public static void AddPosition(QuikConnectionManager.Position obj)
{
if (!Positions.Any(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode))
{
Entities.Instrument instr;
if (obj.AccountName == "FOUXK_001")
{
Console.Write("fnfyng");
}
try
{
instr = Instruments.First(k => k.Code == obj.SecurityCode);
var pos = new Entities.Position(obj.AccountName, instr, obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
Positions.Add(pos);
log.Info("New position added. SecCode={0} Account={1}", obj.SecurityCode, obj.AccountName);
if (pos.Instrument.Type == Entities.InstrumentType.Futures)
{
if (Portfolios.Any(k => k.BaseCode == pos.Instrument.Code && k.Account == pos.AccountName))
{
Portfolios.First(k => k.BaseCode == pos.Instrument.Code && k.Account == pos.AccountName).Positions.Add(pos);
log.Info("Futures Position added to existing portfolio.");
}
else
{ // create new portfolio
Entities.Portfolio port = new Entities.Portfolio(pos.Instrument.Code, pos.AccountName);
port.Positions.Add(pos);
Portfolios.Add(port);
log.Info("New portfolio created. Name={0} Base={1} Account={2}", port.Name, port.BaseCode, port.Account);
}
}
else if (pos.Instrument.Type == Entities.InstrumentType.Option)
{
if (Portfolios.Any(k => k.BaseCode == pos.Instrument.BaseContract && k.Account == pos.AccountName))
{
Portfolios.First(k => k.BaseCode == pos.Instrument.BaseContract && k.Account == pos.AccountName).Positions.Add(pos);
log.Info("Option Position added to existing portfolio.");
}
else
{ // create new portfolio
Entities.Portfolio port = new Entities.Portfolio(pos.Instrument.BaseContract, pos.AccountName);
port.Positions.Add(pos);
Portfolios.Add(port);
log.Info("New portfolio created. Name={0} Base={1} Account={2}", port.Name, port.BaseCode, port.Account);
}
}
}
catch (SystemException exep)
{
log.Error("Try to add position for unknown instrument {0} {1} {2}", obj.SecurityCode, obj.AccountName, obj.TotalNet);
log.Error(exep.Message);
}
}
else
{
log.Warn("Try to add existing position. {0} {1}", obj.AccountName, obj.SecurityCode);
}
}
public static void UpdateInstrument(QuikConnectionManager.DynamicInstrument obj)
{
try
{
var i = Instruments.First(k => k.Id == obj.Id);
i.Update(obj.LastPrice, obj.Volatility, obj.TheorPrice, 0, obj.Ask, obj.AskVol, obj.Bid, obj.BidVol);
if (i.Type == Entities.InstrumentType.Futures)
{
foreach (Entities.Instrument ins in Instruments)
{
if (ins.BaseContract == i.Code)
{
ins.SettlePrice = i.LastPrice;
}
}
}
if (Portfolios.Any(k => k.BaseCode == i.Code))
{
foreach (Entities.Portfolio p in Portfolios.Where(k => k.BaseCode == i.Code))
{
p.Refresh();
}
}
//i.LastPrice = obj.LastPrice;
//i.Volatility = obj.Volatility;
//i.TheorPrice = obj.TheorPrice;
//i.BestAsk = obj.Ask;
//i.BestAskVolume = obj.AskVol;
//i.BestBid = obj.Bid;
//i.BestBidVolume = obj.BidVol;
}
catch (SystemException e)
{
log.Error("Update for unknown instrument Id={0}", obj.Id);
}
}
// Do this check on CRUD operations. Do not allow portfolioId modification if the current user does not have it.
public bool HasPortfolio(int portfolioId)
{
return(Portfolios.Any(x => x.PortfolioId == portfolioId));
}
