Build a Trading Platform in CSharp Part 11 Updating Positions
| # | Control | TabPages | Members | Text |
|---|---|---|---|---|
| 1 | TabControl | TabPages (Collection) | tabPage10 | Positions |
| # | Control | Name | HeaderText | Width | SortMode |
|---|---|---|---|---|---|
| 0 | dataGridView4 | col_Symbol | Symbol | 100 | NotSortable |
| 1 | dataGridView4 | col_Position | Position | 100 | NotSortable |
| 2 | dataGridView4 | col_Price | Price | 100 | NotSortable |
| 3 | dataGridView4 | col_OpenPnl | Open PnL | 100 | NotSortable |
| 4 | dataGridView3 | col_ClosedPnl | Closed PnL | 100 | NotSortable |
| 5 | dataGridView4 | col_MarkedPnl | Marked PnL | 100 | NotSortable |
This code goes within the getData() method
ibClient.ClientSocket.reqAccountUpdates(true , "YourAccountNumberDU123456");
ibClient.ClientSocket.reqPositions();
ibClient.ClientSocket.reqAllOpenOrders();
private void dataGridView4_CellFormatting(object sender, DataGridViewCellFormattingEventArgs e)
{
if (dataGridView4.Rows[e.RowIndex].Cells[5].Value != null && !string.IsNullOrWhiteSpace(dataGridView4.Rows[e.RowIndex].Cells[5].Value.ToString()))
{
double markedField = Convert.ToDouble(dataGridView4.Rows[e.RowIndex].Cells[5].Value.ToString().Trim());
double closedField = Convert.ToDouble(dataGridView4.Rows[e.RowIndex].Cells[4].Value.ToString().Trim());
double openField = Convert.ToDouble(dataGridView4.Rows[e.RowIndex].Cells[3].Value.ToString().Trim());
int positionField = int.Parse(dataGridView4.Rows[e.RowIndex].Cells[1].Value.ToString().Trim());
if (positionField > 0)
dataGridView4.Rows[e.RowIndex].Cells[1].Style.ForeColor = Color.Green;
if (positionField < 0)
dataGridView4.Rows[e.RowIndex].Cells[1].Style.ForeColor = Color.Red;
if (markedField > 0)
dataGridView4.Rows[e.RowIndex].Cells[5].Style.ForeColor = Color.Lime;
if (markedField < 0)
dataGridView4.Rows[e.RowIndex].Cells[5].Style.ForeColor = Color.Red;
if (closedField > 0)
dataGridView4.Rows[e.RowIndex].Cells[4].Style.ForeColor = Color.Lime;
if (closedField < 0)
dataGridView4.Rows[e.RowIndex].Cells[4].Style.ForeColor = Color.Red;
if (openField > 0)
dataGridView4.Rows[e.RowIndex].Cells[3].Style.ForeColor = Color.Lime;
if (openField < 0)
dataGridView4.Rows[e.RowIndex].Cells[3].Style.ForeColor = Color.Red;
dataGridView4.Columns[3].DefaultCellStyle.Font = new Font(DataGridView.DefaultFont, FontStyle.Bold);
}
else
{
dataGridView4.Rows[e.RowIndex].Cells[5].Style = dataGridView3.DefaultCellStyle;
}
}
public void positionTotal()
{
double sumTotal = 0.00;
for (int i = 0; i < dataGridView4.Rows.Count; ++i)
{
sumTotal += Convert.ToDouble(dataGridView4.Rows[i].Cells[5].Value);
}
tbTotalPnl.Text = Convert.ToString(sumTotal);
if (sumTotal > 0)
{
tbTotalPnl.ForeColor = Color.LimeGreen;
}
else if (sumTotal < 0)
{
tbTotalPnl.ForeColor = Color.Red;
}
}
public void getPositionData(string symbol, int unique_id)
{
// Create a new contract to specify the security we are searching for
IBApi.Contract contract = new IBApi.Contract();
// Create a new TagValueList object (for API version 9.71 and later)
List<IBApi.TagValue> mktDataOptions = new List<IBApi.TagValue>();
// Set the underlying stock symbol from the tbSymbol text box
contract.Symbol = symbol;
// Set the Security type to STK for a Stock FUT = Futures,
contract.SecType = "STK"; // "FUT"
// Use "SMART" as the general exchange
contract.Exchange = "SMART"; // "GLOBEX"
// Set the primary exchange (sometimes called Listing exchange)
// Use either NYSE or ISLAND for Futures use GLOBEX
contract.PrimaryExch = "ISLAND";
// Set the currency to USD
contract.Currency = "USD";
ibClient.ClientSocket.reqMarketDataType(1); // delayed data = 3, live data = 1
ibClient.ClientSocket.reqMktData(unique_id, contract, "", false, false, mktDataOptions);
}
delegate void SetTextCallbackUpdatePortfolio(string symbol, double position, double marketPrice, double averageCost, double unrealizedPNL, double realizedPNL);
public void AddTextBoxItemUpdatePortfolio(string symbol, double position, double marketPrice, double averageCost, double unrealizedPNL, double realizedPNL)
{
// See if a new invocation is required form a different thread
if (this.dataGridView4.InvokeRequired)
{
SetTextCallbackUpdatePortfolio d = new SetTextCallbackUpdatePortfolio(AddTextBoxItemUpdatePortfolio);
this.Invoke(d, new object[] { symbol, position, marketPrice, averageCost, unrealizedPNL, realizedPNL });
}
else
{
string searchValue = symbol;
int countRow2 = 0;
Boolean wasFound2 = false;
double myMarkedPNL = unrealizedPNL + realizedPNL;
string iMarkedPNL = Convert.ToString(myMarkedPNL);
if (dataGridView4.Rows.Count < 0)
// sets the selection mode
dataGridView4.SelectionMode = DataGridViewSelectionMode.FullRowSelect;
try
{
// searches for the symbol and counts the rows and set the wasFound2 to true if found
foreach (DataGridViewRow row in dataGridView4.Rows)
{
if (row.Cells[0].Value.ToString().Equals(searchValue))
{
wasFound2 = true;
break;
}
countRow2++;
}
}
catch (Exception)
{
}
// if found and there is not position
if (wasFound2 && position == 0)
{
dataGridView4.SelectionMode = DataGridViewSelectionMode.FullRowSelect;
foreach (DataGridViewRow row in dataGridView4.Rows)
{
//seaches for the security symbol
if (row.Cells[0].Value.ToString().Equals(searchValue))
{
// Modify the values in the row based on the current stock symbols values.
dataGridView4.Rows[countRow2].Cells[1].Value = position; // Postion
dataGridView4.Rows[countRow2].Cells[2].Value = averageCost; // average cost Price
dataGridView4.Rows[countRow2].Cells[3].Value = unrealizedPNL; // unrealized
dataGridView4.Rows[countRow2].Cells[4].Value = realizedPNL; // realized
dataGridView4.Rows[countRow2].Cells[5].Value = iMarkedPNL; // total pnl
break;
}
}
// Cancel the streaming data here for the found symbol
ibClient.ClientSocket.cancelMktData(countRow2 + 20);
}
// if symbol was found
else if (wasFound2)
{
dataGridView4.SelectionMode = DataGridViewSelectionMode.FullRowSelect;
foreach (DataGridViewRow row in dataGridView4.Rows)
{
if (row.Cells[0].Value.ToString().Equals(searchValue)) // was found in data grid
{
// Modify the values in the row based on the current stock symbol.
dataGridView4.Rows[countRow2].Cells[1].Value = position; // Postion
dataGridView4.Rows[countRow2].Cells[2].Value = averageCost; // average cost Price
dataGridView4.Rows[countRow2].Cells[3].Value = unrealizedPNL; // unrealized
dataGridView4.Rows[countRow2].Cells[4].Value = realizedPNL; // realized
dataGridView4.Rows[countRow2].Cells[5].Value = iMarkedPNL; // total pnl
// if position is found call method for live streaming data
int unique_id = Convert.ToInt32(countRow2 + 20);
getPositionData(symbol, unique_id); // calls method symbol and position id
break;
}
}
}
// symbol was not found in Data Grid View and position is not equal to zero
else if (!wasFound2 && position != 0)
{
int n = dataGridView4.Rows.Add();
{
dataGridView4.Rows[n].Cells[0].Value = symbol;
dataGridView4.Rows[n].Cells[1].Value = position;
dataGridView4.Rows[n].Cells[2].Value = averageCost;
dataGridView4.Rows[n].Cells[3].Value = unrealizedPNL;
dataGridView4.Rows[n].Cells[4].Value = realizedPNL;
dataGridView4.Rows[n].Cells[5].Value = iMarkedPNL;
}
// this is where you start the streaming data ***********
int unique_id = Convert.ToInt32(n + 20);
getPositionData(symbol, unique_id); // requests the live streaming data
}
// of all else fails
else if (myMarkedPNL != 0.00)
{
int n = dataGridView4.Rows.Add(); // Not added yet in the Data Grid view
{
dataGridView4.Rows[n].Cells[0].Value = symbol;
dataGridView4.Rows[n].Cells[1].Value = position;
dataGridView4.Rows[n].Cells[2].Value = averageCost;
dataGridView4.Rows[n].Cells[3].Value = unrealizedPNL;
dataGridView4.Rows[n].Cells[4].Value = realizedPNL;
dataGridView4.Rows[n].Cells[5].Value = iMarkedPNL;
}
}
}
positionTotal(); // calls the method to calculate the position total
}
This code goes in the ClassPositions.cs Class file
public List<string> GetPNLData(double tick_price, int my_position, double total_realized, double my_average)
{
try
{
if (my_position > 0)
{
double total_unrealized = Math.Round((tick_price - my_average) * my_position, 2);
double total_marked = Math.Round(total_realized + total_unrealized, 2);
List<string> ret = new List<string>();
ret.Add(Convert.ToString(total_unrealized));
ret.Add(total_marked.ToString());
return ret;
}
else if (my_position < 0)
{
my_position = Math.Abs(my_position);
double total_unrealized = Math.Round((my_average - tick_price) * my_position, 2);
double total_marked = Math.Round(total_realized + total_unrealized, 2);
List<string> ret = new List<string>();
ret.Add(Convert.ToString(total_unrealized)); // convert to string variable
ret.Add(total_marked.ToString()); // convert to string variable also
return ret;
}
}
catch (Exception)
{
}
throw new NotImplementedException();
}
continue on from case 19 the following code up to case 29 or for how every many you want within the tickprice method. change the gray highlight depending on the case you are in for example myList20 becomes myList21 within case 21, also I forgot to mention that the last value within the square brackets needs to be changed for each increase in the case values. I highlighted them also in gray for a total of 5.
case 20:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
try
{
// Create an object from a class
ClassPositions myList20 = new ClassPositions();
double tick_price = Convert.ToDouble(tickerPrice[2]);
// round the tick_price to 2 decimal places
tick_price = Math.Round(tick_price, 2);
// gets the position value from the data grid and converts it to an integer
int my_position = Convert.ToInt32(dataGridView4[1, 0].Value);
// gets the realized value from the data grid and convert it to a double variable
double total_realized = Convert.ToDouble(dataGridView4[4, 0].Value);
// gets the average price from the data grid convert it to a double variable my_average
double my_average = Convert.ToDouble(dataGridView4[2, 0].Value);
// call a method within a class
List<string> help = myList20.GetPNLData(tick_price, my_position, total_realized, my_average);
// returned help string list values from our class
dataGridView4[3, 0].Value = help[0]; // unrealized
dataGridView4[5, 0].Value = help[1]; // marked
}
catch (Exception e)
{
Console.WriteLine("Exception " + e);
}
// calls the method to calculate the position total
positionTotal();
break;
}
break;
