/// <summary>
/// добавить маркапы и прочее шкурилово
/// </summary>
public static void ProcessOrderClosing(MarketOrder order,
ACCOUNT account,
ORDER_BILL bill,
TradeSharpConnection ctx,
Dictionary<string, QuoteData> quotes, string brokerCurrency)
{
//Logger.Info("BillingManager.ProcessOrderClosing()");
try
{
// перевести маркапы в валюту брокера
var markupSum = bill.MarkupExit + bill.MarkupEnter;
// в контрвалюте...
if (markupSum != 0)
markupSum = order.Volume * markupSum;
Logger.Info("BillingManager: markupSum is " + markupSum);
// перевести в валюту брокера
var resultCounter = order.Side * order.Volume * (order.PriceExit.Value - order.PriceEnter);
var rateCounterDepo = resultCounter == 0 ? 1 : order.ResultDepo / resultCounter;
// валюта брокера к контрвалюте
var rateCounterBroker = rateCounterDepo;
Logger.Info("BillingManager: rateCounterDepo is " + rateCounterDepo);
if (account.Currency != brokerCurrency)
{
// пример: позиция EURCAD, валюта брокера USD
// надо получить курс CADUSD
var markupBroker = (float) markupSum;
string errorStr;
var resultedMarkup = DalSpot.Instance.ConvertToTargetCurrency(order.Symbol, false, brokerCurrency,
markupBroker, quotes, out errorStr, true);
if (!resultedMarkup.HasValue)
{
Logger.ErrorFormat("BillingManager.ProcessOrderClosing - невозможно перевести профит по {0} в {1}: {2}",
order.Symbol, brokerCurrency, errorStr);
return;
}
markupBroker = (float)resultedMarkup.Value;
rateCounterBroker = (float)(markupBroker / markupSum);
markupSum = markupBroker;
}
else
markupSum *= rateCounterBroker;
bill.MarkupBroker = markupSum;
bill.ProfitBroker = resultCounter * rateCounterBroker;
Logger.InfoFormat("BillingManager: MarkupBroker: {0}, ProfitBroker: {1}",
bill.MarkupBroker, bill.ProfitBroker);
// сохранить билль
ctx.Entry(bill).State = EntityState.Modified;
Logger.InfoFormat("BillingManager:OK");
}
catch (Exception ex)
{
Logger.Error("BillingManager.ProcessOrderClosing() - ошибка редактирования счета", ex);
}
}
public static OrderBill DecorateOrderBill(ORDER_BILL bill)
{
return(new OrderBill
{
Position = bill.Position,
MarkupEnter = (float)bill.MarkupEnter,
MarkupExit = (float)bill.MarkupExit,
MarkupBroker = (float)bill.MarkupBroker,
MarkupType = (AccountGroup.MarkupType)bill.MarkupType,
ProfitBroker = (float)bill.ProfitBroker
});
}
public static OrderBill DecorateOrderBill(ORDER_BILL bill)
{
return new OrderBill
{
Position = bill.Position,
MarkupEnter = (float)bill.MarkupEnter,
MarkupExit = (float)bill.MarkupExit,
MarkupBroker = (float)bill.MarkupBroker,
MarkupType = (AccountGroup.MarkupType)bill.MarkupType,
ProfitBroker = (float)bill.ProfitBroker
};
}