public void AddToOrderBook(OrderLeg orderLeg)
{
_exchangeBook.NotifyOrderAdded(orderLeg);
WatchOrder watchOrder = new WatchOrder(orderLeg);
AddOrderToWatchList(watchOrder);
}
public void AddOrderToExchange(OrderLeg orderLegRecord)
{
string TokenPairKey;
string Token1Id;
string Token2Id;
OrderBook orderBook;
TokenPairKey = orderLegRecord.Token1Id + "-" + orderLegRecord.Token2Id;
Token1Id = orderLegRecord.Token1Id;
Token2Id = orderLegRecord.Token2Id;
// If the order book exists for the asset pair, then just add the order into the order book
if (ExchangeTokenPairBook.TryGetValue(TokenPairKey, out orderBook) == true)
{
// Order book exists, so add the order to the order book
orderBook.AddToOrderBook(orderLegRecord);
}
// If no order book exists for the asset pair, then create a new order book, add the order, and add the order book to the exchange asset pair list
else
{
Console.WriteLine("Order Book created for Token Pair {0}-{1} with Key {2}", Token1Id, Token2Id, TokenPairKey);
orderBook = new OrderBook(this, TokenPairKey, Token1Id, Token2Id, rateServiceClient);
//// Link the order to the rate feed updates.
//TokenPairRecord.bidRateChanged += orderBook.TokenPairBidRateChanged;
//TokenPairRecord.askRateChanged += orderBook.TokenPairAskRateChanged;
orderBook.AddToOrderBook(orderLegRecord);
ExchangeTokenPairBook.Add(TokenPairKey, orderBook);
}
}
public WatchOrder(OrderLeg orderLeg)
{
_orderPrice = orderLeg.OrderPrice;
orderLegRecord = orderLeg;
if (orderLegRecord.Order != null)
{
ClientId = orderLegRecord.Order.ClientId;
}
}
private OrderConfirmation PlaceSpreadOrder(string token, enumOrderType orderType, decimal?price, decimal?stop, int refid)
{
Order order = InitOrder();
order.UnderlyingSymbol = "AA";
OrderLeg leg = new OrderLeg()
{
AssetType = enumAssetType.Equity,
Symbol = "AA",
Action = enumOrderAction.Sell,
SpreadRatio = 100,
PositionEffect = enumPositionEffect.Close
};
order.Legs.Add(leg);
leg = new OrderLeg()
{
AssetType = enumAssetType.Option,
Symbol = "AA 180817C50000",
Action = enumOrderAction.Buy,
SpreadRatio = 1,
PositionEffect = enumPositionEffect.Close
};
order.Legs.Add(leg);
leg = new OrderLeg()
{
AssetType = enumAssetType.Option,
Symbol = "AA 180817P48000",
Action = enumOrderAction.Sell,
SpreadRatio = 1,
PositionEffect = enumPositionEffect.Close
};
order.Legs.Add(leg);
order.ClientRefId = refid;
order.OrderClass = enumOrderClass.Multileg;
order.Quantity = 1; //this is spread quantity
order.DebitCredit = enumDebitCredit.Debit;
order.OrderType = orderType;
order.Price = price;
order.Stop = stop;
order.AllOrNone = false;
order.Duration = enumOrderDuration.Day;
var confirm = PlaceNewOrder(token, order);
return(confirm);
}
public void NotifyOrderLegMatched(OrderLeg orderLegRecord, OrderFilledData orderFilledDataRecord)
{
orderFilledDataRecord.TransactionId = orderFilledCount++;
OrderData orderData;
ClientFilledOrder clientFilledOrderRecord;
ClientOrder clientOrderRecord;
Console.WriteLine("Order Matched: Order Id {0} , Client {1} Transaction Id {2} Token Pair {3}-{4} type {5} Amount filled {6} at Price {7}",
orderLegRecord.OrderLegId, orderLegRecord.Order.ClientId, orderFilledDataRecord.TransactionId,
orderLegRecord.Token1Id, orderLegRecord.Token2Id, orderLegRecord.OrderLegType.ToString(),
orderFilledDataRecord.Token1Amount, orderFilledDataRecord.PriceFilled);
// Update Position
addFilledOrderToPosition(orderLegRecord, orderFilledDataRecord);
lock (ClientOrderLock)
{
// This should always be true
if (ClientOrders.TryGetValue(orderLegRecord.Order.ClientId, out clientOrderRecord) == true)
{
if (clientOrderRecord.ClientOrders.TryGetValue(orderLegRecord.OrderLegId, out orderData) == true)
{
orderData.OrderFillStatus = OrderLegFillStatusEnum.Partial;
orderData.Token1AmountFilled += orderFilledDataRecord.Token1Amount;
UpdateBlockChain(orderLegRecord, orderFilledDataRecord);
lock (ClientFilledOrderLock)
{
if (ClientFilledOrders.TryGetValue(orderLegRecord.Order.ClientId, out clientFilledOrderRecord) == false)
{
clientFilledOrderRecord = new ClientFilledOrder(orderLegRecord.Order.ClientId);
clientFilledOrderRecord.ClientTransactions.TryAdd(orderFilledDataRecord.TransactionId, orderFilledDataRecord);
ClientFilledOrders.TryAdd(orderLegRecord.Order.ClientId, clientFilledOrderRecord);
}
else
{
clientFilledOrderRecord.ClientTransactions.TryAdd(orderFilledDataRecord.TransactionId, orderFilledDataRecord);
}
}
}
else
{
throw new Exception(String.Format("Error: Unable to locate client order {0} in NotifyOrderLegMatched", orderLegRecord.OrderLegId));
}
}
else
{
throw new Exception(String.Format("Error: Unable to locate client orders for clientId {0}", orderLegRecord.Order.ClientId));
}
}
}
public OrderLegDTO(OrderLeg leg)
{
this.OrderLegID = leg.OrderLegID;
this.OrderID = leg.OrderID;
this.BuyerUserID = leg.BuyerUserID;
this.CommoditySellID = leg.CommoditySellID;
this.CommodityBuyID = leg.CommodityBuyID;
this.SellQuantity = leg.SellQuantity;
this.BuyQuantity = leg.BuyQuantity;
this.CommissionCommodityID = leg.CommissionCommodityID;
this.Commission = leg.Commission;
}
public void NotifyOrderLegFilled(OrderLeg orderLegRecord)
{
OrderData orderData;
ClientOrder clientOrderRecord;
ClientHistoricalOrder clientHistoricalOrderRecord;
lock (ClientOrderLock)
{
try
{
if (ClientOrders.TryGetValue(orderLegRecord.Order.ClientId, out clientOrderRecord) == true)
{
if (clientOrderRecord.ClientOrders.TryGetValue(orderLegRecord.OrderLegId, out orderData) == true)
{
orderData.OrderFillStatus = OrderLegFillStatusEnum.Full;
orderData.OrderStatus = OrderStatusEnum.Filled;
lock (ClientHistoricalOrderLock)
{
if (ClientHistoricalOrders.TryGetValue(orderLegRecord.Order.ClientId, out clientHistoricalOrderRecord) == false)
{
clientHistoricalOrderRecord = new ClientHistoricalOrder(orderLegRecord.Order.ClientId);
ClientHistoricalOrders.TryAdd(orderLegRecord.Order.ClientId, clientHistoricalOrderRecord);
}
clientHistoricalOrderRecord.ClientHistoricalOrders.TryAdd(orderLegRecord.OrderLegId, orderData);
}
clientOrderRecord.ClientOrders.TryRemove(orderLegRecord.OrderLegId, out orderData);
}
else
{
//throw new Exception(String.Format("Error: Unable to locate client order id {0}", orderLegRecord.OrderLegId));
Console.WriteLine("Error: Unable to locate client order id {0}", orderLegRecord.OrderLegId);
}
}
else
{
//throw new Exception(String.Format("Error: Unable to locate client orders for {0}", orderLegRecord.Order.ClientId));
Console.WriteLine("Error: Unable to locate client orders for client", orderLegRecord.Order.ClientId);
}
}
catch (Exception ex)
{
Console.WriteLine("Filed to update position for client {0} error {1}", orderLegRecord.Order.ClientId, ex.Message);
}
}
Console.WriteLine("Order Filled: Order Id {0}, Client {1} Status Change to Filled",
orderLegRecord.OrderLegId, orderLegRecord.Order.ClientId);
}
public void NotifyOrderLegAdded(OrderLeg orderLegRecord)
{
OrderData orderData = new OrderData();
ClientOrder clientOrderRecord;
orderLegRecord.CopyPropertiesTo(orderData);
// The OrderId and OrderLegId will be created by the database
orderData.OrderId = orderLegRecord.OrderId;
orderData.OrderLegId = orderLegRecord.OrderLegId;
orderData.BuySellType = orderLegRecord.BuySellType;
orderData.OrderStatus = OrderStatusEnum.Active;
orderData.OrderFillStatus = OrderLegFillStatusEnum.None;
orderData.OrderPrice = orderLegRecord.OrderPrice;
orderData.OrderPriceTerms = orderLegRecord.OrderPriceTerms;
orderData.OrderType = (orderLegRecord.OrderLegType == OrderLegTypeEnum.Market ? OrderTypeEnum.Market : OrderTypeEnum.Limit);
orderData.Token1Id = orderLegRecord.Token1Id;
orderData.Token1Amount = orderLegRecord.Token1Amount;
orderData.Token1AmountFilled = orderLegRecord.Token1AmountFilled;
orderData.Token2Id = orderLegRecord.Token2Id;
orderData.Token2Amount = orderLegRecord.Token2Amount;
orderData.ClientAccountId = 0;
orderData.ClientId = orderLegRecord.Order.ClientId;
lock (ClientOrderLock)
{
if (ClientOrders.TryGetValue(orderData.ClientId, out clientOrderRecord) == false)
{
clientOrderRecord = new ClientOrder(orderData.ClientId);
ClientOrders.TryAdd(orderData.ClientId, clientOrderRecord);
}
clientOrderRecord.ClientOrders.TryAdd(orderData.OrderId, orderData);
}
Console.WriteLine("Order Added: Order Id {0}, Client {1} Token Pair {2}-{3} type {4} at Price {5}", orderLegRecord.OrderLegId, orderLegRecord.Order.ClientId, orderLegRecord.Token1Id, orderLegRecord.Token2Id, orderLegRecord.OrderLegType.ToString(), orderLegRecord.OrderPrice);
}
internal OrderConfirmation PlaceSimpleOrder(string token, string symbol, string underlying,
enumAssetType assetType, enumPositionEffect positionEffect, enumOrderAction action, enumOrderType orderType,
decimal?price, decimal?stop, int referenceId)
{
Order order = InitOrder();
order.UnderlyingSymbol = underlying;
if (AccountId > 0)
{
order.AccountId = AccountId; // THIS FIELD IS OPTIONAL. ONLY REQUIRED IF YOU HAVE MORE THAN ONE ACCOUNT
}
if (SubaccountId.HasValue && SubaccountId.Value > 0)
{
order.SubaccountId = SubaccountId.Value; // THIS FIELD IS OPTIONAL. ONLY REQUIRED IF YOU HAVE MORE THAN ONE SUBACCOUNT
}
OrderLeg leg = new OrderLeg()
{
AssetType = assetType,
Symbol = symbol,
Action = action,
PositionEffect = positionEffect
};
order.Legs.Add(leg);
order.ClientRefId = referenceId;
order.OrderClass = enumOrderClass.Single;
order.Quantity = 10;
order.OrderType = orderType;
order.Price = price;
order.Stop = stop;
order.AllOrNone = false;
order.Duration = enumOrderDuration.Day;
return(PlaceNewOrder(token, order));
}
private static string CreateOrderBodyString(Order order)
{
Instrument instrument = new Instrument(order.Symbol, AssetType.OPTION, OptionSymbolUtils.StandardDateFormat);
OrderLeg orderLeg = new OrderLeg(order.Instruction, order.Quantity, instrument);
List <OrderLeg> orderLegCollection = new List <OrderLeg>();
orderLegCollection.Add(orderLeg);
string?priceStr = null;
if (order.OrderType == OrderType.LIMIT)
{
double doublePrice = Math.Round(order.Limit, 2);
priceStr = doublePrice.ToString();
}
OrderBody orderBody = new OrderBody(
"NONE",
order.OrderType,
"NORMAL",
priceStr,
order.CancelTime == null ? "DAY" : "GOOD_TILL_CANCEL",
"SINGLE",
orderLegCollection);
string orderBodyStr = JsonConvert.SerializeObject(orderBody, new JsonSerializerSettings
{
DefaultValueHandling = DefaultValueHandling.Ignore,
ContractResolver = new DefaultContractResolver
{
NamingStrategy = new CamelCaseNamingStrategy()
}
});
Log.Information("TDAm Order: {@Order}, string: {OrderStr}, Symbol {Symbol}", orderBody, orderBodyStr, instrument.Symbol);
return(orderBodyStr);
}
private void ApplyCommissions(OrderLeg leg, bool applyCommissionToBuy)
{
leg.CommissionCommodityID = applyCommissionToBuy ? leg.CommoditySellID : leg.CommodityBuyID;
leg.Commission = (InfoExchangeConfigurationSection.Section.CommissionPercentage *
(applyCommissionToBuy ? leg.SellQuantity : leg.BuyQuantity)).ToCeilingInt();
}
public OrderData AddOrder(OrderData orderData)
{
OrderLeg orderLegRecord = new OrderLeg();
orderLegRecord.Order = new Order();
orderCount++;
orderData.OrderId = orderCount;
try
{
Console.WriteLine("Add Order for Client {0} Details {1} ", orderData.ClientId, Newtonsoft.Json.JsonConvert.SerializeObject(orderData));
}
catch (Exception ex)
{
Console.WriteLine("Problem Serializing Data in Add Order in debug write", ex.Message);
}
orderLegRecord.Order.ClientId = orderData.ClientId;
// The OrderId and OrderLegId will be created by the database
orderLegRecord.OrderId = orderData.OrderId;
orderLegRecord.OrderLegId = orderData.OrderId;
orderLegRecord.OrderLegCreatedDateTime = DateTime.Now;
orderLegRecord.BuySellType = orderData.BuySellType;
orderLegRecord.OrderLegFillStatus = OrderLegFillStatusEnum.None;
orderLegRecord.OrderLegStatus = OrderLegStatusEnum.Active;
orderLegRecord.OrderPriceTerms = orderData.OrderPriceTerms;
orderLegRecord.OrderLegType = orderData.OrderType == OrderTypeEnum.Market ? OrderLegTypeEnum.Market : OrderLegTypeEnum.Limit;
orderLegRecord.Token1AccountId = 0;
orderLegRecord.Token2AccountId = 0;
orderLegRecord.Token1Id = orderData.Token1Id;
orderLegRecord.Token2Id = orderData.Token2Id;
orderLegRecord.Token1Amount = orderData.Token1Amount;
orderLegRecord.Token2Amount = orderData.Token2Amount;
orderLegRecord.OrderPrice = orderData.OrderPrice;
orderLegRecord.OrderPriceTerms = orderData.OrderPriceTerms;
orderLegRecord.Order.ClientId = orderData.ClientId;
orderLegRecord.Order.OrderId = orderData.OrderId;
orderLegRecord.Order.OrderStatus = OrderStatusEnum.Active;
orderLegRecord.Order.OrderType = orderData.OrderType;
orderLegRecord.Order.OrderPriceTerms = orderData.OrderPriceTerms;
// Needs to support expiration types like EOD, Good Till
orderLegRecord.Order.OrderExpirationType = OrderExpirationTypeEnum.GoodTillCancel;
_exchangeBook.AddOrderToExchange(orderLegRecord);
// Automatic Offset via Broker who's clientID is 2
if (brokerLiquidityOn)
{
if (orderLegRecord.Order.ClientId != 2)
{
orderLegRecord = new OrderLeg();
orderLegRecord.Order = new Order();
orderCount++;
orderLegRecord.Order.ClientId = 2;
orderLegRecord.OrderId = orderCount;
orderLegRecord.OrderLegId = orderCount;
orderLegRecord.Order.OrderId = orderCount;
Console.WriteLine("Add Order Offset using Broker {0} for Order Id {1} ", orderLegRecord.Order.ClientId, orderLegRecord.OrderId);
orderLegRecord.OrderLegCreatedDateTime = DateTime.Now;
orderLegRecord.BuySellType = orderData.BuySellType == OrderLegBuySellEnum.Buy ? OrderLegBuySellEnum.Sell : OrderLegBuySellEnum.Buy;
orderLegRecord.OrderLegFillStatus = OrderLegFillStatusEnum.None;
orderLegRecord.OrderLegStatus = OrderLegStatusEnum.Active;
orderLegRecord.OrderPriceTerms = orderData.OrderPriceTerms;
orderLegRecord.OrderLegType = orderData.OrderType == OrderTypeEnum.Market ? OrderLegTypeEnum.Market : OrderLegTypeEnum.Limit;
orderLegRecord.Token1AccountId = 0;
orderLegRecord.Token2AccountId = 0;
orderLegRecord.Token1Id = orderData.Token1Id;
orderLegRecord.Token2Id = orderData.Token2Id;
orderLegRecord.Token1Amount = orderData.Token1Amount;
orderLegRecord.Token2Amount = orderData.Token2Amount;
orderLegRecord.OrderPrice = orderData.OrderPrice;
orderLegRecord.OrderPriceTerms = orderData.OrderPriceTerms;
orderLegRecord.Order.OrderStatus = OrderStatusEnum.Active;
orderLegRecord.Order.OrderType = orderData.OrderType;
orderLegRecord.Order.OrderPriceTerms = orderData.OrderPriceTerms;
// Needs to support expiration types like EOD, Good Till
orderLegRecord.Order.OrderExpirationType = OrderExpirationTypeEnum.GoodTillCancel;
_exchangeBook.AddOrderToExchange(orderLegRecord);
}
}
return(orderData);
}
private void UpdateBlockChain(OrderLeg orderLegRecord, OrderFilledData orderFilledData)
{
BlockChainData blockChainRecord = new BlockChainData();
KeyPairData KeyPair = new KeyPairData();
//Console.WriteLine("Writing Order Flows to blockchain");
lock (BlockChainTransactionsLock)
{
if (orderLegRecord.BuySellType == OrderLegBuySellEnum.Buy)
{
blockChainRecord = new BlockChainData();
blockChainRecord.clientId = orderLegRecord.Order.ClientId;
blockChainRecord.Date = orderFilledData.FilledDateTime.ToShortDateString();
blockChainRecord.BlockNumber = blockCount++;
blockChainRecord.OrderId = orderLegRecord.OrderId;
blockChainRecord.PayReceive = "Receive";
blockChainRecord.TokenAmount = orderFilledData.Token1Amount;
blockChainRecord.TokenId = orderFilledData.Token1Id;
if (KeyPairs.TryGetValue(1, out KeyPair) == true)
{
blockChainRecord.Address = KeyPair.publicKey;
}
else
{
//blockChainRecord.Address = GenerateNewClientKey(orderLegRecord.Order.ClientId);
}
blockChainRecord.TransactionHash = HashOrder(blockChainRecord);
BlockChainTransactions.TryAdd(blockChainRecord.BlockNumber, blockChainRecord);
blockChainRecord = new BlockChainData();
blockChainRecord.clientId = orderLegRecord.Order.ClientId;
blockChainRecord.Date = DateTime.Now.ToShortDateString();
blockChainRecord.BlockNumber = blockCount++;
blockChainRecord.OrderId = orderFilledData.OrderLegId;
blockChainRecord.PayReceive = "Pay";
blockChainRecord.TokenAmount = orderFilledData.Token2Amount;
blockChainRecord.TokenId = orderFilledData.Token2Id;
if (KeyPairs.TryGetValue(0, out KeyPair) == true)
{
blockChainRecord.Address = KeyPair.publicKey;
}
else
{
//blockChainRecord.Address = GenerateNewClientKey(orderLegRecord.Order.ClientId);
}
blockChainRecord.TransactionHash = HashOrder(blockChainRecord);
BlockChainTransactions.TryAdd(blockChainRecord.BlockNumber, blockChainRecord);
}
else
{
blockChainRecord = new BlockChainData();
blockChainRecord.Date = DateTime.Now.ToShortDateString();
blockChainRecord.clientId = orderLegRecord.Order.ClientId;
blockChainRecord.BlockNumber = blockCount++;
blockChainRecord.OrderId = orderLegRecord.OrderId;
blockChainRecord.PayReceive = "Pay";
blockChainRecord.TokenAmount = orderFilledData.Token1Amount;
blockChainRecord.TokenId = orderFilledData.Token1Id;
if (KeyPairs.TryGetValue(0, out KeyPair) == true)
{
blockChainRecord.Address = KeyPair.publicKey;
}
else
{
}
blockChainRecord.TransactionHash = HashOrder(blockChainRecord);
BlockChainTransactions.TryAdd(blockChainRecord.BlockNumber, blockChainRecord);
blockChainRecord = new BlockChainData();
blockChainRecord.Date = DateTime.Now.ToShortDateString();
blockChainRecord.clientId = orderLegRecord.Order.ClientId;
blockChainRecord.BlockNumber = blockCount++;
blockChainRecord.OrderId = orderLegRecord.OrderId;
blockChainRecord.PayReceive = "Receive";
blockChainRecord.TokenAmount = orderFilledData.Token2Amount;
blockChainRecord.TokenId = orderFilledData.Token2Id;
if (KeyPairs.TryGetValue(1, out KeyPair) == true)
{
blockChainRecord.Address = KeyPair.publicKey;
}
else
{
}
blockChainRecord.TransactionHash = HashOrder(blockChainRecord);
BlockChainTransactions.TryAdd(blockChainRecord.BlockNumber, blockChainRecord);
}
}
}
private void addFilledOrderToPosition(OrderLeg orderLegRecord, OrderFilledData orderFilledDataRecord)
{
ClientPosition clientPositionRecord;
ClientPositionData ClientPosition = new ClientPositionData();
TokenRateData TokenRate = new TokenRateData();
int clientId = orderLegRecord.Order.ClientId;
if (ClientPositions.TryGetValue(clientId, out clientPositionRecord) == false)
{
clientPositionRecord = new ClientPosition(clientId);
ClientPositions.TryAdd(clientId, clientPositionRecord);
}
if (clientPositionRecord == null)
{
throw new Exception("Unable to find/generate client position record");
}
if (orderLegRecord.BuySellType == OrderLegBuySellEnum.Buy)
{
if (clientPositionRecord.ClientPositions.TryGetValue(orderFilledDataRecord.Token1Id, out ClientPosition) == true)
{
ClientPosition.TokenAmount += orderFilledDataRecord.Token1Amount;
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
}
else
{
ClientPosition = new ClientPositionData();
ClientPosition.TokenId = orderFilledDataRecord.Token1Id;
ClientPosition.TokenAmount = orderFilledDataRecord.Token1Amount;
ClientPosition.TokenRate = 0.0m;
ClientPosition.TokenRateIn = "USD";
if (TokenRates.TryGetValue(ClientPosition.TokenId, out TokenRate) == true)
{
ClientPosition.TokenRate = (decimal)TokenRate.AskRate;
ClientPosition.TokenRateIn = TokenRate.PriceCurrency;
}
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
clientPositionRecord.ClientPositions.TryAdd(ClientPosition.TokenId, ClientPosition);
}
if (clientPositionRecord.ClientPositions.TryGetValue(orderFilledDataRecord.Token2Id, out ClientPosition) == true)
{
ClientPosition.TokenAmount -= orderFilledDataRecord.Token2Amount;
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
}
else
{
ClientPosition = new ClientPositionData();
ClientPosition.TokenId = orderFilledDataRecord.Token2Id;
ClientPosition.TokenAmount -= orderFilledDataRecord.Token2Amount;
ClientPosition.TokenRate = 0.0m;
ClientPosition.TokenRateIn = "USD";
if (TokenRates.TryGetValue(ClientPosition.TokenId, out TokenRate) == true)
{
ClientPosition.TokenRate = (decimal)TokenRate.AskRate;
ClientPosition.TokenRateIn = TokenRate.PriceCurrency;
}
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
clientPositionRecord.ClientPositions.TryAdd(ClientPosition.TokenId, ClientPosition);
}
}
else
{
if (clientPositionRecord.ClientPositions.TryGetValue(orderFilledDataRecord.Token2Id, out ClientPosition) == true)
{
ClientPosition.TokenAmount += orderFilledDataRecord.Token2Amount;
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
}
else
{
ClientPosition = new ClientPositionData();
ClientPosition.TokenId = orderFilledDataRecord.Token2Id;
ClientPosition.TokenAmount = orderFilledDataRecord.Token2Amount;
ClientPosition.TokenRate = 0.0m;
ClientPosition.TokenRateIn = "USD";
if (TokenRates.TryGetValue(ClientPosition.TokenId, out TokenRate) == true)
{
ClientPosition.TokenRate = (decimal)TokenRate.AskRate;
ClientPosition.TokenRateIn = TokenRate.PriceCurrency;
}
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
clientPositionRecord.ClientPositions.TryAdd(ClientPosition.TokenId, ClientPosition);
}
if (clientPositionRecord.ClientPositions.TryGetValue(orderFilledDataRecord.Token1Id, out ClientPosition) == true)
{
ClientPosition.TokenAmount -= orderFilledDataRecord.Token1Amount;
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
}
else
{
ClientPosition = new ClientPositionData();
ClientPosition.TokenId = orderFilledDataRecord.Token1Id;
ClientPosition.TokenAmount -= orderFilledDataRecord.Token1Amount;
ClientPosition.TokenRate = 0.0m;
ClientPosition.TokenRateIn = "USD";
if (TokenRates.TryGetValue(ClientPosition.TokenId, out TokenRate) == true)
{
ClientPosition.TokenRate = (decimal)TokenRate.AskRate;
ClientPosition.TokenRateIn = TokenRate.PriceCurrency;
}
ClientPosition.TokenValue = ClientPosition.TokenAmount * ClientPosition.TokenRate;
clientPositionRecord.ClientPositions.TryAdd(ClientPosition.TokenId, ClientPosition);
}
}
}
