private async Task <FileStatus> ProcessSytossOpenPositions(ImportedFile file, Stream stream)
{
if (stream == null || stream.Length == 0)
{
return(await Task.FromResult(FileStatus.Failed));
}
var tradeAccSytossOpenPositionsRecords = new List <TradeSytossOpenPosition>();
using (var reader = new StreamReader(stream))
{
while (!reader.EndOfStream)
{
var row = await reader.ReadLineAsync();
if (!row.Trim().StartsWith("<OpenPosition "))
{
continue;
}
try
{
var doc = XDocument.Load(new MemoryStream(Encoding.UTF8.GetBytes(row)));
if (!doc.Elements().Any())
{
continue;
}
var e = doc.Elements().First();
var tradeAccId = GetOrCreateTradeAccountId(new TradeAccount
{
AccountName =
_fileNameMatcher.GetCorrectAccountId(e.Attribute(XName.Get("accountId"))?.Value),
AccountAlias = e.Attribute(XName.Get("acctAlias"))?.Value,
MasterAccountId = file.MasterAccountId,
ImportedFile = file
});
var record = new TradeSytossOpenPosition
{
TradeAccountId = tradeAccId,
ReportDate = file.FileCreateDate,
Symbol = e.Attribute(XName.Get("symbol"))?.Value,
Position = ParseDecimal(e.Attribute(XName.Get("position"))?.Value),
MarkPrice = ParseDecimal(e.Attribute(XName.Get("markPrice"))?.Value),
CostBasisPrice = ParseDecimal(e.Attribute(XName.Get("costBasisPrice"))?.Value),
CostBasisMoney = ParseDecimal(e.Attribute(XName.Get("costBasisMoney"))?.Value),
PercentOfNav = ParseDecimal(e.Attribute(XName.Get("percentOfNAV"))?.Value),
FifoPnlUnrealized = ParseDecimal(e.Attribute(XName.Get("fifoPnlUnrealized"))?.Value),
Description = e.Attribute(XName.Get("description"))?.Value,
AssetCategory = e.Attribute(XName.Get("assetCategory"))?.Value,
UnderlyingListingExchange = e.Attribute(XName.Get("underlyingListingExchange"))?.Value,
Currency = e.Attribute(XName.Get("currency"))?.Value,
Isin = e.Attribute(XName.Get("isin"))?.Value,
Conid = ParseDecimal(e.Attribute(XName.Get("conid"))?.Value),
FxRateToBase = ParseDecimal(e.Attribute(XName.Get("fxRateToBase"))?.Value),
UnderlyingSymbol = e.Attribute(XName.Get("underlyingSymbol"))?.Value,
PutCall = e.Attribute(XName.Get("putCall"))?.Value,
Multiplier = ParseDecimal(e.Attribute(XName.Get("multiplier"))?.Value),
Strike = ParseDecimal(e.Attribute(XName.Get("strike"))?.Value),
Expiry = DateHelper.ParseDate(e.Attribute(XName.Get("expiry"))?.Value),
ImportedFile = file
};
tradeAccSytossOpenPositionsRecords.Add(record);
}
catch (Exception ex)
{
GlobalLogger.LogError($"Error while parsing SytossOpenPositions record. \nRow: {row}", ex,
GetType().Name, true);
}
}
}
try
{
_importJobRepository.AddRangeOpenPositions(tradeAccSytossOpenPositionsRecords);
_importJobRepository.SaveChanges();
}
catch (Exception ex)
{
GlobalLogger.LogError($"Error while adding SytossOpenPosition.", ex, GetType().Name, true);
return(await Task.FromResult(FileStatus.Failed));
}
RefillTradeAccounts();
return(await Task.FromResult(FileStatus.Success));
}
public void AddSytossOpenPosition(TradeSytossOpenPosition record)
{
_dbContext.TradeSytossOpenPositions.Add(record);
}
