/// <inheritdoc/>
public void updatePortfolio(Contract contract, double position, double marketPrice, double marketValue, double averageCost, double unrealisedPNL, double realisedPNL, string accountName)
{
var eventArgs = new UpdatePortfolioEventArgs(
contract,
position,
marketPrice,
marketValue,
averageCost,
unrealisedPNL,
realisedPNL,
accountName);
this.UpdatePortfolioEvent?.Invoke(this, eventArgs);
}
private void client_UpdatePortfolio(object sender, UpdatePortfolioEventArgs e)
{
try {
SymbolInfo symbol = Factory.Symbol.LookupSymbol(e.Contract.Symbol);
SymbolHandler handler = GetSymbolHandler(symbol, receiver);
handler.SetPosition(e.Position);
if (debug)
{
log.Debug("UpdatePortfolio: " + e.Contract.Symbol + " is " + e.Position);
}
} catch (ApplicationException ex) {
log.Warn("UpdatePortfolio: " + ex.Message);
}
}
private void eh_UpdatePortfolio(object sender, UpdatePortfolioEventArgs e)
{
bool isInPortfolio = true;
string symbol_name = e.Contract.Symbol;
SymbolInMkt symbol = mainWin.Portfolio.FirstOrDefault <SymbolInMkt>(x => x.Symbol == symbol_name);
if (symbol == null)
{
symbol = new SymbolInMkt();
isInPortfolio = false;
}
System.Windows.Threading.Dispatcher.FromThread(OrderManager.UIThread).Invoke(() =>
{
if (isInPortfolio)
{
symbol.AvgCost = e.AverageCost;
symbol.MktPrice = e.MarketPrice;
symbol.Position = e.Position;
symbol.RealizedPNL = e.RealizedPNL;
symbol.UnrealizedPNL = e.UnrealizedPNL;
}
else
{
symbol.Symbol = e.Contract.Symbol;
symbol.Currency = e.Contract.Currency;
symbol.Account = e.AccountName;
symbol.AvgCost = e.AverageCost;
symbol.MktPrice = e.MarketPrice;
symbol.Position = e.Position;
symbol.RealizedPNL = e.RealizedPNL;
symbol.UnrealizedPNL = e.UnrealizedPNL;
symbol.Source = DisplayName;
mainWin.Portfolio.Insert(0, symbol);
}
});
}
void ibclient_UpdatePortfolio2(object sender, UpdatePortfolioEventArgs e)
{
tStart("ibclient_UpdatePortfolio()");
string ts;
lock (private_lock)
{
lastPortfolioUpdate = DateTime.Now;
ts = lastPortfolioUpdate.ToString("T");
}
// positions: number shares, prices, PnL
logger.AddLog(LoggerLevel.Information,
"UpdatePortfolio (timestamp="
+ ts
+ "): "
+ e.Contract.Symbol + "/" + e.Contract.Currency + ": "
+ " Pos: " + e.Position.ToString()
+ "@" + e.MarketPrice.ToString("N4")
+ ", PnL: " + e.UnrealizedPnl.ToString());
string symbol = e.Contract.Symbol;
if (symbol == null) return;
SrBrokerPosition brokerPos = new SrBrokerPosition();
brokerPos.Symbol = symbol;
brokerPos.Currency = e.Contract.Currency;
brokerPos.Exchange = e.Contract.PrimaryExchange;
if (!Helpers.SecurityTypeToInstrumentType(e.Contract.SecurityType, out brokerPos.InstrumentType))
{
error("bad security type in position " + symbol);
return;
}
if (e.Position >= 0)
{
brokerPos.LongQty = e.Position;
}
else
{
brokerPos.ShortQty = -e.Position;
}
brokerPos.Qty = e.Position;
// brokerPos.Maturity;
// brokerPos.PutCall;
brokerPos.Strike = e.Contract.Strike;
// alles andere in Feldern
brokerPos.AddCustomField("Account", e.AccountName);
brokerPos.AddCustomField("AverageCost", e.AverageCost.ToString("N4"));
brokerPos.AddCustomField("MarketPrice", e.MarketPrice.ToString("N4"));
brokerPos.AddCustomField("MarketValue", e.MarketValue.ToString());
brokerPos.AddCustomField("RealizedPnl", e.RealizedPnl.ToString("N2"));
brokerPos.AddCustomField("UnrealizedPnl", e.UnrealizedPnl.ToString("N2"));
brokerPos.AddCustomField("ContractId", e.Contract.ContractId.ToString());
brokerPos.AddCustomField("LocalSymbol", e.Contract.LocalSymbol);
brokerPos.AddCustomField("Expiry", e.Contract.Expiry);
brokerPos.AddCustomField("Multiplier", e.Contract.Multiplier);
// brokerPos.AddCustomField("Exchange", e.Contract.Exchange);
// brokerPos.AddCustomField("Right", e.Contract.Right.ToString());
// brokerPos.AddCustomField("SecId", e.Contract.SecId);
lock (openPositions)
{
string key = e.AccountName + "|" + symbol;
if (openPositions.ContainsKey(key))
{
logger.AddLog(LoggerLevel.Detail, "known position");
openPositions[key] = brokerPos;
}
else
{
logger.AddLog(LoggerLevel.Detail, "unknown position (added)");
openPositions.Add(key, brokerPos);
}
}
tEnd("ibclient_UpdatePortfolio()");
}
void ibclient_UpdatePortfolio(object sender, UpdatePortfolioEventArgs e)
{
try
{
ibclient_UpdatePortfolio2(sender, e);
}
catch (Exception ex)
{
error("ibclient_UpdatePortfolio2: " + ex.Message);
}
}
