public MarketItem(Runner runner,string name)
{
SelectionId = runner.SelectionId;
Status=runner.Status;
LastPriceTraded = runner.LastPriceTraded == null ? (double)0 : (double)runner.LastPriceTraded;
TotalMatched = Math.Round(runner.MatchedVol, 0);
Matched = Math.Round(runner.ActMatched,0);
RunnerName = name;
RelativeExposure=runner.RelativeExposure;
AvgOdds=runner.AvgPrice;
VolumeBack = Math.Round(runner.VolumeBack,0);
VolumeLay = Math.Round(runner.VolumeLay,0);
InsMoneyBack = Math.Round(runner.InsMoneyBack,0);
InsMoneyLay = Math.Round(runner.InsMoneyLay,0);
Indikator1=runner.Indikator1;
Indikator2=runner.Indikator2;
}
public MarketBook GetMarketBook(string marketId)
{
MarketBook mb = new MarketBook();
try
{
long lastRefreshNr = 0; ;
if (LastRefreshNr.ContainsKey(marketId))
{
LastRefreshNr.TryGetValue(marketId, out lastRefreshNr);
}
else
{
LastRefreshNr.Add(marketId, lastRefreshNr);
}
using (var ctx = new bfmsEntities())
{
string query = "SELECT * FROM marketbook JOIN runner USING(Marketid,RefreshNr) " +
"JOIN volume USING (Marketid,Refreshnr,Selectionid) " +
"WHERE Marketid=@MarketId AND refreshNr=" +
"(SELECT MAX(RefreshNr) FROM marketbook WHERE Marketid=@MarketId AND IsInPlay='False')";
//"(SELECT MIN(RefreshNr) FROM Marketbook WHERE Marketbook.Marketid=@MarketId AND Marketbook.Status='OPEN' AND Marketbook.IsInPlay='False' AND Marketbook.RefreshNr>@LastRefreshNr)";
var MaxRefrNr = (from book in ctx.marketbooks where book.MarketId == marketId && book.IsInplay=="False" select book.RefreshNr).Max();
var MarketCatList = (from book in ctx.marketbooks
from run in ctx.runners
from vol in ctx.volumes
where (book.MarketId==run.MarketId && book.RefreshNr==run.RefreshNr)&&
(run.MarketId==vol.MarketId&&run.SelectionId==vol.SelectionId&&run.RefreshNr==vol.RefreshNr)
&& (book.MarketId == marketId) && (book.RefreshNr == MaxRefrNr)
select new {book,run, vol}).ToList();
mb.Runners = new List<Runner>();
Runner r = null;
long lastSelectionId = 0;
foreach (var row in MarketCatList)
{
if (lastSelectionId == 0)
{
mb.MarketId = row.book.MarketId;
mb.RefreshNr =row.book.RefreshNr;
mb.RefreshTS = (DateTime)row.book.RefreshTS;
mb.IsMarketDataDelayed = "False".Equals(row.book.IsMarketDataDelayed) ? false : true;
mb.Status = (MarketStatus)Enum.Parse(typeof(MarketStatus), row.book.Status.ToString());
mb.BetDelay = (int)row.book.BetDelay;
mb.IsInplay = "False".Equals(row.book.IsInplay) ? false : true;
mb.NumberOfWinners = (int)row.book.NumberOfWinners;
mb.NumberOfActiveRunners = (int)row.book.NumberOfActiveRunners;
mb.NumberOfRunners = (int)row.book.NumberOfRunners;
mb.TotalMatched = (double)row.book.TotalMatched;
mb.TotalAvailable = (double)row.book.TotalAvailable;
mb.OVRBack = (double)row.book.OVRBack;
mb.OVRLay = (double)row.book.OVRLay;
LastRefreshNr[marketId] = mb.RefreshNr;
}
if (lastSelectionId != (int)row.run.SelectionId)
{
r = new Runner();
r.ExchangePrices = new ExchangePrices();
r.ExchangePrices.AvailableToBack = new List<PriceSize>();
r.ExchangePrices.AvailableToLay = new List<PriceSize>();
r.ExchangePrices.TradedVolume = new List<PriceSize>();
r.SelectionId = (int)row.run.SelectionId;
r.RefreshNr = (int)row.run.RefreshNr;
r.RunnerName = (string)row.run.Name;
r.Status = (RunnerStatus)Enum.Parse(typeof(RunnerStatus), row.run.RunnerStatus.ToString());
r.AdjustmentFactor = (double)row.run.AdjustmentFactor;
r.ToBackTotal = (double)row.run.ToBackTotal;
r.ToLayTotal = (double)row.run.ToLayTotal;
r.BackLayRatio = (double)row.run.BackLayRatio;
r.LastPriceTraded = row.run.LastPriceTraded.ToString() == "" ? 0 : (double)row.run.LastPriceTraded;
r.VolPrice = (double)row.run.VolPrice;
r.AvgPrice = (double)row.run.AvgPrice;
r.ActMatched = (double)row.run.Matched;
r.MatchedVol = (double)row.run.MatchedTotal;//Namenskonflikt mit Marketbook
//r.TotalMatched = (double)row[27];
r.VolumeBack = (double)row.run.VolumeBack;
r.VolumeLay = (double)row.run.VolumeLay;
r.InsMoneyBack = (double)row.run.InsMoneyBack;
r.InsMoneyLay = (double)row.run.InsMoneyLay;
r.Indikator1 = (double)row.run.Indikator1;
r.Indikator2 = (double)row.run.Indikator2;
lastSelectionId = r.SelectionId;
mb.Runners.Add(r);
}
if (("ATB").Equals(row.vol.Type.ToString()))
{
PriceSize ps = new PriceSize();
ps.Price = (double)row.vol.Price;
ps.Size = (double)row.vol.Size;
r.ExchangePrices.AvailableToBack.Add(ps);
}
if (("ATL").Equals(row.vol.Type.ToString()))
{
PriceSize ps = new PriceSize();
ps.Price = (double)row.vol.Price;
ps.Size = (double)row.vol.Size;
r.ExchangePrices.AvailableToLay.Add(ps);
}
if (("TVOL").Equals(row.vol.Type.ToString()))
{
PriceSize ps = new PriceSize();
ps.Price = (double)row.vol.Price;
ps.Size = (double)row.vol.Size;
r.ExchangePrices.TradedVolume.Add(ps);
}
}
}
}
catch (Exception ex)
{
throw ex;
}
return mb;
}
public void CalcSeries(Runner runner)
{
if ((runner.ActMatched > 0 || BFSeriesLst[(int)BFSeriesEnum.BackOdds].Count < 32) &&
runner.ExchangePrices.AvailableToLay.Count > 0 && runner.ExchangePrices.AvailableToBack.Count > 0)
{
AddY(BFSeriesEnum.LayOdds, runner.ExchangePrices.AvailableToLay[0].Price);
AddY(BFSeriesEnum.BackOdds, runner.ExchangePrices.AvailableToBack[0].Price);
//if (runner.amountMatchedPerRefresh > 0)
//{
// AddY(BFSeriesEnum.LastPriceMatched, runner.lastPriceMatched);
// AddY(BFSeriesEnum.LastPriceMatchedInc, Prices.getPriceIdx(runner.lastPriceMatched));
//}
//else
//{ //Außschließlich für die ersten 32 Werte
// AddY(BFSeriesEnum.LastPriceMatched, runner.pricesToBack[0].price);
// AddY(BFSeriesEnum.LastPriceMatchedInc, Prices.getPriceIdx(runner.pricesToBack[0].price));
//}
//AddY(BFSeriesEnum.NearSPPrice, runner.nearSPPrice);
//AddY(BFSeriesEnum.Volume, runner.amountMatchedPerRefresh);
//AddY(BFSeriesEnum.AVG_ODDS, runner.avgOdds);
////AddY(BFSeriesEnum.AVG_ODDS, market.totalAmountMatched / this.totalAmountMatched);
//AddY(BFSeriesEnum.BLRatio, Math.Round(runner.backLayRatio * 100));
//AddY(BFSeriesEnum.EMABLRatio, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.BLRatio], 20, Core.MAType.Ema));
//AddY(BFSeriesEnum.EMAVolume, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.Volume], 64, Core.MAType.Ema));
//AddY(BFSeriesEnum.SMABackOdds, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.BackOdds], 16, Core.MAType.Ema));
//AddY(BFSeriesEnum.SMAFastBackOdds, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.LastPriceMatched], 16, Core.MAType.Ema));
//AddY(BFSeriesEnum.SMAFastBackOddsInc, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.LastPriceMatchedInc], 16, Core.MAType.Ema));
//AddY(BFSeriesEnum.KAMASlowBackOdds, TA.getKAMA(BFSeriesLst[(int)BFSeriesEnum.LastPriceMatched], 32));
//AddY(BFSeriesEnum.KAMASlowBackOddsInc, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.LastPriceMatchedInc], 32, Core.MAType.Ema));
//AddY(BFSeriesEnum.LinRegSlopeFastBackOdds, TA.getLinearRegAngle(BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOddsInc], 8));
//AddY(BFSeriesEnum.SMALinRegSlopeFastBackOdds, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.LinRegSlopeFastBackOdds], 16, Core.MAType.Ema));
//AddY(BFSeriesEnum.LinRegSlopeSlowBackOdds, TA.getLinearRegAngle(BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOddsInc], 8));
//AddY(BFSeriesEnum.SMALinRegSlopeSlowBackOdds, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.LinRegSlopeSlowBackOdds], 16, Core.MAType.Ema));
//AddY(BFSeriesEnum.Plus_DI, TA.getPLUS_DI(BFSeriesLst[(int)BFSeriesEnum.LayOdds], BFSeriesLst[(int)BFSeriesEnum.BackOdds], BFSeriesLst[(int)BFSeriesEnum.LastPriceMatched], 32));
//AddY(BFSeriesEnum.Minus_DI, TA.getMINUS_DI(BFSeriesLst[(int)BFSeriesEnum.LayOdds], BFSeriesLst[(int)BFSeriesEnum.BackOdds], BFSeriesLst[(int)BFSeriesEnum.LastPriceMatched], 32));
//AddY(BFSeriesEnum.SMA_Plus_DI, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.Plus_DI], 16, Core.MAType.Ema));
//AddY(BFSeriesEnum.SMA_Minus_DI, TA.getMA(BFSeriesLst[(int)BFSeriesEnum.Minus_DI], 16, Core.MAType.Ema));
//TA.Ohlc ohlc = TA.getAROON(BFSeriesLst[(int)BFSeriesEnum.LastPriceMatched], BFSeriesLst[(int)BFSeriesEnum.BackOdds], 32);
//AddY(BFSeriesEnum.AROON_Up, ohlc.high);
//AddY(BFSeriesEnum.AROON_Down, ohlc.low);
////AddY(BFSeriesEnum.RSI, rmi.Calc(BFSeriesLst[(int)BFSeriesEnum.AVG_ODDS], 32, 16).rmi);
//AddY(BFSeriesEnum.RSI, (TA.getRSI(BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds], 32) + TA.getRSI(BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds], 24) + BFSeriesLst[(int)BFSeriesEnum.BLRatio][BFSeriesLst[(int)BFSeriesEnum.EMABLRatio].Count - 1]) / 3);
////AddY(BFSeriesEnum.RSI, (TA.getRSI(BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds], 32)));
////AddY(BFSeriesEnum.RSI, (TA.getRSI(BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds], 16) + TA.getRSI(BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds], 16)) / 2);
//runner.slowIndikator = BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds][BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds].Count - 1];
//runner.fastIndikator = BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds].Count - 1];
}
}
//FastLayOdds |STEADY UP DOWN STRONG_UP STRONG_DOWN
//-------------------------------------------------------------
//STEADY |STEADY UP DOWN STRONG_UP STRONG_DOWN
//UP | UP
//DOWN | DOWN
//STRONG_UP | STRONG_UP
//STRONG_DOWN | STRONG_DOWN
public TrendEnum checkOddsTrend(Runner runnerPrices)
{
TrendEnum result = TrendEnum.GLEI;
int len = BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds].Count;
if (((BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 1] > BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds][len - 1] &&
BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 2] > BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds][len - 2] &&
BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 3] > BFSeriesLst[(int)BFSeriesEnum.KAMASlowBackOdds][len - 3])
//&&
//(BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 1] > BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 2] &&
//BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 2] > BFSeriesLst[(int)BFSeriesEnum.SMAFastBackOdds][len - 3])
&&
(BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 1] > BFSeriesLst[(int)BFSeriesEnum.SMA_Minus_DI][len - 1] &&
BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 2] > BFSeriesLst[(int)BFSeriesEnum.SMA_Minus_DI][len - 2] &&
BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 3] > BFSeriesLst[(int)BFSeriesEnum.SMA_Minus_DI][len - 3])
//&&
// (BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 1] > BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 2] &&
// BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 2] > BFSeriesLst[(int)BFSeriesEnum.SMA_Plus_DI][len - 3])
&&
(BFSeriesLst[(int)BFSeriesEnum.AROON_Up][len - 1] > 95 &&
BFSeriesLst[(int)BFSeriesEnum.AROON_Up][len - 2] > 95 &&
BFSeriesLst[(int)BFSeriesEnum.AROON_Up][len - 3] > 95)
))
{
//result = true;
}
return result;
}
private void InsertVolume(Runner runner, MarketBook marketBook)
{
try
{
if (runner.ActTradedVol != null && runner.ActTradedVol.Count > 0)
{
using (var ctx = new bfmsEntities())
{
string query = "INSERT INTO volume (MarketId, SelectionId,RefreshNr,Type,Price,Size) VALUES ";
int cnt = 0;
List<MySqlParameter> parms = new List<MySqlParameter>();
foreach (Volume ps in runner.ActTradedVol)
{
query = query + "(@MarketId" + cnt + ",@SelectionId" + cnt + ",@RefreshNr" + cnt + ",@Type" + cnt + ",@Price" + cnt + ",@Size" + cnt + "),";
parms.Add(new MySqlParameter("@MarketId" + cnt, marketBook.MarketId));
parms.Add(new MySqlParameter("@SelectionId" + cnt, runner.SelectionId));
parms.Add(new MySqlParameter("@RefreshNr" + cnt, runner.RefreshNr));
parms.Add(new MySqlParameter("@Type" + cnt, ps.Type.ToString()));
parms.Add(new MySqlParameter("@Price" + cnt, ps.Price));
parms.Add(new MySqlParameter("@Size" + cnt, ps.Size));
++cnt;
}
query = query.Remove(query.Length - 1, 1) + ";";
int noOfRows = ctx.Database.ExecuteSqlCommand(query, parms.ToArray());
}
}
if (runner.ExchangePrices != null && runner.ExchangePrices.AvailableToBack.Count > 0)
{
using (var ctx = new bfmsEntities())
{
string query = "INSERT INTO volume (MarketId, SelectionId,RefreshNr,Type,Price,Size) VALUES ";
int cnt = 0;
List<MySqlParameter> parms = new List<MySqlParameter>();
foreach (PriceSize ps in runner.ExchangePrices.AvailableToBack)
{
query = query + "(@MarketId" + cnt + ",@SelectionId" + cnt + ",@RefreshNr" + cnt + ",@Type" + cnt + ",@Price" + cnt + ",@Size" + cnt + "),";
parms.Add(new MySqlParameter("@MarketId" + cnt, marketBook.MarketId));
parms.Add(new MySqlParameter("@SelectionId" + cnt, runner.SelectionId));
parms.Add(new MySqlParameter("@RefreshNr" + cnt, runner.RefreshNr));
parms.Add(new MySqlParameter("@Type" + cnt, "ATB"));
parms.Add(new MySqlParameter("@Price" + cnt, ps.Price));
parms.Add(new MySqlParameter("@Size" + cnt, ps.Size));
++cnt;
}
query = query.Remove(query.Length - 1, 1) + ";";
int noOfRows = ctx.Database.ExecuteSqlCommand(query, parms.ToArray());
}
}
if (runner.ExchangePrices != null && runner.ExchangePrices.AvailableToLay.Count > 0)
{
using (var ctx = new bfmsEntities())
{
string query = "INSERT INTO volume (MarketId, SelectionId,RefreshNr,Type,Price,Size) VALUES ";
int cnt = 0;
List<MySqlParameter> parms = new List<MySqlParameter>();
foreach (PriceSize ps in runner.ExchangePrices.AvailableToLay)
{
query = query + "(@MarketId" + cnt + ",@SelectionId" + cnt + ",@RefreshNr" + cnt + ",@Type" + cnt + ",@Price" + cnt + ",@Size" + cnt + "),";
parms.Add(new MySqlParameter("@MarketId" + cnt, marketBook.MarketId));
parms.Add(new MySqlParameter("@SelectionId" + cnt, runner.SelectionId));
parms.Add(new MySqlParameter("@RefreshNr" + cnt, runner.RefreshNr));
parms.Add(new MySqlParameter("@Type" + cnt, "ATL"));
parms.Add(new MySqlParameter("@Price" + cnt, ps.Price));
parms.Add(new MySqlParameter("@Size" + cnt, ps.Size));
++cnt;
}
query = query.Remove(query.Length - 1, 1) + ";";
int noOfRows = ctx.Database.ExecuteSqlCommand(query, parms.ToArray());
}
}
}
catch (Exception ex)
{
logger.Fatal(Util.FormatExc(ex));
}
}