internal void checkUpdateStatus(DataGridView gridView,
int row, int col, OptionSpreadExpression optionSpreadExpression)
{
Color backColor;
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadExpression.instrument.eodAnalysisAtInstrument)
{
backColor = Color.Plum;
}
else if (optionSpreadExpression.minutesSinceLastUpdate > TradingSystemConstants.MINUTES_STALE_LIVE_UPDATE)
{
backColor = Color.Yellow;
}
else
{
backColor = Color.LightSkyBlue;
}
markLiveAsConnected(gridView, row,
col,
true, backColor);
}
copyToMongoDB_OptionSpreadExpression(OptionSpreadExpression ose)
{
MongoDB_OptionSpreadExpression mongoDB_OptionSpreadExpression =
new MongoDB_OptionSpreadExpression();
mongoDB_OptionSpreadExpression.cqgSymbol = ose.cqgSymbol;
//*******
// idInstrument;
//instrument;
////this is used for margin calculation from option payoff chart
////******************************************
//public int optionMonthInt;
//public int optionYear;
//public int futureContractMonthInt;
//public int futureContractYear;
////******************************************
//public OPTION_EXPRESSION_TYPES optionExpressionType;
//public OPTION_SPREAD_CONTRACT_TYPE callPutOrFuture;
//public char callPutOrFutureChar;
//public int optionId; //only filled if contract is an option
//public int underlyingFutureId;
//public int substituteOptionId; //only filled if contract is an option
//public int substituteUnderlyingFutureId;
//public int futureId; //only filled if contract is a future
//public int substituteFutureId;
//public double strikePrice;
//public double riskFreeRate = 0.01;
//public bool riskFreeRateFilled = false;
//public double yearFraction;
//public DateTime lastTimeUpdated;
//public double minutesSinceLastUpdate = 0;
//public DateTime lastTimeFuturePriceUpdated; //is separate b/c can get time stamp off of historical bars
//public double ask;
//public bool askFilled;
//public double bid;
//public bool bidFilled;
//public double trade;
//public bool tradeFilled;
//public double settlement;
//public bool settlementFilled;
//public bool manuallyFilled;
//public DateTime settlementDateTime;
//public bool settlementIsCurrentDay;
//public double yesterdaySettlement;
//public bool yesterdaySettlementFilled;
//public double defaultBidPriceBeforeTheor;
////public bool defaultBidPriceBeforeTheorFilled;
//public double defaultAskPriceBeforeTheor;
////public bool defaultAskPriceBeforeTheorFilled;
//public double defaultMidPriceBeforeTheor;
//public double defaultPrice;
//public bool defaultPriceFilled;
//public double decisionPrice;
//public DateTime decisionPriceTime;
//public bool decisionPriceFilled = false;
//public double transactionPrice;
//public DateTime transactionPriceTime;
//public bool transactionPriceFilled = false;
//public double impliedVolFromSpan;
//public double theoreticalOptionPrice;
//public double settlementImpliedVol;
//public double impliedVol;
//public bool impliedVolFilled = false; //used for calculating option transaction price
//public double delta;
//public List<OHLCData> futureBarData;
//public List<DateTime> futureBarTimeRef;
//public List<TheoreticalBar> theoreticalOptionDataList;
//public DateTime previousDateTimeBoundaryStart;
//public OHLCData todayTransactionBar;
//public DateTime todayTransactionTimeBoundary;
//public bool reachedTransactionTimeBoundary = false;
//public bool filledAfterTransactionTimeBoundary = false;
//public OHLCData decisionBar;
//public DateTime todayDecisionTime;
//public bool reachedDecisionBar = false;
//public bool reachedBarAfterDecisionBar = false;
//public bool reached1MinAfterDecisionBarUsedForSnapshot = false;
//*******
return(mongoDB_OptionSpreadExpression);
}
public void sendUpdateToADMPositionsGrid(OptionRealtimeMonitor optionRealtimeMonitor) //*eQuoteType cqgQuoteType,*/ int spreadExpressionIdx /*int colIdx*/)
{
//CQGQuote quote = optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument.Quotes[cqgQuoteType];
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
List <ADMPositionImportWeb> admPositionImportWeb = optionSpreadManager.admPositionImportWeb;
//int optionSpreadCounter = 0;
//List<LiveADMStrategyInfo> liveADMStrategyInfoList = optionSpreadManager.liveADMStrategyInfoList;
for (int admWebPositionCounter = 0; admWebPositionCounter < admPositionImportWeb.Count; admWebPositionCounter++)
{
// int totalLegs = liveADMStrategyInfoList[optionSpreadCounter].admLegInfo.Count;
// //if (optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument != null)
// for (int legCounter = 0; legCounter < totalLegs; legCounter++)
// {
if (admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression != null)
{
CQGInstrument cqgInstrument = admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression.cqgInstrument;
if (cqgInstrument != null) // && CQG. cqgInstrument)
{
OptionSpreadExpression optionSpreadExpressionList =
admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression;
//checkUpdateStatus(admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// optionSpreadExpressionList, true);
optionSpreadManager.statusAndConnectedUpdates.checkUpdateStatus(gridLiveFCMData, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadExpressionList.instrument.eodAnalysisAtInstrument)
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.ask), false, optionSpreadExpressionList.ask);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.bid), false, optionSpreadExpressionList.bid);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.trade), false, optionSpreadExpressionList.trade);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.defaultPrice),
false, optionSpreadExpressionList.defaultPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.settlement),
false, optionSpreadExpressionList.settlement);
if (optionSpreadExpressionList.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.yesterdaySettlement),
false, optionSpreadExpressionList.yesterdaySettlement);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVol, 2).ToString(),
false, optionSpreadExpressionList.impliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadExpressionList.theoreticalOptionPrice),
false, optionSpreadExpressionList.theoreticalOptionPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVolFromSpan, 2).ToString(),
false, optionSpreadExpressionList.impliedVolFromSpan);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(optionSpreadExpressionList.settlementImpliedVol, 2).ToString(),
false, optionSpreadExpressionList.settlementImpliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.RFR,
optionSpreadExpressionList.riskFreeRate.ToString(),
false, optionSpreadExpressionList.riskFreeRate);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_TRANS,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders);
//fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
// true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.delta, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.delta);
// //int numberOfContracts = (int)optionStrategies[optionSpreadCounter].optionStrategyParameters[
// // (int)TBL_STRATEGY_STATE_FIELDS.currentPosition].stateValueParsed[legCounter];
// //fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].admLegInfo[legCounter].rowIndex,
// // (int)OPTION_LIVE_ADM_DATA_COLUMNS.SPREAD_QTY,
// // numberOfContracts.ToString(), true, numberOfContracts);
// }
}
}
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay);
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta);
// optionSpreadCounter++;
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
