private bool UpdatePortfolio(HugoDataSet.CurrentPositionsRow[] rows)
{
try
{
List <HugoDataSet.PortfolioRow> m_subscribeList = new List <HugoDataSet.PortfolioRow>();
List <string> m_unsubscribeList = new List <string>();
lock (m_portfolioLock)
{
foreach (HugoDataSet.CurrentPositionsRow positionRow in rows)
{
HugoDataSet.PortfolioRow portfolioRow = m_portfolio.Rows.Find(new string[] { positionRow.AcctName, positionRow.Symbol }) as HugoDataSet.PortfolioRow;
if (portfolioRow == null)
{
portfolioRow = m_portfolio.NewPortfolioRow();
portfolioRow.AcctName = positionRow.AcctName;
portfolioRow.Symbol = positionRow.Symbol;
if (!positionRow.IsExpirationDateNull())
{
portfolioRow.ExpirationDate = positionRow.ExpirationDate;
}
if (!positionRow.IsStrikePriceNull())
{
portfolioRow.StrikePrice = positionRow.StrikePrice;
}
if (!positionRow.IsOptionTypeNull())
{
portfolioRow.OptionType = positionRow.OptionType;
}
portfolioRow.IsStock = positionRow.IsStock;
portfolioRow.IsOption = positionRow.IsOption;
portfolioRow.IsFuture = positionRow.IsFuture;
m_portfolio.Rows.Add(portfolioRow);
}
portfolioRow.SOD_Position = positionRow.SOD_Position;
portfolioRow.SOD_Price = positionRow.SOD_Price;
portfolioRow.SOD_Market_Value = positionRow.SOD_Market_Value;
portfolioRow.Change_in_Position = positionRow.Change_in_Position;
portfolioRow.Change_in_Cost = positionRow.Change_in_Cost;
portfolioRow.Current_Position = positionRow.Current_Position;
portfolioRow.Current_Cost = positionRow.Current_Cost;
if (IsSubscribed && (portfolioRow.SubscriptionStatus != SubscriptionStatus.Subscribed.ToString()) && !portfolioRow.IsCurrent_PositionNull())
{
if (portfolioRow.Current_Position != 0)
{
portfolioRow.SubscriptionStatus = SubscriptionStatus.Subscribed.ToString();
m_subscribeList.Add(portfolioRow);
}
}
}
foreach (HugoDataSet.PortfolioRow portfolioRow in m_portfolio.Rows)
{
if ((portfolioRow.Current_Position == 0) && (portfolioRow.SubscriptionStatus == SubscriptionStatus.Subscribed.ToString()))
{
portfolioRow.SubscriptionStatus = SubscriptionStatus.Unsubscribed.ToString();
m_unsubscribeList.Add(portfolioRow.Symbol);
}
}
}
if (IsSubscribed)
{
if (m_subscribeList.Count > 0)
{
foreach (HugoDataSet.PortfolioRow row in m_subscribeList)
{
m_messageUtilities.Subscribe(row.Symbol, row.QuoteType, row);
}
PositionMonitorUtilities.Info(String.Format("{0} subscribed to {1} new symbols", Name, m_subscribeList.Count));
}
if (m_unsubscribeList.Count > 0)
{
foreach (string ticker in m_unsubscribeList)
{
m_messageUtilities.Unsubscribe(ticker);
}
PositionMonitorUtilities.Info(String.Format("{0} unsubscribed from {1} symbols", Name, m_unsubscribeList.Count));
}
}
}
catch (Exception ex)
{
PositionMonitorUtilities.Error("Unable to fill current position table " + Name, ex);
return(false);
}
return(true);
}
private void m_messageUtilities_OnQuote(object sender, QuoteEventArgs e)
{
string ticker = null;
try
{
if (IsSubscribed)
{
ticker = e.Quote.Ticker;
HugoDataSet.PortfolioRow row = e.ClientObject as HugoDataSet.PortfolioRow;
lock (m_portfolioLock)
{
bool bUpdated = false;
if (e.Quote.SubscriptionStatus != SubscriptionStatus.Unchanged)
{
row.SubscriptionStatus = e.Quote.SubscriptionStatus.ToString();
bUpdated = true;
}
if (!row.Closed)
{
if (e.Quote.HasLast)
{
row.LastPrice = e.Quote.Last;
bUpdated = true;
}
if (e.Quote.HasBid)
{
row.Bid = e.Quote.Bid;
bUpdated = true;
}
if (e.Quote.HasAsk)
{
row.Ask = e.Quote.Ask;
bUpdated = true;
}
if (e.Quote.HasDelta)
{
row.Delta = e.Quote.Delta;
bUpdated = true;
}
if (e.Quote.HasGamma)
{
row.Gamma = e.Quote.Gamma;
bUpdated = true;
}
if (e.Quote.HasTheta)
{
row.Theta = e.Quote.Theta;
bUpdated = true;
}
if (e.Quote.HasVega)
{
row.Vega = e.Quote.Vega;
bUpdated = true;
}
if (e.Quote.HasImpliedVol)
{
row.ImpliedVol = e.Quote.ImpliedVol;
bUpdated = true;
}
if (e.Quote.HasClose)
{
row.ClosingPrice = e.Quote.Close;
bUpdated = true;
}
if (e.Quote.OpenStatus == OpenStatus.Closed)
{
row.Closed = true;
bUpdated = true;
}
if (e.Quote.OpenStatus == OpenStatus.Open)
{
row.Closed = false;
bUpdated = true;
}
if (bUpdated)
{
row.UpdateTime = DateTime.Now - DateTime.Today;
}
}
}
}
}
catch (Exception ex)
{
PositionMonitorUtilities.Error(Name + " unable to process quote for " + (ticker ?? "<NULL>"), ex);
}
}