public static void UpdatePosition(QuikConnectionManager.Position obj)
{
if (Positions.Any(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode))
{
Entities.Position p = Positions.First(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode);
p.Update(obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
//p.TotalNet = obj.TotalNet;
//p.BuyQty = obj.BuyQty;
//p.SellQty = obj.SellQty;
//p.VM = obj.VarMargin;
}
else
{
log.Warn("Update on unknown position {0} {1}", obj.AccountName, obj.SecurityCode);
}
// update portfolio
try
{
Entities.Instrument i = Instruments.First(k => k.Code == obj.SecurityCode);
string basec = i.Type == Entities.InstrumentType.Futures? i.Code:i.BaseContract;
Entities.Portfolio p = Portfolios.First(k => k.Account == obj.AccountName && k.BaseCode == basec);
Entities.Position pos = p.Positions.First(k => k.AccountName == obj.AccountName && k.Instrument.Code == obj.SecurityCode);
pos.Update(obj.TotalNet, obj.BuyQty, obj.SellQty, obj.VarMargin);
//pos.TotalNet=obj.TotalNet;
//pos.VM = obj.VarMargin;
//pos.BuyQty = obj.BuyQty;
//pos.SellQty = obj.SellQty;
}
catch { log.Warn("Can`t find portfolio for position update!"); }
}
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 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);
}