void dopositionupdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string sym = structPositionUpdate.bstrSym;
// size
int size = (structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld) + structPositionUpdate.nOpeningPosition;
// price
decimal price = size == 0 ? 0 :Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
pt.NewPosition(p);
// track account
if (!accts.Contains(ac))
{
accts.Add(ac);
}
if (VerboseDebugging)
{
debug("new position recv: " + p.ToString());
}
}
void stiPos_OnSTIPositionUpdate(ref structSTIPositionUpdate structPositionUpdate)
{
if (UseXmlMode)
{
return;
}
dopositionupdate(ref structPositionUpdate);
}
void stiPos_OnSTIPositionUpdateXML(ref string bstrPosition)
{
try
{
XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTIPositionUpdate));
structSTIPositionUpdate q = (structSTIPositionUpdate)xs.Deserialize(new System.IO.StringReader(bstrPosition));
dopositionupdate(ref q);
}
catch (Exception ex)
{
debug("Error deserializing position: " + bstrPosition);
debug(ex.Message + ex.StackTrace);
}
}
private void SessionOnStiPositionUpdate(ref structSTIPositionUpdate msg)
{
var message = new PositionChangeMessage
{
PortfolioName = msg.bstrAcct,
SecurityId = new SecurityId {
SecurityCode = msg.bstrSym, BoardCode = "All"
},
};
message.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)msg.fReal);
message.TryAdd(PositionChangeTypes.BeginValue, (decimal)msg.nOpeningPosition);
message.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(msg.nOpeningPosition + (msg.nSharesBot - msg.nSharesSld)));
message.TryAdd(PositionChangeTypes.Commission, (decimal)msg.fPositionCost);
SendOutMessage(message);
}
void stiPos_OnSTIPositionUpdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string sym = structPositionUpdate.bstrSym;
// size
int size = structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld + structPositionUpdate.nOpeningPosition;
// price
decimal price = Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
pt.NewPosition(p);
// track account
if (!accts.Contains(ac))
{
accts.Add(ac);
}
}
private void SessionOnStiPositionUpdate(ref structSTIPositionUpdate msg)
{
var message = new PositionChangeMessage
{
PortfolioName = msg.bstrAcct,
SecurityId = new SecurityId { SecurityCode = msg.bstrSym, BoardCode = AssociatedBoardCode },
};
message.TryAdd(PositionChangeTypes.RealizedPnL, (decimal)msg.fReal);
message.TryAdd(PositionChangeTypes.BeginValue, (decimal)msg.nOpeningPosition);
message.TryAdd(PositionChangeTypes.CurrentValue, (decimal)(msg.nOpeningPosition + (msg.nSharesBot - msg.nSharesSld)));
message.TryAdd(PositionChangeTypes.Commission, (decimal)msg.fPositionCost);
SendOutMessage(message);
}
void stiPos_OnSTIPositionUpdate(ref structSTIPositionUpdate structPositionUpdate)
{
if (UseXmlMode)
return;
dopositionupdate(ref structPositionUpdate);
}
void dopositionupdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string sym = structPositionUpdate.bstrSym;
// size
int size = (structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld) + structPositionUpdate.nOpeningPosition;
// price
decimal price = size == 0 ? 0 :Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
pt.NewPosition(p);
// track account
if (!accts.Contains(ac))
accts.Add(ac);
if (VerboseDebugging)
debug("new position recv: " + p.ToString());
}
void dopositionupdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string ssym = structPositionUpdate.bstrSym;
string sym = ssym;
if (UseSubscribedSymbolForNotify)
{
sym = getfullsymbolname(ssym);
}
if (!UseSubscribedSymbolForNotify || (sym == ssym))
{
// only do for non-equities
if (structPositionUpdate.bstrInstrument == "O")
sym = ssym + " "+SecurityType.OPT;
else if (structPositionUpdate.bstrInstrument == "X")
sym = ssym + " " + SecurityType.CASH;
else if (structPositionUpdate.bstrInstrument == "F")
sym = ssym + " " + SecurityType.FUT;
}
// size
int size = (structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld) + structPositionUpdate.nOpeningPosition;
// price
decimal price = size == 0 ? 0 :Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
bool adjust = false;
if (_posupdatelimit && _receivedorder)
;
else
{
pt.NewPosition(p);
adjust = true;
}
if (RegSHOShorts)
sho.GotPosition(p);
// track account
if (!accts.Contains(ac))
accts.Add(ac);
if (VerboseDebugging)
debug("new position recv: " + p.ToString()+" info: "+pt[p.Symbol,ac]+" acct: "+ac);
}
void stiPos_OnSTIPositionUpdate(ref structSTIPositionUpdate structPositionUpdate)
{
// symbol
string sym = structPositionUpdate.bstrSym;
// size
int size = structPositionUpdate.nSharesBot - structPositionUpdate.nSharesSld + structPositionUpdate.nOpeningPosition;
// price
decimal price = Math.Abs((decimal)structPositionUpdate.fPositionCost / size);
// closed pl
decimal cpl = (decimal)structPositionUpdate.fReal;
// account
string ac = structPositionUpdate.bstrAcct;
// build position
Position p = new PositionImpl(sym, price, size, cpl, ac);
// track it
pt.NewPosition(p);
// track account
if (!accts.Contains(ac))
accts.Add(ac);
}
