void PostQuoteUpdate(string forexPair, DataTick dataTick)
{
RuntimeDataSessionInformation sessionInformation = _dataSourceStub.GetSymbolSessionInformation(new Symbol("Forex", forexPair));
if (sessionInformation != null &&
_subscribedSymbols.ContainsKey(forexPair))
{
CombinedDataSubscriptionInformation info = _dataSourceStub.GetUnsafeSessionSubscriptions(sessionInformation.Info);
if (info != null && info.GetCombinedDataSubscription().QuoteSubscription)
{
_dataSourceStub.UpdateQuote(sessionInformation.Info, new Quote(dataTick.Ask, dataTick.Bid, null, dataTick.DateTime), null);
foreach (TimeSpan supportedPeriod in DefaultAvailablePeriods)
{
_dataSourceStub.UpdateDataHistory(sessionInformation.Info, new DataHistoryUpdate(supportedPeriod, new DataTick[] { dataTick }));
}
}
}
}
public void tdSink_ITradeDeskEvents_Event_OnRowChanged(object tableDisp, string rowID)
{
if (_manager.LoggedIn)
{
try
{
FXCore.ITableAut t = (FXCore.ITableAut)tableDisp;
if ("offers".Equals(t.Type))
{
DataTick dataTick = new DataTick();
TableAut offersTable = (TableAut)_manager.Desk.FindMainTable("offers");
RowAut instrumentRow = (RowAut)offersTable.FindRow("OfferID", rowID, 0);
dataTick.Ask = (decimal)((double)instrumentRow.CellValue("Ask"));
dataTick.Bid = (decimal)((double)instrumentRow.CellValue("Bid"));
dataTick.DateTime = (DateTime)instrumentRow.CellValue("Time");
PostQuoteUpdate((string)instrumentRow.CellValue("Instrument"), dataTick);
// TODO: this may be way too often, since it will update on each tick of any symbol...
// Also update the accounts informations.
foreach (AccountInfo accountInfo in _manager.Orders.GetAvailableAccounts())
{
_orderExecutionStub.UpdateAccountInfo(accountInfo);
}
}
}
catch (System.Exception ex)
{
SystemMonitor.Error(ex.ToString());
}
}
}
public double[] GetValuesAsDouble(DataTick.DataValueEnum valueEnum, int startingIndex, int indexCount)
{
double[] result;
lock (this)
{
int count = indexCount;
if (count == 0)
{
count = _dataTicks.Count - startingIndex;
GeneralHelper.Verify(count >= 0, "Invalid starting index.");
}
result = new double[Math.Min(count, _dataTicks.Count)];
{
for (int i = startingIndex; i < startingIndex + count && i < _dataTicks.Count; i++)
{
result[i - startingIndex] = (double)_dataTicks[i].GetValue(valueEnum);
}
}
}
return result;
}
public double[] GetValuesAsDouble(DataTick.DataValueEnum valueEnum)
{
return GetValuesAsDouble(valueEnum, 0, int.MaxValue);
}
public decimal[] GetValues(DataTick.DataValueEnum valueEnum)
{
return GetValues(valueEnum, 0, int.MaxValue);
}
/// <summary>
/// Managed thread entrance only.
/// </summary>
void Managed_tdSink_ITradeDeskEvents_Event_OnRowChanged(object tableDisp, string rowID)
{
if (LoggedIn)
{
TradeDeskAut desk = _desk;
if (desk == null)
{
return;
}
try
{
FXCore.ITableAut t = (FXCore.ITableAut)tableDisp;
if ("offers".Equals(t.Type))
{
TableAut offersTable = (TableAut)desk.FindMainTable("offers");
RowAut instrumentRow = (RowAut)offersTable.FindRow("OfferID", rowID, 0);
DataTick dataTick = new DataTick();
dataTick.Ask = (decimal)((double)instrumentRow.CellValue("Ask"));
dataTick.Bid = (decimal)((double)instrumentRow.CellValue("Bid"));
dataTick.DateTime = (DateTime)instrumentRow.CellValue("Time");
QuoteUpdateDelegate delegateInstance = QuoteUpdatedEvent;
if (delegateInstance != null)
{
GeneralHelper.FireAndForget(delegateInstance, this, (string)instrumentRow.CellValue("Instrument"), dataTick);
}
}
else if ("orders".Equals(t.Type))
{
// Orders table empty?
//TableAut offersTable = (TableAut)desk.FindMainTable("orders");
//RowAut instrumentRow = (RowAut)offersTable.FindRow("OrderID", rowID, 0);
//string accountId;
//OrderInfo? info = Managed_ExtractOrderInfo(instrumentRow, out accountId);
//OrderUpdateDelegate delegateInstance = OrderUpdatedEvent;
//if (info.HasValue && delegateInstance != null)
//{
// GeneralHelper.FireAndForget(delegateInstance, this, accountId, info.Value);
//}
}
else if ("accounts".Equals(t.Type))
{
ItemUpdateDelegate delegateInstance = AccountUpdatedEvent;
if (delegateInstance != null)
{
GeneralHelper.FireAndForget(delegateInstance, this, rowID);
}
}
}
catch (System.Exception ex)
{
SystemMonitor.Error("Failed to handle OnRow event", ex);
}
}
}