private void updateFundShare(EtfReportInfo etfReportInfo) throws AccountException {
BigDecimal fundShare = etfReportInfo.getFillShare();
if (ETFTradeTypeConsts.ETF_ADMIN_REDEEM.equals(etfReportInfo.getTradeType())) {
fundShare = fundShare.negate();
}
fundService.updateFundShare(etfReportInfo.getFundId(), fundShare);
}
private EtfReportInfo convertReport(
BasketQueryResult basket, Report etfReport, BaseConfig config) {
EtfReportInfo etfReportInfo = new EtfReportInfo();
etfReportInfo.setFundId(config.getFundId());
etfReportInfo.setPortfolioId(config.getPortfolioId());
List<ExecutionReport> excutionReports = etfReport.getExcutionReports();
for (ExecutionReport executionReport : excutionReports) {
assortmentReport(basket, etfReportInfo, executionReport);
}
return etfReportInfo;
}
private List<AdjustTradeEventLeg> getTradeEventLegs(
EtfReportInfo etfReportInfo, BasketQueryResult basket) throws AccountException {
TradeAccountEvent tradeAccount =
tradeAccountService.getTradeAccountByNo(
etfReportInfo.getEtfExecutionReport2().getAccount());
List<ExecutionReport> etfSecurityExecutionReport =
etfReportInfo.getEtfSecurityExecutionReport();
List<AdjustTradeEventLeg> adjustTradeEventLegs = new ArrayList<AdjustTradeEventLeg>();
addSecurityAdjustTradeEventLegs(
tradeAccount, etfSecurityExecutionReport, adjustTradeEventLegs, basket);
addCashAdjustTradeEventLegs(etfReportInfo, tradeAccount, adjustTradeEventLegs);
return adjustTradeEventLegs;
}
private BigDecimal getCashExecutionAmount(EtfReportInfo etfReportInfo) {
List<ExecutionReport> etfCashExecutionReport = etfReportInfo.getEtfCashExecutionReport();
BigDecimal balance = BigDecimal.ZERO;
for (ExecutionReport executionReport : etfCashExecutionReport) {
balance = balance.add(executionReport.getAmount());
}
List<ExecutionReport> etfCashExecutionReport2 = etfReportInfo.getEtfCashExecutionReport2();
for (ExecutionReport executionReport : etfCashExecutionReport2) {
balance = balance.add(executionReport.getAmount());
}
return balance;
}
private AdjustTradeEvent createPositionEvent(
EtfReportInfo etfReportInfo, BaseConfig config, BasketQueryResult basket)
throws AccountException {
AdjustTradeEvent adjustTradeEvent = new AdjustTradeEvent();
adjustTradeEvent.setTradeLevel(TradeLevelConsts.FILL);
if (ETFTradeTypeConsts.ETF_ADMIN_CREATION.equals(etfReportInfo.getTradeType())) {
adjustTradeEvent.setTradeType(TradeTypeConsts.ETF_ADMIN_SUBSCRIBE);
}
if (ETFTradeTypeConsts.ETF_ADMIN_REDEEM.equals(etfReportInfo.getTradeType())) {
adjustTradeEvent.setTradeType(TradeTypeConsts.ETF_ADMIN_REDEEM);
}
adjustTradeEvent.setPortfolioId(config.getPortfolioId());
adjustTradeEvent.setUserId(SYSTEM_USER_ID);
adjustTradeEvent.setExchange(etfReportInfo.getEtfExecutionReport2().getExchangeCode());
List<AdjustTradeEventLeg> adjustTradeEventLegs = getTradeEventLegs(etfReportInfo, basket);
adjustTradeEvent.setTradeEventlegs(adjustTradeEventLegs);
return adjustTradeEvent;
}
private void setEtfReport(
BasketQueryResult basket, EtfReportInfo etfReportInfo, ExecutionReport executionReport) {
etfReportInfo.setEtfExecutionReport2(executionReport);
if (executionReport.getSide().equals("S")) {
etfReportInfo.setTradeType(ETFTradeTypeConsts.ETF_ADMIN_CREATION);
} else {
etfReportInfo.setTradeType(ETFTradeTypeConsts.ETF_ADMIN_REDEEM);
}
etfReportInfo.setPbu(executionReport.getPbu());
etfReportInfo.setFillShare(executionReport.getFillQty());
etfReportInfo.setFillQty(
executionReport.getFillQty().divide(basket.getCreationRedemptionUnit()));
}
private void assortmentReport(
BasketQueryResult basket, EtfReportInfo etfReportInfo, ExecutionReport executionReport) {
if (basket.getFundInstrumentId2().equals(executionReport.getSymbol())) {
setEtfReport(basket, etfReportInfo, executionReport);
}
if (basket.getCashInstrumentId() != null
&& basket.getCashInstrumentId().equals(executionReport.getSymbol())) {
etfReportInfo.getEtfCashExecutionReport().add(executionReport);
if (etfReportInfo.getCashReplaceAmount() == null) {
etfReportInfo.setCashReplaceAmount(BigDecimal.ZERO);
}
etfReportInfo.setCashReplaceAmount(
etfReportInfo.getCashReplaceAmount().add(executionReport.getAmount()));
}
if (basket.getCashInstrumentId2() != null
&& basket.getCashInstrumentId2().equals(executionReport.getSymbol())) {
etfReportInfo.getEtfCashExecutionReport2().add(executionReport);
if (etfReportInfo.getCashReplaceAmount() == null) {
etfReportInfo.setCashReplaceAmount(BigDecimal.ZERO);
}
etfReportInfo.setCashReplaceAmount(
etfReportInfo.getCashReplaceAmount().add(executionReport.getAmount()));
}
if (isConsstituent(executionReport.getSymbol(), basket.getConstituentStockQueryResult())) {
etfReportInfo.getEtfSecurityExecutionReport().add(executionReport);
}
}