//
//
#endregion//Constructors
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
/// <summary>
/// When an instrument is clicked on in the position viewer window, that window
/// calls this routine letting us know which instrument is active.
/// </summary>
/*
* public void SetInstrument(FillHub fillHub, Misty.Lib.Products.InstrumentBase instrument)
* {
* m_CurrentInstrument = instrument; // set current instrument
* m_FillHub = fillHub; // set current fill hub
* this.Text = string.Format("Add Fills - {0}", m_CurrentInstrument.FullName);
* this.labelInstrumentName.Text = m_CurrentInstrument.FullName;
* this.labelExpirationDate.Text = string.Format("{0:ddd dd MMM yyyy}", m_CurrentInstrument.ExpirationDate);
*
* // Update Markets
* Misty.Lib.BookHubs.Book aBook;
* if (m_Market.TryEnterReadBook(out aBook))
* {
* foreach (Misty.Lib.BookHubs.MarketInstrument mktInstr in aBook.Instruments.Values)
* {
* if (mktInstr.Name.Equals(m_CurrentInstrument.FullName))
* {
* labelAskPrice.Text = mktInstr.Price[Misty.Lib.Utilities.QTMath.AskSide][0].ToString();
* labelBidPrice.Text = mktInstr.Price[Misty.Lib.Utilities.QTMath.BidSide][0].ToString();
* labelAskQty.Text = mktInstr.Qty[Misty.Lib.Utilities.QTMath.AskSide][0].ToString();
* labelBidQty.Text = mktInstr.Qty[Misty.Lib.Utilities.QTMath.BidSide][0].ToString();
* break;
* }
* }
* m_Market.ExitReadBook(aBook);
* }
* // Reset defaults
* SetConfirmMode(buttonSubmitFill,false,0);
* }//SetInstrument()
* //
*/
//
//
public void SetInstrument(FillHub fillHub, Misty.Lib.Products.InstrumentName instrument)
{
m_CurrentInstrument = instrument; // set current instrument
m_FillHub = fillHub; // set current fill hub
this.Text = string.Format("Add Fills - {0}", m_CurrentInstrument.FullName);
this.labelInstrumentName.Text = m_CurrentInstrument.FullName;
/*
* Misty.Lib.Products.InstrumentBase instrBase;
* if (m_Market.TryGetInstrument(instrument, out instrBase))
* {
* this.labelExpirationDate.Text = string.Format("{0:ddd dd MMM yyyy}", instrBase.ExpirationDate);
* }
* else
* this.labelExpirationDate.Text = "unknown market instr";
*/
TradingTechnologies.TTAPI.InstrumentDetails details;
if (m_Market.TryLookupInstrumentDetails(instrument, out details))
{
this.labelExpirationDate.Text = string.Format("{0:ddd dd MMM yyyy}", details.ExpirationDate.ToDateTime());
}
else
{
this.labelExpirationDate.Text = "unknown market instr";
}
// Update Markets
Misty.Lib.BookHubs.Book aBook;
if (m_Market.TryEnterReadBook(out aBook))
{
foreach (Misty.Lib.BookHubs.Market mktInstr in aBook.Instruments.Values)
{
if (mktInstr.Name.Equals(m_CurrentInstrument))
{
labelAskPrice.Text = mktInstr.Price[Misty.Lib.Utilities.QTMath.AskSide][0].ToString();
labelBidPrice.Text = mktInstr.Price[Misty.Lib.Utilities.QTMath.BidSide][0].ToString();
labelAskQty.Text = mktInstr.Qty[Misty.Lib.Utilities.QTMath.AskSide][0].ToString();
labelBidQty.Text = mktInstr.Qty[Misty.Lib.Utilities.QTMath.BidSide][0].ToString();
break;
}
}
m_Market.ExitReadBook(aBook);
}
// Reset defaults
SetConfirmMode(buttonSubmitFill, false, 0);
}//SetInstrument()
}// HubEventHandler()
//
//
// *****************************************************
// **** ProcessRequest() ****
// *****************************************************
/// <summary>
/// Processes job requests from user.
/// </summary>
private void ProcessRequest(RequestEventArg eventArg)
{
bool triggerRequestCompletedEvent = false;
//
// Multiple Sequential Requests
//
if (eventArg.Type == RequestType.MultipleSequentialRequests) // this contains one or more child tasks to complete.
{
RequestEventArg currentWorkingRequest = null; // the child-request that we are currently working on.
if (eventArg.TryGetNextUnsuccessfulChild(out currentWorkingRequest))
{
eventArg.Status = RequestStatus.ContinueWorking; // set parent as "working"
if (currentWorkingRequest.Status == RequestStatus.Success) // Usually, the "current" child is not finished successfully,
{ // but if its the last child, then it signals the end of the task.
eventArg.Status = RequestStatus.Success; // Mark parent for success...
triggerRequestCompletedEvent = true;
}
else if (currentWorkingRequest.Status == RequestStatus.Failed) // the last non-successful child says its failed...
{
eventArg.Status = RequestStatus.Failed; // done. Failed request
triggerRequestCompletedEvent = true;
}
else
{
Log.BeginEntry(LogLevel.Minor, "ProcessRequest: MultipleSequentialRequests {0}", eventArg);
Log.AppendEntry(" ----> {0}", currentWorkingRequest); // output the current child to work.
Log.EndEntry();
ProcessRequest(currentWorkingRequest); // continue trying to work this task.
// TODO: fix this. If the currentWorkingREquest is complete, we might consider processing the
// next request immediately, or not based on its allowed starting time.
if (!m_WorkingRequests.Contains(eventArg)) // make sure that we will revist this parent event again...
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: MultipleSequentialRequests. Adding to waiting queue.");
m_WorkingRequests.Add(eventArg);
}
else
{
Log.NewEntry(LogLevel.Minor, "ProcessRequest: MultipleSequentialRequests. Already in waiting queue.");
}
}
}
}
//
// Monitor Copy New Files
//
else if (eventArg.Type == RequestType.MonitorCopyNewFiles)
{
Log.BeginEntry(LogLevel.Minor, "ProcessRequest: {0}", eventArg);
List <string> localFileNamesCopied; // names of files discovered on FTP site.
if (m_FtpReader.TryCopyNewRemoteFilesToLocal(m_StatementPath, out localFileNamesCopied))
{ // Success making FTP connection!
if (localFileNamesCopied.Count > 0) // we consider a success that the files we waiting for are there now.
{
eventArg.Status = RequestStatus.Success; // update request state
eventArg.Data = new List <object>(localFileNamesCopied); // update data
RequestEventArg parentRequest;
if (eventArg.TryGetParent(out parentRequest))
{
this.HubEventEnqueue(parentRequest); // strobe the parent to attempt next task...
}
else
{
triggerRequestCompletedEvent = true; // otherwise, we are done, trigger event.
}
}
else
{ // There were no new files yet.
// Test that we dont already have a latest file... this would happen only if we ran
// the code twice in one day... perform some check here.
if (DateTime.Now.CompareTo(eventArg.GiveUpTime) > 0)
{
eventArg.Status = RequestStatus.Failed;
RequestEventArg parentRequest;
if (eventArg.TryGetParent(out parentRequest))
{
this.HubEventEnqueue(parentRequest); // strobe the parent to attempt next task...
}
else
{
triggerRequestCompletedEvent = true; // otherwise, we are done, trigger event.
}
}
else
{
eventArg.Status = RequestStatus.ContinueWorking; // We will try this again.
if (!eventArg.IsChild && !m_WorkingRequests.Contains(eventArg))
{
m_WorkingRequests.Add(eventArg);
}
}
}// if there are new files
}
else
{ // Failed to event connect properly to FTP
Log.AppendEntry(" FTP Connection failed.");
if (DateTime.Now.CompareTo(eventArg.GiveUpTime) > 0)
{
eventArg.Status = RequestStatus.Failed;
RequestEventArg parentRequest;
if (eventArg.TryGetParent(out parentRequest))
{
this.HubEventEnqueue(parentRequest); // strobe the parent to attempt next task...
}
else
{
triggerRequestCompletedEvent = true; // otherwise, we are done, trigger event.
}
}
else
{
eventArg.Status = RequestStatus.ContinueWorking; // We will try this again.
if (!eventArg.IsChild && !m_WorkingRequests.Contains(eventArg))
{
m_WorkingRequests.Add(eventArg);
}
}
}
Log.EndEntry();
}
//
// Reconcile Statement
//
else if (eventArg.Type == RequestType.ReconcileStatement)
{
bool isSuccessful = true; // track our success in reconciling.
//
// Read statement
//
RCG.StatementReader statement;
DateTime settlementDateTime;
settlementDateTime = new DateTime(2013, 04, 8, 16, 15, 0); // DEBUG
TryReadRCGStatement(settlementDateTime, out statement); // read RCG statements - date is settlement date.
string statementFileName = statement.FilePathForPosition.Substring(statement.FilePathForPosition.LastIndexOf('_') + 1); // keep everything after "_"
int n = statementFileName.LastIndexOf('.');
statementFileName = statementFileName.Substring(0, n);
DateTime statementTimeStamp;
if (!DateTime.TryParseExact(statementFileName, "yyyyMMdd", System.Globalization.DateTimeFormatInfo.CurrentInfo, System.Globalization.DateTimeStyles.None, out statementTimeStamp))
{ // Failed to interpret date on file!
isSuccessful = false;
}
//
// Read drops
//
if (isSuccessful)
{
StringBuilder report = new StringBuilder(); // Full report
StringBuilder currentItem = new StringBuilder();
foreach (string acctNumber in statement.m_PortfolioPosition.Keys) // for each account number found in the statement...
{
string baseFileName = string.Format("FillBooks_828{0}", acctNumber);
BookReaders.EventPlayer eventPlayer = new BookReaders.EventPlayer(m_DropPath, baseFileName, settlementDateTime);
if (eventPlayer.SeriesList.Count == 0) // No information about this account.
{
continue; // next account
}
report.AppendFormat("Acct# {0}\n", acctNumber); // RCG acct numbers from statement are missing first 3 chars.
const string fmt = " {0,-32}{1,8}\t{2,-24}\n";
foreach (string rcgInstrDescr in statement.m_PortfolioPosition[acctNumber].Keys) // loop thru instrDescriptions - items in statement
{
currentItem.Clear(); // clear this line.
Misty.Lib.Products.InstrumentName rcgInstrumentName;
Misty.Lib.Products.Product mistyProduct;
if (statement.m_InstrDescrToInstrName.TryGetValue(rcgInstrDescr, out rcgInstrumentName))
{
int ourQty = 0; // qty computed from drop files
if (statement.m_RcgToBreProduct.TryGetValue(rcgInstrumentName.Product, out mistyProduct))
{
Misty.Lib.Products.InstrumentName mistyInstrumentName = new Misty.Lib.Products.InstrumentName(mistyProduct, rcgInstrumentName.SeriesName);
BookReaders.EventSeries series;
if (eventPlayer.SeriesList.TryGetValue(mistyInstrumentName, out series))
{
Misty.Lib.OrderHubs.Fill fill;
if (series.TryGetStateAt(settlementDateTime, out fill))
{
ourQty = fill.Qty;
currentItem.AppendFormat(fmt, mistyInstrumentName, ourQty, fill.LocalTime);
}
else
{
}
}
}
else
{ // Unknown product mapping between RCG and TT!
currentItem.AppendFormat(fmt, "unknown", "-", "-");
}
//
// Statement qty
//
int statementQty = 0; // qty from statement
List <Misty.Lib.OrderHubs.Fill> fills = statement.m_PortfolioPosition[acctNumber][rcgInstrDescr];
foreach (Misty.Lib.OrderHubs.Fill aFill in fills)
{
statementQty += aFill.Qty;
}
currentItem.AppendFormat(fmt, rcgInstrDescr, statementQty, statementTimeStamp.ToShortDateString());
if (statementQty != ourQty)
{
currentItem.Remove(0, 1);
currentItem.Insert(0, "*");
}
}// try get rcgInstrumentName
report.Append(currentItem);
} //next rcgInstrDescr
} //next acctNumber
Log.NewEntry(LogLevel.Major, "ReconcileStatement: \r\n{0}", report.ToString()); // write report to Log file.
}
//
// Exit
//
if (isSuccessful)
{
eventArg.Status = RequestStatus.Success;
}
else
{
eventArg.Status = RequestStatus.Failed;
}
RequestEventArg parentRequest;
if (eventArg.TryGetParent(out parentRequest))
{
this.HubEventEnqueue(parentRequest); // strobe the parent to attempt next task...
}
else
{
triggerRequestCompletedEvent = true; // otherwise, we are done, trigger event.
}
}
//
// Debug Test
//
else if (eventArg.Type == RequestType.DebugTest)
{
Log.BeginEntry(LogLevel.Minor, "ProcessRequest: {0}", eventArg);
if (eventArg.Data == null)
{
Log.AppendEntry(" First failure.");
eventArg.Data = new List <object>();
eventArg.Data.Add(1); // first failure
eventArg.Status = RequestStatus.ContinueWorking;
}
else if (((int)eventArg.Data[0]) > 2)
{ // Success
Log.AppendEntry(" Success!");
eventArg.Status = RequestStatus.Success;
RequestEventArg parent;
if (eventArg.TryGetParent(out parent))
{
this.HubEventEnqueue(parent);
}
}
else
{ // another failure
int n = (int)eventArg.Data[0];
eventArg.Data[0] = n + 1;
Log.AppendEntry(" {0} failures, try again.", n);
eventArg.Status = RequestStatus.ContinueWorking; // We will try this again.
if (!eventArg.IsChild && !m_WorkingRequests.Contains(eventArg))
{
m_WorkingRequests.Add(eventArg);
}
}
Log.EndEntry();
}
else if (eventArg.Type == RequestType.Stop)
{
Shutdown();
base.Stop();
}
else
{
Log.BeginEntry(LogLevel.Minor, "ProcessRequest: {0}", eventArg);
Log.AppendEntry(" request type not implemented.");
Log.EndEntry();
}
// Exit
if (triggerRequestCompletedEvent)
{
OnRequestCompleted(eventArg);
}
}//ProcessRequest()
} // ReadStatements()
//
//
//
// *****************************************************************
// **** Create InstrumentName() ****
// *****************************************************************
private bool CreateInstrumentName(string typeCodeStr, string callPutFlag, string instrDescStr, string instrSymbolStr, out Misty.Lib.Products.Product rcgProduct, out Misty.Lib.Products.InstrumentName rcgInstrumentName)
{
int n;
bool isOption = false;
if (callPutFlag.Equals("C"))
{
isOption = true;
}
else if (callPutFlag.Equals("P"))
{
isOption = true;
}
if (isOption)
{
Misty.Lib.Products.ProductTypes mistyProductType = Misty.Lib.Products.ProductTypes.Option;
string exchStr = string.Empty;
string instrStr = instrDescStr;
string seriesName = instrDescStr;
rcgProduct = new Misty.Lib.Products.Product(exchStr, instrStr, mistyProductType);
rcgInstrumentName = new Misty.Lib.Products.InstrumentName(rcgProduct, seriesName);
}
else if (string.IsNullOrEmpty(typeCodeStr) || typeCodeStr.Equals("F"))
{ // futures format = "DEC 13 TOCOM GOLD"
Misty.Lib.Products.ProductTypes mistyProductType = Misty.Lib.Products.ProductTypes.Future;
string[] elements;
try
{
elements = instrDescStr.Split(DelimSpace, StringSplitOptions.RemoveEmptyEntries);
int nextPtr = 0;
//
// Instrument date extraction
//
string seriesName;
if (Int32.TryParse(elements[0], out n))
{ // Seems to be "dd MMM yy" format, since first element is integer n = "dd"
string s = elements[1].Trim(); // extract month part
string monthName = string.Format("{0}{1}", s.Substring(0, 1).ToUpper(), s.Substring(1, 2).ToLower()); // MAY --> May
seriesName = string.Format("{0:00}{1}{2}", n, monthName, elements[2].Trim()); // 08May13 for example
seriesName = "CA 3M";
nextPtr = 3; // ptr to next element.
}
else
{ // Seems to be "MMM yy" format
string s = elements[0].Trim(); // extract month part
string monthName = string.Format("{0}{1}", s.Substring(0, 1).ToUpper(), s.Substring(1, 2).ToLower()); // MAY --> May
seriesName = string.Format("{0}{1}", monthName, elements[1].Trim());
nextPtr = 2; // ptr to next element.
}
string exchStr;
string instrStr;
int remainingElements = elements.Length - nextPtr;
if (remainingElements == 1)
{ // No obvious delineation between product and exch?
// Assume a 3-character exchange code! I believe RCG uses fixed length fields...
string s = elements[nextPtr].Trim();
exchStr = s.Substring(0, 3); // First 3 chars
instrStr = s.Substring(3); // remaining symbol
nextPtr++;
}
else
{
exchStr = elements[nextPtr].Trim(); // presume exch name is ONE-word long
nextPtr++;
instrStr = elements[nextPtr].Trim();
nextPtr++;
while (nextPtr < elements.Length)
{
instrStr = string.Format("{0} {1}", instrStr, elements[nextPtr].Trim());
nextPtr++;
}
}
rcgProduct = new Misty.Lib.Products.Product(exchStr, instrStr, mistyProductType);
rcgInstrumentName = new Misty.Lib.Products.InstrumentName(rcgProduct, seriesName);
}
catch (Exception)
{
// TODO: Write error message to log, and continue.
rcgProduct = new Misty.Lib.Products.Product();
rcgInstrumentName = new Misty.Lib.Products.InstrumentName();
return(false);
}
}
else
{
rcgProduct = new Misty.Lib.Products.Product();
rcgInstrumentName = new Misty.Lib.Products.InstrumentName();
}
// Exit
return(true);
}// CreateInstrumentName()
