public void UpdateAccountChanges(JToken jToken, OandaAccount act)
{
//lock (dzLock)
//{
ForexPosition pos = null;
ForexData fx = null;
try
{
if (act.LastTransactionId != jToken["lastTransactionID"].Value <string>())
{
act.LastTransactionId = jToken["lastTransactionID"].Value <string>();
JObject chgObject = jToken["changes"].Value <JObject>();
JArray trdOpenArray = chgObject["tradesOpened"].Value <JArray>();
JArray trdCloseArray = chgObject["tradesClosed"].Value <JArray>();
JArray posArray = chgObject["positions"].Value <JArray>();
JArray filledOrdArray = chgObject["ordersFilled"].Value <JArray>();
JArray cancelOrdArray = chgObject["ordersCancelled"].Value <JArray>();
act.OpenedTradesJson = trdOpenArray.ToString();
foreach (JObject posItem in posArray)
{
pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == posItem["instrument"].Value <string>());
if (pos == null) //New position added
{
pos = new ForexPosition();
pos.AccountId = act.Id;
act.PositionList.Add(pos);
}
pos.Symbol = posItem["instrument"].Value <string>();
JObject longObj = posItem["long"].Value <JObject>();
if (longObj["units"].Value <decimal>() != 0) //Existing long position updated
{
pos.TotalCount = longObj["units"].Value <decimal>();
pos.AveragePrice = longObj["averagePrice"].Value <decimal>();
JArray tradeArray = longObj["tradeIDs"].Value <JArray>();
pos.TradeIdList.Clear();
foreach (JValue item in tradeArray)
{
pos.TradeIdList.Add(item.ToString());
}
}
JObject shortObj = posItem["short"].Value <JObject>();
if (shortObj["units"].Value <decimal>() != 0) //Existing short position updated
{
pos.TotalCount = shortObj["units"].Value <decimal>();
pos.AveragePrice = shortObj["averagePrice"].Value <decimal>();
JArray tradeArray = shortObj["tradeIDs"].Value <JArray>();
pos.TradeIdList.Clear();
foreach (JValue item in tradeArray)
{
pos.TradeIdList.Add(item.ToString());
}
}
if (longObj["units"].Value <decimal>() == 0 && shortObj["units"].Value <decimal>() == 0) //Existing position closed
{
act.PositionList.Remove(pos);
}
}
foreach (JObject trdClsItem in trdCloseArray)
{
var trdId = trdClsItem["id"].Value <int>();
pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == trdClsItem["instrument"].Value <string>());
if (pos != null)
{
pos.TradeList.Remove(pos.TradeList.Find(tr => tr.TradeId == trdId));
}
}
foreach (JObject trdOpnItem in trdOpenArray)
{
fx = new ForexData();
fx.Symbol = trdOpnItem["instrument"].Value <string>();
fx.AccountId = act.Id;
fx.Count = trdOpnItem["currentUnits"].Value <decimal>();
fx.PriceBuy = trdOpnItem["price"].Value <decimal>();
fx.PurchaseTime = DateTime.Parse(trdOpnItem["openTime"].Value <string>());
fx.TradeId = trdOpnItem["id"].Value <int>();
pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == trdOpnItem["instrument"].Value <string>());
pos.TradeList.Add(fx);
}
}
JObject stObject = jToken["state"].Value <JObject>();
JArray trdArray = stObject["trades"].Value <JArray>();
JArray pArray = stObject["positions"].Value <JArray>();
foreach (JObject psItem in pArray)
{
pos = (ForexPosition)act.PositionList.Find(obj => obj.Symbol == psItem["instrument"].Value <string>());
pos.UnrealizedPL = psItem["netUnrealizedPL"].Value <decimal>();
}
foreach (JObject tdItem in trdArray)
{
//pos = act.PositionList.Find(obj => obj.Symbol == tdItem["instrument"].Value<string>());
//fx = (ForexData) pos.TradeList.Find(obj => obj.Id == tdItem["id"].Value<string>());
fx = GetFxStockFromTradeId(act.PositionList, tdItem["id"].Value <int>());
if (fx != null)
{
fx.UnrealizedPL = tdItem["unrealizedPL"].Value <decimal>();
}
else
{
Console.WriteLine("Error while getting unrealized profit for trades");
}
}
}
catch (Exception ex)
{
throw;
}
// }
}
public T DeserializeObject <T>(JToken jToken)
{
T obj = default(T);
//lock (dzLock)
//{
try
{
Type type = typeof(T);
if (type.Name == "Quote")
{
//List<Quote> qList = new List<Quote>();
Quote q = new Quote();
q.Symbol = jToken["name"].Value <string>();
//qList.Add(q);
obj = (T)Convert.ChangeType(q, typeof(T));
}
else if (type.Name == "OandaAccount")
{
JObject accObject = jToken["account"].Value <JObject>();
OandaAccount a = new OandaAccount();
a.Id = accObject["id"].Value <string>();
a.Balance = accObject["balance"].Value <decimal>();
a.MarginAvailable = accObject["marginAvailable"].Value <decimal>();
JArray posArray = accObject["positions"].Value <JArray>();
ForexPosition p = null;
foreach (JObject item in posArray)
{
JObject longObj = item["long"].Value <JObject>();
if (longObj["units"].Value <decimal>() > 0)
{
p = new ForexPosition();
p.Symbol = item["instrument"].Value <string>();
p.AccountId = a.Id;
p.TotalCount = longObj["units"].Value <decimal>();
p.AveragePrice = longObj["averagePrice"].Value <decimal>();
p.UnrealizedPL = longObj["unrealizedPL"].Value <decimal>();
JArray tradeArray = longObj["tradeIDs"].Value <JArray>();
foreach (JValue subItem in tradeArray)
{
p.TradeIdList.Add(subItem.ToString());
}
a.PositionList.Add(p);
}
JObject shortObj = item["short"].Value <JObject>();
if (shortObj["units"].Value <decimal>() < 0)
{
p = new ForexPosition();
p.Symbol = item["instrument"].Value <string>();
p.AccountId = a.Id;
p.TotalCount = shortObj["units"].Value <decimal>();
p.AveragePrice = shortObj["averagePrice"].Value <decimal>();
p.UnrealizedPL = shortObj["unrealizedPL"].Value <decimal>();
JArray tradeArray = shortObj["tradeIDs"].Value <JArray>();
foreach (JValue subItem in tradeArray)
{
p.TradeIdList.Add(subItem.ToString());
}
a.PositionList.Add(p);
}
}
JArray trdArray = accObject["trades"].Value <JArray>();
string sym = string.Empty;
ForexData fx = null;
foreach (JObject trdItem in trdArray)
{
fx = new ForexData();
if (sym != trdItem["instrument"].Value <string>())
{
sym = trdItem["instrument"].Value <string>();
p = (ForexPosition)a.PositionList.Find(pos => pos.Symbol == sym);
}
fx.AccountId = a.Id;
fx.Symbol = trdItem["instrument"].Value <string>();
fx.Count = trdItem["currentUnits"].Value <decimal>();
fx.PriceBuy = trdItem["price"].Value <decimal>();
fx.PurchaseTime = DateTime.Parse(trdItem["openTime"].Value <string>());
fx.UnrealizedPL = trdItem["unrealizedPL"].Value <decimal>();
fx.TradeId = trdItem["id"].Value <int>();
p.TradeList.Add(fx);
}
JArray ordArray = accObject["orders"].Value <JArray>();
foreach (JObject ordItem in ordArray)
{
}
a.LastTransactionId = jToken["lastTransactionID"].Value <string>();
obj = (T)Convert.ChangeType(a, typeof(T));
}
else if (type.Name == "Order")
{
//decimal execVal = 0.0m;
//Order o = new Order();
//o.OrderId = jToken["id"].Value<string>();
//o.Price = jToken["price"].Value<decimal>();
//o.Count = jToken["size"].Value<decimal>();
//o.Brokerage = jToken["fill_fees"].Value<decimal>();
//o.Cost = jToken["executed_value"].Value<decimal>();
//if (jToken["status"].Value<string>() == "done")
//{
// o.Status = "ACTIVE";
// o.Settled = jToken["settled"].Value<bool>();
// /* if (jToken["side"].Value<string>() == "buy")
// o.Cost = execVal + o.Brokerage;
// else if (jToken["side"].Value<string>() == "sell")
// o.Cost = execVal - o.Brokerage;*/
// o.DoneAt = jToken["done_at"].Value<DateTime>();
//}
//else
// o.Status = "ORDER";
//obj = (T)Convert.ChangeType(o, typeof(T));
}
else if (type.Name == "ForexPosition")
{
ForexPosition p = new ForexPosition();
p.Symbol = jToken["instrument"].Value <string>();
JObject longObj = jToken["long"].Value <JObject>();
JObject shortObj = jToken["short"].Value <JObject>();
if (longObj["units"].Value <decimal>() > 0)
{
p.TotalCount = longObj["units"].Value <decimal>();
p.AveragePrice = longObj["averagePrice"].Value <decimal>();
p.UnrealizedPL = longObj["unrealizedPL"].Value <decimal>();
}
if (shortObj["units"].Value <decimal>() < 0)
{
p.TotalCount = shortObj["units"].Value <decimal>();
p.AveragePrice = shortObj["averagePrice"].Value <decimal>();
p.UnrealizedPL = shortObj["unrealizedPL"].Value <decimal>();
}
JArray tradeArray = longObj["tradeIDs"].Value <JArray>();
foreach (JValue item in tradeArray)
{
p.TradeIdList.Add(item.ToString());
}
obj = (T)Convert.ChangeType(p, typeof(T));
}
else if (type.Name == "ForexData")
{
ForexData fx = new ForexData();
fx.Symbol = jToken["instrument"].Value <string>();
fx.Count = jToken["currentUnits"].Value <decimal>();
fx.PriceBuy = jToken["price"].Value <decimal>();
fx.PurchaseTime = DateTime.Parse(jToken["openTime"].Value <string>());
fx.UnrealizedPL = jToken["unrealizedPL"].Value <decimal>();
fx.TradeId = jToken["id"].Value <int>();
obj = (T)Convert.ChangeType(fx, typeof(T));
}
}
catch (Exception ex)
{
throw;
}
//}
return(obj);
}