private static BrokerErrorCode EquityRefreshStockState(
IBroker broker,
DateTime fromDate,
DateTime toDate,
EquityStockTradeStats stockInfo)
{
BrokerErrorCode errorCode = BrokerErrorCode.Unknown;
if (stockInfo == null)
{
return(BrokerErrorCode.InValidArg);
}
Dictionary <string, EquityOrderBookRecord> orders = new Dictionary <string, EquityOrderBookRecord>();
Dictionary <string, EquityTradeBookRecord> trades = new Dictionary <string, EquityTradeBookRecord>();
// Get stock filtered Order book
errorCode = broker.GetEquityOrderBook(fromDate, toDate, false, true, stockInfo.StockCode, out orders);
if (errorCode == BrokerErrorCode.Success)
{
// Get stock filtered Trade book
errorCode = broker.GetEquityTradeBook(fromDate, toDate, false, stockInfo.StockCode, out trades);
}
if (errorCode == BrokerErrorCode.Success)
{
// Call stock refresh method to update its state
stockInfo.RefreshState(orders, trades);
}
return(errorCode);
}
public static BrokerErrorCode RefreshEquityStockStateToday(IBroker broker, EquityStockTradeStats stockInfo)
{
DateTime EarliestValidMarketOpenDate = MarketUtils.GetMarketCurrentDate();
if (stockInfo == null)
{
return(BrokerErrorCode.InValidArg);
}
return(stockInfo.EquityRefreshStockState(broker, EarliestValidMarketOpenDate, EarliestValidMarketOpenDate));
}
public void UpdateTradeParams(Dictionary <string, EquityStockTradeStats> stocksInSystem)
{
foreach (KeyValuePair <string, EquityStockTradeStats> stockPair in stocksInSystem)
{
EquityStockTradeStats stockInfo = stockPair.Value;
OrderFundLimit += stockInfo.OrderFundLimit;
FundLimitCurrent += stockInfo.FundLimitCurrent;
OrderBrokerage += stockInfo.OrderBrokerage;
TradeBrokerage += stockInfo.TradeBrokerage;
BuySellGain += stockInfo.BuySellGain;
NetGain += stockInfo.NetGain;
}
}
////////////////////////////////////
////// EQUITY STOCK STATE //////
//////////////////////////////////
public static BrokerErrorCode EquityRefreshStockStateToday(IBroker broker, EquityStockTradeStats stockInfo)
{
DateTime EarliestValidMarketOpenDate = MarketUtils.GetMarketCurrentDate();
return(EquityRefreshStockState(broker, EarliestValidMarketOpenDate, EarliestValidMarketOpenDate, stockInfo));
}
