public EntityResponse <OptionBasicInformation> GetOptionInformation(string optionNo)
{
EntityResponse <List <OptionBasicInformation> > r = _marketDataProvider.GetOptionBasicInformation(null, optionNo);
if (!r.IsSuccess)
{
return(EntityResponse <OptionBasicInformation> .Error(r));
}
OptionBasicInformation optionInformation = r.Entity.Single();
return(optionInformation);
}
public Option GetOptionTradingInformation(string optionNo)
{
// Get OptionBasicInfo
EntityResponse <List <OptionBasicInformation> > r = _marketDataProvider.GetOptionBasicInformation(null, optionNo);
if (!r.IsSuccess)
{
return(null);
}
OptionBasicInformation optionBasicInformation = r.Entity.Single();
// Get OptionQuotation
List <string> optionNums = new List <string>();
optionNums.Add(optionNo);
EntityResponse <List <OptionQuotation> > optionQuotesResponse = GetOptionQuotesByOptionNumbers(optionNums);
OptionQuotation optionQuotation = optionQuotesResponse.Entity.Single();
// Combine the Quotation with BasicInfo
Option option = new Option(null, optionBasicInformation.OptionNumber, optionBasicInformation.OptionCode)
{
Name = optionBasicInformation.OptionName,
OptionName = optionBasicInformation.OptionName,
OpenInterest = optionBasicInformation.UncoveredPositionQuantity,
SecurityCode = optionBasicInformation.OptionUnderlyingCode,
PreviousClose = (double)optionBasicInformation.PreviousClosingPrice,
// Additional Information from OptionBasicInformation
TypeOfOption = optionBasicInformation.OptionType,
LimitDownPrice = optionBasicInformation.LimitDownPrice,
LimitUpPrice = optionBasicInformation.LimitUpPrice,
OptionUnit = optionBasicInformation.OptionUnit,
OptionUnderlyingCode = optionBasicInformation.OptionUnderlyingCode,
OptionUnderlyingName = optionBasicInformation.OptionUnderlyingName,
};
Mapper.Map(optionQuotation, option);
return(option);
}
private OptionBasicInformation ConvertExpirationDate(OptionBasicInformation basic)
{
//if (basic.ExpireDate.DayOfYear == 365 || basic.ExpireDate.DayOfYear == 366)
//{
string expiryStr = basic.OptionCode.Substring(basic.OptionCode.IndexOf(basic.OptionType == OptionType.Call ? "C" : "P") + 1, 4);
int year = 2000 + Convert.ToInt32(expiryStr.Substring(0, 2));
int month = Convert.ToInt32(expiryStr.Substring(2, 2));
DateTime date = new DateTime(year, month, 1);
int nthOfThursday = 0;
while (nthOfThursday < 4)
{
if (date.DayOfWeek == DayOfWeek.Wednesday)
{
nthOfThursday++;
}
date = date.AddDays(1);
}
date = date.AddDays(-1);
basic.ExpireDate = date;
//}
return(basic);
}
public List <BasePortfolioItemGroupViewModel> GetPortfolioData(string customerCode, string accountCode, string tradeAccount)
{
#region Fetch data
OptionPositionsArguments arguments = new OptionPositionsArguments
{
CustomerCode = customerCode,
CustomerAccountCode = accountCode
};
EntityResponse <List <OptionPositionInformation> > optionPositions = _portfolioManager.GetOptionPositions(arguments);
EntityResponse <List <OptionableStockPositionInformation> > stockPositions = _portfolioManager.GetOptionalStockPositions(customerCode, accountCode, tradeAccount);
if (!optionPositions.IsSuccess || !stockPositions.IsSuccess || optionPositions.Entity.Count == 0)
{
return(new List <BasePortfolioItemGroupViewModel>());
}
IEnumerable <PortfolioOption> portfolioOptions = Mapper.Map <List <OptionPositionInformation>, List <PortfolioOption> >(optionPositions.Entity);
IEnumerable <PortfolioStock> portfolioStocks = Mapper.Map <List <OptionableStockPositionInformation>, List <PortfolioStock> >(stockPositions.Entity);
Dictionary <string, EntityResponse <OptionChain> > optionChains = new Dictionary <string, EntityResponse <OptionChain> >();
#endregion
#region Fill additional information
foreach (PortfolioOption portfolioItem in portfolioOptions)
{
EntityResponse <List <OptionBasicInformation> > optionBasicInformation = _marketDataProviderQueryable.GetOptionBasicInformation(optionNumber: portfolioItem.OptionNumber);
if (optionBasicInformation.Entity == null || !optionBasicInformation.Entity.Any())
{
continue;
}
OptionBasicInformation basicInfo = optionBasicInformation.Entity.Single();
DateTime expiryDate = basicInfo.ExpireDate;
DateAndNumberOfDaysUntil expiry = _marketWorkTimeService.GetNumberOfDaysLeftUntilExpiry(expiryDate);
portfolioItem.Expiry = expiry;
portfolioItem.UnderlyingCode = basicInfo.OptionUnderlyingCode;
portfolioItem.UnderlyingName = basicInfo.OptionUnderlyingName;
portfolioItem.StrikePrice = basicInfo.StrikePrice;
EntityResponse <OptionChain> optionChain;
string underlying = portfolioItem.UnderlyingCode;
if (optionChains.ContainsKey(underlying))
{
optionChain = optionChains[underlying];
}
else
{
optionChain = _marketDataService.GetOptionChain(underlying);
optionChains.Add(underlying, optionChain);
}
if (optionChain == null)
{
continue;
}
Option option = optionChain.Entity[portfolioItem.OptionNumber];
if (option == null)
{
portfolioItem.UnderlyingCode = null;
continue;
}
Greeks greeks = option.Greeks ?? new Greeks();
portfolioItem.LastPrice = (decimal)option.LatestTradedPrice; //optionChain.Entity.UnderlyingCurrentPrice;
portfolioItem.PremiumMultiplier = option.RootPair.PremiumMultiplier;
portfolioItem.Greeks = new PortfolioGreeks(portfolioItem.OptionAvailableQuantity, greeks, portfolioItem.OptionSide, portfolioItem.PremiumMultiplier);
}
portfolioOptions = portfolioOptions.Where(x => x.UnderlyingCode != null);
foreach (PortfolioStock portfolioStock in portfolioStocks)
{
SecurityQuotation quote = _marketDataService.GetSecurityQuotation(portfolioStock.SecurityCode);
portfolioStock.LastPrice = quote.LastPrice;
portfolioStock.StockMarketValue = quote.LastPrice * portfolioStock.AvailableBalance;
portfolioStock.Greeks = new PortfolioGreeks(portfolioStock.AdjustedAvailableQuantity,
new Greeks()
{
Delta = 1
}, portfolioStock.OptionSide, 1);
}
#endregion
IEnumerable <BasePortfolioItemGroup> groupedByStrategies = _strategyService.GetPortfolioItemsGroupedByStrategy(portfolioOptions, portfolioStocks);
List <BasePortfolioItemGroupViewModel> result =
Mapper.Map <IEnumerable <BasePortfolioItemGroup>, IEnumerable <BasePortfolioItemGroupViewModel> >(groupedByStrategies)
.ToList();
return(result);
}
public OptionBasicInformationViewModel GetOptionBasicInformation(string optionNo)
{
OptionBasicInformation r = _marketDataService.GetOptionInformation(optionNo);
return(Mapper.Map <OptionBasicInformation, OptionBasicInformationViewModel>(r));
}
