public void AddUpdateOrder(ulong orderID, OrderInfo order)
{
if (order.status == OrderStatus.Filled || order.status == OrderStatus.Cancelled || order.status == OrderStatus.Rejected)
{
Lvl2TableObj oldOrd;
if (_orderDict.TryRemove(orderID, out oldOrd))
{
lock (_bindingList)
{
_bindingList.Remove(oldOrd);
}
}
}
else if (_orderDict.ContainsKey(orderID))
{
_orderDict[orderID].UpdateOrder(order);
}
else
{
Lvl2TableObj obj = new Lvl2TableObj(order, orderID);
_orderDict.TryAdd(orderID, obj);
lock (_bindingList)
{
_bindingList.Add(obj);
}
}
}
private void gridView1_RowCellStyle(object sender, RowCellStyleEventArgs e)
{
if (_perfEnabled)
{
PerfAnalyzer.startTime(_perfLabel + "_RowColoringTime");
}
GridView view = sender as GridView;
Lvl2TableObj cellObject = null;
lock (_bindingList)
{
if (_bindingList.Count > gridView1.GetDataSourceRowIndex(e.RowHandle))
{
cellObject = _bindingList[gridView1.GetDataSourceRowIndex(e.RowHandle)];
}
}
if (cellObject != null)
{
if (cellObject.IsOurOrder)
{
if (e.Column.Caption.Equals("Exch"))
{
e.Appearance.BackColor = Color.Red;
e.Appearance.ForeColor = Color.White;
}
else
{
e.Appearance.BackColor = Color.Black;
e.Appearance.ForeColor = Color.White;
}
}
else
{
float px = cellObject.Price;
for (int j = 0; j < _sortedPriceLvls.Length; j++)
{
if (_sortedPriceLvls.ElementAt(j) == px)
{
e.Appearance.BackColor = _priceLevelBGColors[j % 6];
}
}
}
if (_perfEnabled)
{
PerfAnalyzer.endTime(_perfLabel + "_RowColoringTime");
}
}
}
private void gridView1_MouseUp(object sender, System.Windows.Forms.MouseEventArgs e)
{
if (e.Button == System.Windows.Forms.MouseButtons.Left)
{
_mouseUpHit = gridView1.CalcHitInfo(new Point(e.X, e.Y));
if (_mouseUpHit.InDataRow)
{
Lvl2TableObj selected = _bindingList[gridView1.GetDataSourceRowIndex(_mouseUpHit.RowHandle)];
if (_mouseUpHit.Column.Caption.Equals("Exch") && selected.IsOurOrder && selected.OrderID == _mouseDownOrderID)
{
OnOrderCancel?.Invoke(selected.OrderID);
}
}
}
}
private void gridView1_MouseDown(object sender, System.Windows.Forms.MouseEventArgs e)
{
if (e.Button == System.Windows.Forms.MouseButtons.Left)
{
_mouseDownOrderID = 0;
_mouseDownHit = gridView1.CalcHitInfo(new Point(e.X, e.Y));
if (_mouseDownHit.InDataRow)
{
Lvl2TableObj selected = _bindingList[gridView1.GetDataSourceRowIndex(_mouseDownHit.RowHandle)];
if (_mouseDownHit.Column.Caption.Equals("Exch") && (selected.IsOurOrder))
{
_mouseDownOrderID = selected.OrderID;
}
OnRowClicked?.Invoke(selected.Exch, selected.Price, selected.Size);
}
}
}
private void RepopulateGrid()
{
QuoteBookStruct book = mergeQuoteBooks();
//if the book is empty, remove all exchange quotes (can't just clear list or our orders will be removes as well)
if ((_buy && book.NumBid == 0 || (!_buy && book.NumAsk == 0)))
{
foreach (byte key in _exchBookDict.Keys)
{
Lvl2TableObj obj;
_exchBookDict.TryRemove(key, out obj);
lock (_bindingList)
{
_bindingList.Remove(obj);
}
}
}
else
{
//if any exchange has a quote in our dictionary, but not the latest quotebook, it doesn't exist anymore, so remove it
foreach (byte key in _exchBookDict.Keys)
{
if ((_buy && !book.BidExch.Contains(key)) ||
(!_buy && !book.AskExch.Contains(key)))
{
Lvl2TableObj obj;
_exchBookDict.TryRemove(key, out obj);
lock (_bindingList)
{
_bindingList.Remove(obj);
}
}
}
}
if (_perfEnabled)
{
PerfAnalyzer.startTime(_perfLabel + "_SetAllOrdersTime");
}
_priceLevels.Clear();
List <OrderBook> books = ConvertQuoteBookToOrders(book);
foreach (OrderBook b in books)
{
_priceLevels.Add(b._ordprc);
if (_exchBookDict.ContainsKey(b._exch))
{
_exchBookDict[b._exch].UpdateQuote(b);
}
else
{
Lvl2TableObj obj = new Lvl2TableObj(b);
_exchBookDict.TryAdd(b._exch, obj);
lock (_bindingList)
{
_bindingList.Add(obj);
}
}
}
_sortedPriceLvls = _buy ? _priceLevels.Reverse().ToArray() : _priceLevels.ToArray();
if (_perfEnabled)
{
PerfAnalyzer.endTime(_perfLabel + "_SetAllOrdersTime");
}
}
