Esempio n. 1
0
// getContract returns the Contract object, creating a database record if needed.
func (a *AccountFeed) getContract(criteria core.Contract) (core.Contract, error) {
	existing := new(core.Contract)
	err := meddler.QueryRow(a.tx, existing,
		"SELECT * FROM contract WHERE ib_contract_id = $1 AND "+
			"iso_4217_code = $2 AND symbol_id = $3 AND local_symbol_id = $4 AND "+
			"security_type_id = $5 AND primary_exchange_id = $6",
		criteria.IbContractId, criteria.Iso4217Code, criteria.SymbolId,
		criteria.LocalSymbolId, criteria.SecurityTypeId, criteria.PrimaryExchangeId)
	if err != nil && err != sql.ErrNoRows {
		return *existing, err
	}

	if existing.Id != 0 {
		return *existing, nil
	}

	criteria.Created = a.created
	err = meddler.Insert(a.tx, "contract", &criteria)
	return criteria, err
}
Esempio n. 2
0
func (a *AccountFeed) position() error {
	for key, value := range a.pam.Portfolio() {
		snapshot, err := a.getSnapshot(key.AccountCode)
		if err != nil {
			return err
		}

		newPosition := new(core.AccountPosition)
		newPosition.AccountSnapshotId = snapshot.Id

		c := new(core.Contract)
		c.IbContractId = value.Contract.ContractId

		iso := new(core.Iso4217)
		err = meddler.QueryRow(a.tx, iso, "SELECT * FROM iso_4217 WHERE alphabetic_code = $1", value.Contract.Currency)
		if err != nil {
			return err
		}
		c.Iso4217Code = iso.Iso4217Code

		symbol, err := a.getSymbol(value.Contract.Symbol)
		if err != nil {
			return err
		}
		c.SymbolId = symbol.Id

		localSymbol, err := a.getSymbol(value.Contract.LocalSymbol)
		if err != nil {
			return err
		}
		c.LocalSymbolId = localSymbol.Id

		secType, err := a.getSecurityType(value.Contract.SecurityType)
		if err != nil {
			return err
		}
		c.SecurityTypeId = secType.Id

		exg, err := a.getExchange(value.Contract.PrimaryExchange)
		if err != nil {
			return err
		}
		c.PrimaryExchangeId = exg.Id

		con, err := a.getContract(*c)
		if err != nil {
			return err
		}
		newPosition.ContractId = con.Id

		newPosition.Position = value.Position
		newPosition.MarketPrice = value.MarketPrice
		newPosition.MarketValue = value.MarketValue
		newPosition.AverageCost = value.AverageCost
		newPosition.UnrealizedPNL = value.UnrealizedPNL
		newPosition.RealizedPNL = value.RealizedPNL

		knownPositions := a.positions[snapshot]
		knownPositions = append(knownPositions, *newPosition)
		a.positions[snapshot] = knownPositions
	}
	return nil
}