protected override void OnStarted()
{
_subscriptions.ForEach(s => s.Value.Where(p => p.Value > 0).ForEach(v => Subscribe(s.Key, v.Key)));
lock (_syncRoot)
{
_elementsBySeries
.Keys
.Distinct()
.ForEach(StartSeries);
}
this
.WhenOrderRegistered()
.Do(ProcessOrder)
.Apply(this);
this
.WhenNewMyTrades()
.Do(ProcessTrades)
.Apply(this);
this.GetCandleManager().Processing += Process;
base.OnStarted();
}
protected override void OnClosed(EventArgs e)
{
_quotesWindows.SyncDo(d => d.Values.ForEach(w =>
{
w.DeleteHideable();
w.Close();
}));
var trader = MainWindow.Instance.Trader;
if (trader != null)
{
if (_initialized)
{
trader.MarketDepthChanged -= TraderOnMarketDepthChanged;
}
_quotesWindows.ForEach(pair =>
{
trader.UnRegisterMarketDepth(pair.Key);
DeleteHideableAndClose(pair.Value);
});
_historyTicksWindows.ForEach(pair => DeleteHideableAndClose(pair.Value));
_historyCandlesWindows.ForEach(pair => DeleteHideableAndClose(pair.Value));
}
base.OnClosed(e);
}
protected override void OnClosed(EventArgs e)
{
var trader = MainWindow.Instance.Trader;
if (trader != null)
{
if (_initialized)
{
trader.ValuesChanged -= TraderOnValuesChanged;
trader.MarketDepthsChanged -= TraderOnMarketDepthsChanged;
}
_quotesWindows.ForEach(pair =>
{
trader.UnRegisterMarketDepth(pair.Key);
DeleteHideableAndClose(pair.Value);
});
_level1Windows.ForEach(pair =>
{
trader.UnRegisterSecurity(pair.Key);
DeleteHideableAndClose(pair.Value);
});
_historyLevel1Windows.ForEach(pair => DeleteHideableAndClose(pair.Value));
_historyCandlesWindows.ForEach(pair => DeleteHideableAndClose(pair.Value));
}
base.OnClosed(e);
}
private decimal CalcPosDelta()
{
decimal delta = 0M;
delta += _futuresPosition;
delta += DeltaBuffer;
_optionsPositions.ForEach(pair =>
{
decimal?futPrice = null;
if (pair.Value > 0)
{
futPrice = Security.BestBid?.Price;
}
if (pair.Value < 0)
{
futPrice = Security.BestAsk?.Price;
}
var bs = new BlackScholes(pair.Key, Security, Connector);
delta += bs.Delta(DateTimeOffset.Now, null, futPrice).CheckIfValueNullThenZero() * pair.Value;
});
return(delta);
}
private void AddCacheMappings(AssemblyBuilder builder)
{
var mappings = new Dictionary <CacheKey, string>();
typeCache.ForEach((key, value) =>
{
// NOTE: using == returns invalid results.
// we need to use Equals here for it to work properly
if (builder.Equals(value.Assembly))
{
mappings.Add(key, value.FullName);
}
});
CacheMappingsAttribute.ApplyTo(builder, mappings);
}
