence[0] = i;
qty = calculateQty(trade.Qty, qty, i + 1, possibletrades.ToList(), sequence, 1);
if (qty != trade.Qty) i++;
}
if (((qty == trade.Qty)) && (sequence.Count > 0))
{
listBoTrades = new List<Ctrade> {possibletrades.ElementAt((int) sequence[0])};
for (i = 1; i < sequence.Count; i++)
{
listBoTrades.Add(possibletrades.ElementAt((int) sequence[i]));
}
}
}
}
/****/
}
return listBoTrades;
}
private int BoReconPostTrade(CpTrade cpTrade, BOaccount acc, string conStr, string token, int tradesqty)
{
string accountnumber = null;
if (cpTrade.BOTradeNumber != null)
{
int? tradenumber = Convert.ToInt32(cpTrade.BOTradeNumber.Split(';')[0]);
accountnumber = GetAccountIdFromTradeNumber(tradenumber);
}
BOjson json = JsonfromCpTrade(cpTrade, accountnumber, acc.accountNameCP);
string requestPayload = JsonConvert.SerializeObject(json);
// if (SendJson(requestPayload, conStr + acc.BOaccountId + "/trade", token))
if (SendJson(requestPayload, conStr + cpTrade.account + "/trade", token))
{
cpTrade.ReconAccount = cpTrade.account;
tradesqty++;
}
else
{
LogTextBox.AppendText("\r\n Error in sending to BO for fullid: " + cpTrade.FullId);
}
return tradesqty;
}
private void BoReconPostFee(CpTrade cpTrade, string conStr, BOaccount acc, string token)
{
FTjson bjson = null;
bjson = FeeJsonfromCpTrade(cpTrade);
string requestFTload = JsonConvert.SerializeObject(bjson);
if (!SendJson(requestFTload, conStr + acc.BOaccountId + "/transaction", token))
{
LogTextBox.AppendText("\r\n Error in sending to fee to BO for fullid: " + cpTrade.FullId);
}
}
private static void UpdateRecTrades(CpTrade cpTrade, List<Ctrade> ctrade, EXANTE_Entities db,
List<Reconcilation> recon)
{
long? botradenumber = ctrade[0].tradeNumber;
if (cpTrade.BOTradeNumber == null)
{
cpTrade.BOTradeNumber = botradenumber.ToString();
}
else
{
cpTrade.BOTradeNumber = cpTrade.BOTradeNumber + ";" + botradenumber.ToString();
}
cpTrade.BOcp = ctrade[0].cp_id;
cpTrade.BOSymbol = ctrade[0].symbol_id;
cpTrade.Comment = ctrade[0].BOtradeTimestamp.Value.ToShortDateString();
ctrade[0].RecStatus = true;
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = (EntityState)System.Data.Entity.EntityState.Modified;
db.Ctrades.Attach(ctrade[0]);
db.Entry(ctrade[0]).State = (EntityState)System.Data.Entity.EntityState.Modified;
recon.Add(new Reconcilation
{
CpFull_id = cpTrade.FullId,
BOTradenumber = botradenumber,
Timestamp = DateTime.UtcNow,
username = "******",
valid = 1
});
SaveDBChanges(ref db);
}
private static void UpdateRecTrades(CpTrade cpTrade, List<Ctrade> ctrade, EXANTE_Entities db, Dictionary<string, List<Ctrade>> boTradeslist,
List<Reconcilation> recon)
{
var botradenumber = ctrade[0].tradeNumber;
if (cpTrade.BOTradeNumber == null)
{
cpTrade.BOTradeNumber = botradenumber.ToString();
}
else
{
cpTrade.BOTradeNumber = cpTrade.BOTradeNumber + ";" + botradenumber.ToString();
}
cpTrade.BOcp = ctrade[0].cp_id;
cpTrade.BOSymbol = ctrade[0].symbol_id;
cpTrade.Comment = ctrade[0].BOtradeTimestamp.Value.ToShortDateString();
ctrade[0].RecStatus = true;
db.CpTrades.Attach(cpTrade);
db.Entry(cpTrade).State = EntityState.Modified;
db.Ctrades.Attach(ctrade[0]);
db.Entry(ctrade[0]).State = EntityState.Modified;
recon.Add(new Reconcilation
{
CpTrade_id = cpTrade.FullId,
Ctrade_id = botradenumber,
Timestamp = DateTime.UtcNow,
username = "******",
valid = 1
});
}