public static InstrInfo[] ConvertOptSymToInstrInfo(string optSym)
{
string[] arr = optSym.Split(' ');
InstrInfo[] instr = new InstrInfo[1];
instr[0] = new InstrInfo();
if (arr.Length == 1)
{
instr[0].type = InstrInfo.EType.EQUITY;
instr[0].sym = arr[0];
}
else
{
string sym = arr[0];
int mat = DecodeExpiration(arr[1]);
float strk = float.Parse(arr[2]);
string type = arr[3];
instr[0].type = InstrInfo.EType.OPTION;
instr[0].sym = sym;
instr[0].maturity = mat;
instr[0].strike = strk;
if (type == "C")
{
instr[0].callput = InstrInfo.ECallPut.CALL;
}
else
{
instr[0].callput = InstrInfo.ECallPut.PUT;
}
}
return(instr);
}
// map back "trace[start, start + to.size - 1]" through this transformation.
//
// tinfo is the parent
// transformation info for the whole program -- it is used for recursively
// calling the mapBack procedure on callee traces
public ErrorTraceInstr mapBackTrace(List <ErrorTraceInstr> trace, int start, ModifyTrans tinfo)
{
Debug.Assert(start >= 0);
Debug.Assert(start + to.Count - 1 < trace.Count);
// Find the "info" for "from". It is obtained from the
// corresponding instruction, if one is provided. Else
// we search through "to" to find (any) valid info.
InstrInfo info = null;
if (correspondingInstr >= 0)
{
info = trace[start + correspondingInstr].info;
}
else
{
// Default info (invalid)
info = new InstrInfo();
for (int i = start; i < start + to.Count; i++)
{
if (trace[i].info.isValid)
{
info = trace[i].info;
break;
}
}
}
Debug.Assert(info != null);
ErrorTraceInstr ret = null;
if (from.type == InstrTypeEnum.CALL || from.type == InstrTypeEnum.ASYNC)
{
// check if the corresponding instruction is also a call
if (correspondingInstr >= 0 && trace[start + correspondingInstr].isCall())
{
var calleeTrace = (trace[start + correspondingInstr] as CallInstr).calleeTrace;
if (calleeTrace != null)
{
// Recurse on the callee trace
calleeTrace = tinfo.mapBackTrace(calleeTrace);
}
ret = new CallInstr(from.callee, calleeTrace, (from.type == InstrTypeEnum.ASYNC ? true : false), info);
}
else
{
// no corresponding callee trace
ret = new CallInstr(from.callee, null, (from.type == InstrTypeEnum.ASYNC ? true : false), info);
}
}
else
{
ret = new IntraInstr(info);
}
Debug.Assert(ret != null);
return(ret);
}
public static ConcurrentQueue<equity> queue = new ConcurrentQueue<equity>();//equity quote
public static void dobkUnderhndlr(InstrInfo instr, uint ts, byte partid, int mod, byte numbid, byte numask, byte[] bidexch, byte[] askexch, Quote[] bidbk, Quote[] askbk)
{
lock (respFlow.locker2)
{
try
{
output x;
reqFlow._queue.TryDequeue(out x);
equity q = new equity
{
Instr = instr,
Ts = ts,
Bidexch = bidexch,
Askexch = askexch,
Bidbk = bidbk,
Askbk = askbk,
x = x
};
queue.Enqueue(q);
Console.WriteLine("response: " + x.under + x.callput + " " + instr.sym);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
public static InstrInfo DecodeOCCtoInstrInfo(string option)
{
InstrInfo instr = new InstrInfo();
int splitPt = 0;
for (int i = option.Length - 1; i >= 0; i--)
{
if (option[i] == 'P' || option[i] == 'C')
{
if (option[i] == 'P')
{
instr.callput = InstrInfo.ECallPut.PUT;
}
else if (option[i] == 'C')
{
instr.callput = InstrInfo.ECallPut.CALL;
}
splitPt = i;
break;
}
}
string pre = option.Substring(0, splitPt);
string post = option.Substring(splitPt + 1);
instr.type = InstrInfo.EType.OPTION;
instr.strike = (float)Convert.ToDouble(post.Substring(0, 5) + "." + post.Substring(5));
instr.maturity = Convert.ToInt32(pre.Substring(pre.Length - 6));
instr.sym = pre.Substring(0, pre.Length - 6);
return(instr);
}
private static void fetchInfo(InstrInfo info, out int k, out int tid)
{
Debug.Assert(info.executionContext >= 0);
Debug.Assert(info.tid >= 0);
k = info.executionContext;
tid = info.tid;
}
public static ConcurrentQueue<quote> queue = new ConcurrentQueue<quote>();//surrounding quote
public static void depofbkhndlr(InstrInfo instr, uint ts, byte partid, int mod, byte numbid, byte numask, byte[] bidexch, byte[] askexch, Quote[] bidbk, Quote[] askbk)
{
lock (respFlow2.locker0)
{
//System.Diagnostics.Debug.WriteLine("111 " + ((ConcurrentQueue<output>)_Dict[0][1]).Count);
try
{
output x;
reqFlow2._queue.TryDequeue(out x);
quote q = new quote
{
Instr = instr,
Ts = ts,
Bidexch = bidexch,
Askexch = askexch,
Bidbk = bidbk,
Askbk = askbk,
x = x,
};
queue.Enqueue(q);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
public static InstrInfo[] CreateEquityInstrument(string symbol)
{
InstrInfo[] info = new InstrInfo[1];
info[0] = new InstrInfo();
info[0].type = InstrInfo.EType.EQUITY;
info[0].sym = symbol;
return(info);
}
public Logger(string pathname, InstrInfo inst)
{
instrument = inst;
_pathname = pathname;
sBuilder = new StringBuilder();
writer = new StreamWriter(pathname);
}
static string GetCpuid(InstrInfo info)
{
if ((info.Flags & InstrInfoFlags.AVX2_Check) != 0)
{
return("AVX (reg,mem) or AVX2 (reg,reg)");
}
return(string.Join(" and ", info.Cpuid.Select(a => GetCpuid(a))));
}
private InstrInfo[] GetInstrInfo()
{
InstrInfo[] instrs = new InstrInfo[_instBinding.Count];
for (int i = 0; i < _instBinding.Count; i++)
{
instrs[i] = _instBinding[i].ToInstrInfo();
}
return(instrs);
}
public InstTableObj(InstrInfo i)
{
Symbol = i.sym;
Maturity = i.maturity;
Strike = i.strike;
CallPut = i.callput == InstrInfo.ECallPut.CALL ? 'C' : 'P';
Side = i.side == OrdInfo.ESide.BUY ? 'B' : 'S';
Ratio = i.ratio;
Type = (int)i.type;
}
public static string InstrToStr(InstrInfo instr)
{
switch (instr.type)
{
case InstrInfo.EType.OPTION:
return($"{instr.sym} {instr.strike} {instr.callput} {instr.maturity.ToString("0000-00-00")}");
case InstrInfo.EType.EQUITY:
return(instr.sym);
}
return("");
}
public static int EncodeInstrInfoFromStr(string sym, ref InstrInfo[] instrinfo)
{
int rc = -1;
instrinfo = null;
if (sym.Length > 0)
{
string[] strArr = sym.Split('_');
instrinfo = new InstrInfo[strArr.Count()];
bool sprd = (strArr.Count() > 1);
List <string> instrList = new List <string>(strArr);
List <OrdInfo.ESide> sideList = null;
List <int> ratioList = null;
if (sprd)
{
instrList.Sort();
DecodeMLegInfo(ref instrList, ref sideList, ref ratioList);
}
bool done = false;
int i = 0;
while (!done && i < strArr.Count())
{
if (EncodeInstrInfoFromStr(instrList[i], ref instrinfo[i]) != 0)
{
done = true;
}
else
{
if (sprd && i < Math.Min(instrinfo.Length, sideList.Count))
{
instrinfo[i].side = sideList[i];
instrinfo[i].ratio = ratioList[i];
}
++i;
}
}
if (i == strArr.Count())
{
rc = 0;
}
}
return(rc);
}
public static string EncodeNormalizedStrFromInstrInfo(InstrInfo[] instrinfo)
{
string infoString = "";
InstrInfo[] info = new InstrInfo[instrinfo.Length];
instrinfo.CopyTo(info, 0);
List <InstrInfo> list = info.ToList();
list.Sort();
return(DecodeInstrInfoArrToStr(list.ToArray()));
}
public static InstrInfo CreateOptionInstrument(string symbol, int expiration, InstrInfo.ECallPut callOrPut, float strike, OrdInfo.ESide side)
{
InstrInfo newInstr = new InstrInfo();
newInstr.callput = callOrPut;
newInstr.maturity = expiration;
newInstr.ratio = 1;
newInstr.side = side;
newInstr.strike = strike;
newInstr.sym = symbol;
newInstr.type = InstrInfo.EType.OPTION;
return(newInstr);
}
public InstrInfo ToInstrInfo()
{
InstrInfo i = new InstrInfo();
i.sym = Symbol;
i.maturity = Maturity;
i.strike = Strike;
i.callput = CallPut == 'C' ? InstrInfo.ECallPut.CALL : InstrInfo.ECallPut.PUT;
i.side = Side == 'B' ? OrdInfo.ESide.BUY : OrdInfo.ESide.SELL;
i.ratio = Ratio;
i.type = (InstrInfo.EType)Type;
return(i);
}
public InstructionDef(int opCount, EnumValue mnemonic, EnumValue mem, EnumValue bcst, OpCodeInfo opCodeInfo, InstrInfo instrInfo)
{
if (opCodeInfo.Code != instrInfo.Code)
{
throw new InvalidOperationException();
}
OpCount = opCount;
Mnemonic = mnemonic;
Mem = mem;
Bcst = bcst;
OpCodeInfo = opCodeInfo;
InstrInfo = instrInfo;
}
public QuoteBookStruct(bool initialize)
{
Instr = new InstrInfo[2];
BidBk = new QuoteInfo[10];
AskBk = new QuoteInfo[10];
AskExch = new byte[10];
BidExch = new byte[10];
NumAsk = 10;
NumBid = 10;
TS = 0;
PartID = 0;
Mod = 0;
TEST_TIMESTAMP_TICKS = DateTime.Now.Ticks;
InstrumentName = "";
}
public static int EncodeInstrInfoFromStr(string sym, ref InstrInfo instrinfo)
{
int rc = -1;
instrinfo = null;
int length = sym.Length;
float strike = 0.0f;
int xp = 0;
if (length > 0 &&
sym[0] >= 'A' &&
sym[0] <= 'Z')
{
int idx = Math.Max(sym.LastIndexOf('C'), sym.LastIndexOf('P'));
if (idx >= 0 &&
idx < length - 1 &&
Char.IsDigit(sym[idx + 1]) &&
(strike = float.Parse(sym.Substring(idx + 1))) > 0.0f &&
idx > 8 &&
(xp = DecodeExpiration(sym.Substring(idx - 8, 8))) > 0
)
{
instrinfo = new InstrInfo();
instrinfo.type = InstrInfo.EType.OPTION;
instrinfo.sym = sym.Substring(0, idx - 8);
instrinfo.maturity = xp;
instrinfo.strike = strike;
instrinfo.callput = (sym[idx] == 'C' ? InstrInfo.ECallPut.CALL : InstrInfo.ECallPut.PUT);
instrinfo.ratio = 1;
rc = 0;
}
else if (sym.All(Char.IsLetterOrDigit))
{
instrinfo = new InstrInfo();
instrinfo.type = InstrInfo.EType.EQUITY;
instrinfo.sym = sym;
rc = 0;
}
}
return(rc);
}
public static string DecodeInstrInfoToStrWithSideRatio(InstrInfo instrinfo)
{
string val = "";
if (instrinfo.type == InstrInfo.EType.EQUITY)
{
val = string.Format("{0}{1}{2}", instrinfo.sym, instrinfo.side == OrdInfo.ESide.BUY ? "B" : "S", instrinfo.ratio);
}
else if (instrinfo.type == InstrInfo.EType.OPTION)
{
val = string.Format("{0}{1}{2}{3}{4}{5}", instrinfo.sym, instrinfo.maturity,
instrinfo.callput.ToString().Substring(0, 1), instrinfo.strike.ToString("0.00"),
instrinfo.side == OrdInfo.ESide.BUY ? "B" : "S", instrinfo.ratio);
}
return(val);
}
public static InstrInfo GenerateRandomInstrument(InstrInfo.EType type)
{
InstrInfo randomInstr = new InstrInfo();
randomInstr.type = type;
randomInstr.sym = highCapSymbols[numGenerator.Next(0, highCapSymbols.Length - 1)];
if (type == InstrInfo.EType.OPTION)
{
int maturityYear = numGenerator.Next(2018, 2020);
int maturityMonth = numGenerator.Next(1, 13);
int maturityDay = numGenerator.Next(1, 29);
randomInstr.maturity = maturityYear * 10000 + maturityMonth * 100 + maturityDay;
randomInstr.strike = numGenerator.Next(10, 101);
randomInstr.callput = maturityYear % 2 == 0 ? InstrInfo.ECallPut.CALL : InstrInfo.ECallPut.PUT;
}
return(randomInstr);
}
public static InstrInfo[] CreateInstrInfo(string under, string exp, double strike, string callput)
{
InstrInfo[] _instr;
if (!string.IsNullOrEmpty(under) && (exp != null) &&
(strike > 0) && !string.IsNullOrEmpty(callput))
{
_instr = new InstrInfo[1];
_instr[0] = new InstrInfo
{
sym = under,
maturity = convertExpirationToInt(exp),
strike = (float)strike,
type = InstrInfo.EType.OPTION
};
_instr[0].callput = callput == "Call"
? _instr[0].callput = InstrInfo.ECallPut.CALL
: _instr[0].callput = InstrInfo.ECallPut.PUT;
return(_instr);
}
return(null);
}
public static string SpreadLegToString(InstrInfo leg)
{
string temp = string.Empty;
try
{
if (leg.type == InstrInfo.EType.OPTION)
{
temp = leg.sym + " " + leg.maturity.ToString() + " " + leg.callput + " " + leg.strike.ToString() + " " + leg.side.ToString().Substring(0, 1) + leg.ratio.ToString();
}
else if (leg.type == InstrInfo.EType.EQUITY)
{
temp = leg.sym + " " + leg.side.ToString().Substring(0, 1) + leg.ratio.ToString();
}
}
catch (Exception ex)
{
Console.WriteLine("Translation error.");
}
return(temp);
}
public InstrInfo GetInstrInfo()
{
InstrInfo i = new InstrInfo();
i.sym = textEditSymbol.Text;
if (radioGroupType.SelectedIndex == 0)
{
i.type = InstrInfo.EType.OPTION;
if (radioGroupCallPut.SelectedIndex == 0)
{
i.callput = InstrInfo.ECallPut.CALL;
}
else if (radioGroupCallPut.SelectedIndex == 1)
{
i.callput = InstrInfo.ECallPut.PUT;
}
i.maturity = Convert.ToInt32(dateEditMaturity.DateTime.ToString("yyyyMMdd"));
i.strike = Convert.ToSingle(textEditStrike.Text);
}
else if (radioGroupType.SelectedIndex == 0)
{
i.type = InstrInfo.EType.EQUITY;
}
if (_spread)
{
if (radioGroupSide.SelectedIndex == 0)
{
i.side = OrdInfo.ESide.BUY;
}
else if (radioGroupSide.SelectedIndex == 1)
{
i.side = OrdInfo.ESide.SELL;
}
i.ratio = Convert.ToInt32(textEditRatio.Text);
}
return(i);
}
static InstrInfo[] ReadInfos()
{
var reader = new DataReader(GetSerializedInstrInfos());
var infos = new InstrInfo[DecoderConstants.NumberOfCodeValues];
var strings = FormatterStringsTable.GetStringsTable();
var ca = new char[1];
string s, s2, s3, s4;
uint v, v2;
int prevIndex = -1;
for (int i = 0; i < infos.Length; i++)
{
var code = (Code)i;
byte f = reader.ReadByte();
var ctorKind = (CtorKind)(f & 0x7F);
int currentIndex;
if (ctorKind == CtorKind.Previous)
{
currentIndex = reader.Index;
reader.Index = prevIndex;
ctorKind = (CtorKind)(reader.ReadByte() & 0x7F);
}
else
{
currentIndex = -1;
prevIndex = reader.Index - 1;
}
s = strings[reader.ReadCompressedUInt32()];
if ((f & 0x80) != 0)
{
ca[0] = 'v';
s = AddPrefix(s, ca);
}
InstrInfo instrInfo;
switch (ctorKind)
{
case CtorKind.Normal_1:
instrInfo = new SimpleInstrInfo(code, s);
break;
case CtorKind.Normal_2a:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo(code, s, s2);
break;
case CtorKind.Normal_2b:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo(code, s, (InstrOpInfoFlags)v);
break;
case CtorKind.Normal_2c:
ca[0] = (char)reader.ReadByte();
s = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo(code, s);
break;
case CtorKind.Normal_3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo(code, s, s2, (InstrOpInfoFlags)v);
break;
case CtorKind.AamAad:
instrInfo = new SimpleInstrInfo_AamAad(code, s);
break;
case CtorKind.asz:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_as(code, (int)v, s);
break;
case CtorKind.bnd2_2:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo_bnd2(code, s, s2);
break;
case CtorKind.bnd2_3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_bnd2(code, s, s2, (InstrOpInfoFlags)v);
break;
case CtorKind.DeclareData:
instrInfo = new SimpleInstrInfo_DeclareData(code, s);
break;
case CtorKind.er_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_er(code, (int)v, s);
break;
case CtorKind.er_4:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_er(code, (int)v, s, s2, (InstrOpInfoFlags)v2);
break;
case CtorKind.far:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_far(code, (int)v, s, s2);
break;
case CtorKind.imul:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo_imul(code, s, s2);
break;
case CtorKind.maskmovq:
instrInfo = new SimpleInstrInfo_maskmovq(code, s);
break;
case CtorKind.movabs:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
s3 = strings[reader.ReadCompressedUInt32()];
ca[0] = (char)reader.ReadByte();
s4 = AddSuffix(s3, ca);
instrInfo = new SimpleInstrInfo_movabs(code, (int)v, s, s2, s3, s4);
break;
case CtorKind.nop:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_nop(code, (int)v, s, (Register)v2);
break;
case CtorKind.OpSize:
v = reader.ReadByte();
s2 = string.Intern(s + "w");
s3 = string.Intern(s + "l");
s4 = string.Intern(s + "q");
instrInfo = new SimpleInstrInfo_OpSize(code, (CodeSize)v, s, s2, s3, s4);
break;
case CtorKind.OpSize2_bnd:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
s4 = strings[reader.ReadCompressedUInt32()];
instrInfo = new SimpleInstrInfo_OpSize2_bnd(code, s, s2, s3, s4);
break;
case CtorKind.OpSize3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_OpSize3(code, (int)v, s, s2);
break;
case CtorKind.os_A:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os(code, (int)v, s);
break;
case CtorKind.os_B:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os(code, (int)v, s, (InstrOpInfoFlags)v2);
break;
case CtorKind.os_bnd:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_bnd(code, (int)v, s);
break;
case CtorKind.os_jcc:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc(code, (int)v, s);
break;
case CtorKind.os_loop:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_loop(code, (int)v, (int)v2, s, s2);
break;
case CtorKind.os_mem:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem(code, (int)v, s, s2);
break;
case CtorKind.os_mem_reg16:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem_reg16(code, (int)v, s);
break;
case CtorKind.os_mem2:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem2(code, (int)v, s, s2);
break;
case CtorKind.os2_3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os2(code, (int)v, s, s2);
break;
case CtorKind.os2_4:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os2(code, (int)v, s, s2, (InstrOpInfoFlags)v2);
break;
case CtorKind.os2_bnd:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os2_bnd(code, (int)v, s, s2);
break;
case CtorKind.pblendvb:
instrInfo = new SimpleInstrInfo_pblendvb(code, s);
break;
case CtorKind.pclmulqdq:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_pclmulqdq(code, s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v));
break;
case CtorKind.pops:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_pops(code, s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v));
break;
case CtorKind.Reg16:
instrInfo = new SimpleInstrInfo_Reg16(code, s);
break;
case CtorKind.sae:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_sae(code, (int)v, s);
break;
case CtorKind.sae_pops:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_sae_pops(code, (int)v, s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v2));
break;
case CtorKind.ST_STi:
instrInfo = new SimpleInstrInfo_ST_STi(code, s);
break;
case CtorKind.STi_ST:
instrInfo = new SimpleInstrInfo_STi_ST(code, s);
break;
case CtorKind.STi_ST2:
instrInfo = new SimpleInstrInfo_STi_ST2(code, s);
break;
case CtorKind.STIG_1a:
instrInfo = new SimpleInstrInfo_STIG1(code, s);
break;
case CtorKind.STIG_1b:
v = reader.ReadByte();
if (v > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_STIG1(code, s, v != 0);
break;
case CtorKind.xbegin:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_xbegin(code, (int)v, s);
break;
default:
throw new InvalidOperationException();
}
infos[i] = instrInfo;
if (currentIndex >= 0)
{
reader.Index = currentIndex;
}
}
if (reader.CanRead)
{
throw new InvalidOperationException();
}
return(infos);
}
public QuoteFeedLogger(string pathname, InstrInfo instr) : base(pathname, instr)
{
enableFlag = true;
}
private void AddInstrInfo(InstrInfo i)
{
_instBinding.Add(new InstTableObj(i));
PopulateGrid();
}
static InstrInfo[] ReadInfos()
{
var reader = new DataReader(GetSerializedInstrInfos());
var infos = new InstrInfo[IcedConstants.CodeEnumCount];
var strings = FormatterStringsTable.GetStringsTable();
var ca = new char[1];
string s, s2, s3, s4, s5, s6;
uint v, v2, v3;
int prevIndex = -1;
for (int i = 0; i < infos.Length; i++)
{
byte f = reader.ReadByte();
var ctorKind = (CtorKind)(f & 0x7F);
int currentIndex;
if (ctorKind == CtorKind.Previous)
{
currentIndex = reader.Index;
reader.Index = prevIndex;
ctorKind = (CtorKind)(reader.ReadByte() & 0x7F);
}
else
{
currentIndex = -1;
prevIndex = reader.Index - 1;
}
s = strings[reader.ReadCompressedUInt32()];
if ((f & 0x80) != 0)
{
ca[0] = 'v';
s = AddPrefix(s, ca);
}
InstrInfo instrInfo;
switch (ctorKind)
{
case CtorKind.Normal_1:
instrInfo = new SimpleInstrInfo(s);
break;
case CtorKind.Normal_2a:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo(s, s2);
break;
case CtorKind.Normal_2b:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo(s, (InstrOpInfoFlags)v);
break;
case CtorKind.Normal_2c:
ca[0] = (char)reader.ReadByte();
s = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo(s);
break;
case CtorKind.Normal_3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo(s, s2, (InstrOpInfoFlags)v);
break;
case CtorKind.AamAad:
instrInfo = new SimpleInstrInfo_AamAad(s);
break;
case CtorKind.asz:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_as((int)v, s);
break;
case CtorKind.bnd:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_bnd(s, s2, (InstrOpInfoFlags)v);
break;
case CtorKind.DeclareData:
instrInfo = new SimpleInstrInfo_DeclareData((Code)i, s);
break;
case CtorKind.er_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_er((int)v, s);
break;
case CtorKind.er_4:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_er((int)v, s, s2, (InstrOpInfoFlags)v2);
break;
case CtorKind.far:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_far((int)v, s, s2);
break;
case CtorKind.imul:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo_imul(s, s2);
break;
case CtorKind.maskmovq:
instrInfo = new SimpleInstrInfo_maskmovq(s);
break;
case CtorKind.movabs:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
s3 = strings[reader.ReadCompressedUInt32()];
s4 = AddSuffix(s3, ca);
instrInfo = new SimpleInstrInfo_movabs(s, s2, s3, s4);
break;
case CtorKind.nop:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_nop((int)v, s, (Register)v2);
break;
case CtorKind.OpSize:
v = reader.ReadByte();
s2 = string.Intern(s + "w");
s3 = string.Intern(s + "l");
s4 = string.Intern(s + "q");
instrInfo = new SimpleInstrInfo_OpSize((CodeSize)v, s, s2, s3, s4);
break;
case CtorKind.OpSize2_bnd:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
s4 = strings[reader.ReadCompressedUInt32()];
instrInfo = new SimpleInstrInfo_OpSize2_bnd(s, s2, s3, s4);
break;
case CtorKind.OpSize3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_OpSize3((int)v, s, s2);
break;
case CtorKind.os:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
if (v2 > 1)
{
throw new InvalidOperationException();
}
v3 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os((int)v, s, v2 != 0, (InstrOpInfoFlags)v3);
break;
case CtorKind.CC_1:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_cc((int)v, new[] { s }, new[] { s2 });
break;
case CtorKind.CC_2:
s2 = strings[reader.ReadCompressedUInt32()];
ca[0] = (char)reader.ReadByte();
v = reader.ReadCompressedUInt32();
s3 = AddSuffix(s, ca);
s4 = AddSuffix(s2, ca);
instrInfo = new SimpleInstrInfo_cc((int)v, new[] { s, s2 }, new[] { s3, s4 });
break;
case CtorKind.CC_3:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
ca[0] = (char)reader.ReadByte();
v = reader.ReadCompressedUInt32();
s4 = AddSuffix(s, ca);
s5 = AddSuffix(s2, ca);
s6 = AddSuffix(s3, ca);
instrInfo = new SimpleInstrInfo_cc((int)v, new[] { s, s2, s3 }, new[] { s4, s5, s6 });
break;
case CtorKind.os_jcc_1:
v2 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v2, new[] { s });
break;
case CtorKind.os_jcc_2:
s2 = strings[reader.ReadCompressedUInt32()];
v2 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v2, new[] { s, s2 });
break;
case CtorKind.os_jcc_3:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
v2 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v2, new[] { s, s2, s3 });
break;
case CtorKind.os_loopcc:
s2 = strings[reader.ReadCompressedUInt32()];
ca[0] = (char)reader.ReadByte();
s3 = AddSuffix(s, ca);
s4 = AddSuffix(s2, ca);
v3 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_loop((int)v, (int)v2, (int)v3, new[] { s, s2 }, new[] { s3, s4 });
break;
case CtorKind.os_loop:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_loop((int)v, (int)v2, -1, new[] { s }, new[] { s2 });
break;
case CtorKind.os_mem:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem((int)v, s, s2);
break;
case CtorKind.Reg16:
ca[0] = 'w';
s2 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo_Reg16(s, s2);
break;
case CtorKind.os_mem2:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem2((int)v, s, s2);
break;
case CtorKind.os2_3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
if (v2 > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_os2((int)v, s, s2, v2 != 0, InstrOpInfoFlags.None);
break;
case CtorKind.os2_4:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
if (v2 > 1)
{
throw new InvalidOperationException();
}
v3 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os2((int)v, s, s2, v2 != 0, (InstrOpInfoFlags)v3);
break;
case CtorKind.pblendvb:
instrInfo = new SimpleInstrInfo_pblendvb(s);
break;
case CtorKind.pclmulqdq:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_pclmulqdq(s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v));
break;
case CtorKind.pops:
v = reader.ReadByte();
v2 = reader.ReadByte();
if (v2 > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_pops(s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v), v2 != 0);
break;
case CtorKind.mem16:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
ca[0] = 'w';
s3 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo_mem16(s, s2, s3);
break;
case CtorKind.Reg32:
instrInfo = new SimpleInstrInfo_Reg32(s);
break;
case CtorKind.sae:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_sae((int)v, s);
break;
case CtorKind.ST_STi:
instrInfo = new SimpleInstrInfo_ST_STi(s);
break;
case CtorKind.STi_ST:
v = reader.ReadByte();
if (v > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_STi_ST(s, v != 0);
break;
case CtorKind.STIG1:
v = reader.ReadByte();
if (v > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_STIG1(s, v != 0);
break;
default:
throw new InvalidOperationException();
}
infos[i] = instrInfo;
if (currentIndex >= 0)
{
reader.Index = currentIndex;
}
}
if (reader.CanRead)
{
throw new InvalidOperationException();
}
return(infos);
}
public static void CreateLevel2Form(InstrInfo i)
{
InstrInfo[] a = { i };
Hub._formFactory.CreateLevel2Form(a);
}
public static void subtask(InstrInfo instr, uint ts, byte[] bidexch, byte[] askexch, Quote[] bidbk, Quote[] askbk, output x)
{
string _quoteinstrument = instr.sym + instr.maturity + instr.callput + instr.strike;
#region Quote Filtering
List<FilteredQuote> _Bidbk = new List<FilteredQuote>();
List<FilteredQuote> _Askbk = new List<FilteredQuote>();
List<char> _Bidexch = new List<char>();
List<char> _Askexch = new List<char>();
calib.QuoteFiltering(bidexch, bidbk, _Bidbk, _Bidexch);
calib.QuoteFiltering(askexch, askbk, _Askbk, _Askexch);
#endregion
x._Wbidsz = calib.CalculateWsz(_Bidbk);
x._Wasksz = calib.CalculateWsz(_Askbk);
if (x._Wbidsz == 0)
{
x._Wbidprc = 0;
}
else
{
x._Wbidprc = calib.CalculateWprc(_Bidbk) / x._Wbidsz;
}
if (x._Wasksz == 0)
{
x._Waskprc = 0;
}
else
{
x._Waskprc = calib.CalculateWprc(_Askbk) / x._Wasksz;
}
if (x._Wbidprc == 0)
{
//low the weight by (wbidprc = 0 + waskprc + askprc[0]) / 3
x._Wmidpt = (x._Waskprc + _Askbk[0]._prc) / 3;
x._Vwap = x._Wmidpt;
}
else if (x._Waskprc == 0)
{
x._Wmidpt = (x._Wbidprc + _Bidbk[0]._prc) / 3;
x._Vwap = x._Wmidpt;
}
else
{
x._Wmidpt = (x._Wbidprc + x._Waskprc) / 2;
x._Vwap = calib.CalculateVWAP(_Bidbk, _Askbk);
}
x.svwap = (x._Wmidpt + x._Vwap) / 2;
Console.WriteLine(_quoteinstrument + " " + x.svwap);
//asynsocketclient.StartSend("10.0.7.218",15000, x.stock + "|" + x.svwap);
//sclient.start("10.0.7.182", x.stock + "|" + x.svwap);
if (x.flag == true)
{
sclient.start(x.ip, x.stock + "|" + x.svwap);
}
else
{
x.flag = true;
if (x.index == 1)
{
while (x.nearby.flag != true)
{
Thread.Sleep(30);
}
if (x.instr.strike > x.stock)
{
float svwap = x.svwap * (x.stock - x.nearby.instr.strike) / (x.instr.strike - x.nearby.instr.strike) + x.nearby.svwap * (x.instr.strike - x.stock) / (x.instr.strike - x.nearby.instr.strike);
sclient.start(x.ip, x.stock + "|" + svwap);
}
}
}
Console.WriteLine("ip: " + x.ip);
}
static InstrInfo[] ReadInfos()
{
var reader = new DataReader(GetSerializedInstrInfos());
var infos = new InstrInfo[IcedConstants.NumberOfCodeValues];
var strings = FormatterStringsTable.GetStringsTable();
var ca = new char[1];
string s, s2, s3, s4;
uint v, v2, v3, v4;
int prevIndex = -1;
for (int i = 0; i < infos.Length; i++)
{
byte f = reader.ReadByte();
var ctorKind = (CtorKind)(f & 0x7F);
int currentIndex;
if (ctorKind == CtorKind.Previous)
{
currentIndex = reader.Index;
reader.Index = prevIndex;
ctorKind = (CtorKind)(reader.ReadByte() & 0x7F);
}
else
{
currentIndex = -1;
prevIndex = reader.Index - 1;
}
s = strings[reader.ReadCompressedUInt32()];
if ((f & 0x80) != 0)
{
ca[0] = 'v';
s = AddPrefix(s, ca);
}
InstrInfo instrInfo;
switch (ctorKind)
{
case CtorKind.Normal_1:
instrInfo = new SimpleInstrInfo(s);
break;
case CtorKind.Normal_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo(s, (InstrOpInfoFlags)v);
break;
case CtorKind.AamAad:
instrInfo = new SimpleInstrInfo_AamAad(s);
break;
case CtorKind.asz:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_as((int)v, s);
break;
case CtorKind.AX:
instrInfo = new SimpleInstrInfo_AX(s);
break;
case CtorKind.AY:
instrInfo = new SimpleInstrInfo_AY(s);
break;
case CtorKind.bcst:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_bcst(s, (InstrOpInfoFlags)v, (InstrOpInfoFlags)v2);
break;
case CtorKind.bnd_1:
instrInfo = new SimpleInstrInfo_bnd(s);
break;
case CtorKind.bnd_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_bnd(s, (InstrOpInfoFlags)v);
break;
case CtorKind.DeclareData:
instrInfo = new SimpleInstrInfo_DeclareData((Code)i, s);
break;
case CtorKind.DX:
instrInfo = new SimpleInstrInfo_DX(s);
break;
case CtorKind.er_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_er((int)v, s);
break;
case CtorKind.er_3:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_er((int)v, s, (InstrOpInfoFlags)v2);
break;
case CtorKind.far:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_far((int)v, s);
break;
case CtorKind.far_mem:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_far_mem((int)v, s);
break;
case CtorKind.invlpga:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_invlpga((int)v, s);
break;
case CtorKind.maskmovq:
instrInfo = new SimpleInstrInfo_maskmovq(s);
break;
case CtorKind.mmxmem_1:
instrInfo = new SimpleInstrInfo_mmxmem(s);
break;
case CtorKind.mmxmem_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_mmxmem(s, (InstrOpInfoFlags)v);
break;
case CtorKind.mmxmem_3:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_mmxmem(s, (InstrOpInfoFlags)v, (MemorySize)v2);
break;
case CtorKind.movabs:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_movabs((int)v, s);
break;
case CtorKind.ms_pops:
v2 = reader.ReadByte();
v3 = reader.ReadCompressedUInt32();
v4 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_ms_pops(s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v2), (InstrOpInfoFlags)v3, (MemorySize)v4);
break;
case CtorKind.nop:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_nop((int)v, s, (Register)v2);
break;
case CtorKind.OpSize:
v = reader.ReadByte();
ca[0] = 'w';
s2 = AddSuffix(s, ca);
ca[0] = 'd';
s3 = AddSuffix(s, ca);
ca[0] = 'q';
s4 = AddSuffix(s, ca);
instrInfo = new SimpleInstrInfo_OpSize((CodeSize)v, s, s2, s3, s4);
break;
case CtorKind.OpSize2_bnd:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
s4 = strings[reader.ReadCompressedUInt32()];
instrInfo = new SimpleInstrInfo_OpSize2_bnd(s, s2, s3, s4);
break;
case CtorKind.OpSize3:
ca[0] = (char)reader.ReadByte();
s2 = AddSuffix(s, ca);
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_OpSize3((int)v, s, s2);
break;
case CtorKind.os_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os((int)v, s);
break;
case CtorKind.os_3:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os((int)v, s, (InstrOpInfoFlags)v2);
break;
case CtorKind.os_call_2:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_call((int)v, s);
break;
case CtorKind.os_call_3:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
if (v2 > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_os_call((int)v, s, v2 != 0);
break;
case CtorKind.CC_1:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_cc((int)v, new[] { s });
break;
case CtorKind.CC_2:
s2 = strings[reader.ReadCompressedUInt32()];
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_cc((int)v, new[] { s, s2 });
break;
case CtorKind.CC_3:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_cc((int)v, new[] { s, s2, s3 });
break;
case CtorKind.os_jcc_a_1:
v2 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v2, new[] { s });
break;
case CtorKind.os_jcc_a_2:
s2 = strings[reader.ReadCompressedUInt32()];
v2 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v2, new[] { s, s2 });
break;
case CtorKind.os_jcc_a_3:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
v2 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v2, new[] { s, s2, s3 });
break;
case CtorKind.os_jcc_b_1:
v3 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v3, new[] { s }, (InstrOpInfoFlags)v2);
break;
case CtorKind.os_jcc_b_2:
s2 = strings[reader.ReadCompressedUInt32()];
v3 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v3, new[] { s, s2 }, (InstrOpInfoFlags)v2);
break;
case CtorKind.os_jcc_b_3:
s2 = strings[reader.ReadCompressedUInt32()];
s3 = strings[reader.ReadCompressedUInt32()];
v3 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_jcc((int)v, (int)v3, new[] { s, s2, s3 }, (InstrOpInfoFlags)v2);
break;
case CtorKind.os_loopcc:
s2 = strings[reader.ReadCompressedUInt32()];
v3 = reader.ReadCompressedUInt32();
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_os_loop((int)v, (int)v3, (Register)v2, new[] { s, s2 });
break;
case CtorKind.os_loop:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_os_loop((int)v, -1, (Register)v2, new[] { s });
break;
case CtorKind.os_mem:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem((int)v, s);
break;
case CtorKind.os_mem_reg16:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem_reg16((int)v, s);
break;
case CtorKind.os_mem2:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_os_mem2((int)v, s, (InstrOpInfoFlags)v2);
break;
case CtorKind.pblendvb_1:
instrInfo = new SimpleInstrInfo_pblendvb(s);
break;
case CtorKind.pblendvb_2:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_pblendvb(s, (MemorySize)v);
break;
case CtorKind.pclmulqdq:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_pclmulqdq(s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v));
break;
case CtorKind.pops_2:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_pops(s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v));
break;
case CtorKind.pops_3:
v = reader.ReadByte();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_pops(s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v), (InstrOpInfoFlags)v2);
break;
case CtorKind.Reg16:
instrInfo = new SimpleInstrInfo_Reg16(s);
break;
case CtorKind.reverse2:
instrInfo = new SimpleInstrInfo_reverse2(s);
break;
case CtorKind.sae:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_sae((int)v, s);
break;
case CtorKind.sae_pops:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_sae_pops((int)v, s, FormatterConstants.GetPseudoOps((PseudoOpsKind)v2));
break;
case CtorKind.SEX1:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_SEX1((int)v, (SignExtendInfo)v2, s);
break;
case CtorKind.SEX1a:
v = reader.ReadCompressedUInt32();
v2 = reader.ReadByte();
instrInfo = new SimpleInstrInfo_SEX1a((int)v, (SignExtendInfo)v2, s);
break;
case CtorKind.SEX2_2:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_SEX2((SignExtendInfo)v, s);
break;
case CtorKind.SEX2_3:
v = reader.ReadByte();
v2 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_SEX2((SignExtendInfo)v, s, (InstrOpInfoFlags)v2);
break;
case CtorKind.SEX2_4:
v = reader.ReadByte();
v2 = reader.ReadByte();
v3 = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_SEX2((SignExtendInfo)v, (SignExtendInfo)v2, s, (InstrOpInfoFlags)v3);
break;
case CtorKind.SEX3:
v = reader.ReadByte();
instrInfo = new SimpleInstrInfo_SEX3((SignExtendInfo)v, s);
break;
case CtorKind.STIG1_1:
instrInfo = new SimpleInstrInfo_STIG1(s);
break;
case CtorKind.STIG1_2:
v = reader.ReadByte();
if (v > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_STIG1(s, v != 0);
break;
case CtorKind.STIG2_2a:
v = reader.ReadByte();
if (v > 1)
{
throw new InvalidOperationException();
}
instrInfo = new SimpleInstrInfo_STIG2(s, v != 0);
break;
case CtorKind.STIG2_2b:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_STIG2(s, (InstrOpInfoFlags)v);
break;
case CtorKind.xbegin:
v = reader.ReadCompressedUInt32();
instrInfo = new SimpleInstrInfo_xbegin((int)v, s);
break;
case CtorKind.XLAT:
instrInfo = new SimpleInstrInfo_XLAT(s);
break;
case CtorKind.XY:
instrInfo = new SimpleInstrInfo_XY(s);
break;
case CtorKind.YA:
instrInfo = new SimpleInstrInfo_YA(s);
break;
case CtorKind.YD:
instrInfo = new SimpleInstrInfo_YD(s);
break;
case CtorKind.YX:
instrInfo = new SimpleInstrInfo_YX(s);
break;
default:
throw new InvalidOperationException();
}
infos[i] = instrInfo;
if (currentIndex >= 0)
{
reader.Index = currentIndex;
}
}
if (reader.CanRead)
{
throw new InvalidOperationException();
}
return(infos);
}
public static void subtask(InstrInfo instr, uint ts, byte[] bidexch, byte[] askexch, Quote[] bidbk, Quote[] askbk, output x)
{
lock (locker)
{
x.instr = new InstrInfo
{
sym = x.under,
maturity = x.exp,
callput = (MktSrvcAPI.InstrInfo.ECallPut)(x.callput == "CALL" ? 1 : 0),
type = InstrInfo.EType.OPTION
};
if (bidexch != null && askexch != null)
{
x.stock = (bidbk[0].prc + askbk[0].prc) / 2;
}
else if (bidexch != null && askexch == null)
{
x.stock = bidbk[0].prc;
}
else if (bidexch == null && askexch != null)
{
x.stock = askbk[0].prc;
}
else
{
x.stock = 0.0f;
}
Console.WriteLine(x.under + " " + x.stock);
//ATM
List<float> strikes = Conn.Dict[x.under + x.exp + x.callput];
strikes.Sort();
if (strikes[0] < x.stock && strikes[strikes.Count - 1] > x.stock)
{
foreach (float s in strikes)
{
if (s - x.stock >= 0)
{
if (s - x.stock == 0)
{
x.instr.strike = s;
x.flag = true;
reqFlow2.requestFlow(x, x);
}
else
{
output y = new output();
x.instr.strike = s;
y.instr = new InstrInfo
{
sym = x.under,
maturity = x.exp,
callput = (MktSrvcAPI.InstrInfo.ECallPut)(x.callput == "CALL" ? 1 : 0),
type = InstrInfo.EType.OPTION
};
y.under = x.under;
y.exp = x.exp;
y.callput = x.callput;
y.ip = x.ip;
y.instr.strike = strikes[strikes.IndexOf(s) - 1];
x.flag = false;
y.flag = false;
x.nearby = y;
y.nearby = x;
x.index = 1;
y.index = 0;
reqFlow2.requestFlow(y, x);
}
break;
}
}
}
else if (strikes[0] == x.stock)
{
x.instr.strike = strikes[0];
reqFlow2.requestFlow(x, x);
}
else if (strikes[strikes.Count - 1] == x.stock)
{
x.instr.strike = strikes[strikes.Count - 1];
reqFlow2.requestFlow(x, x);
}
else
{
//pass
}
}
}
