void WatcherChanged(object sender, FileSystemEventArgs e)
{
try
{
string contents = File.ReadAllText(e.FullPath);
Regex regex = new Regex(@"(.+):(.+),(.+),([\d.]+)");
Match match = regex.Match(contents);
if (match.Success == true)
{
string matchMarket = match.Groups[1].Value;
string matchSymbol = match.Groups[2].Value;
string matchDate = match.Groups[3].Value;
string matchPrice = match.Groups[4].Value;
DateTime date = new DateTime(1970, 1, 1, 0, 0, 0);
date = date.AddSeconds(Convert.ToInt32(matchDate));
string symbol = matchSymbol;
double price = Convert.ToDouble(matchPrice);
// Only report this tick value once then wait until it changes
if (!_lastKnownPrices.ContainsKey(symbol))
_lastKnownPrices.Add(symbol, 0.0);
if (_lastKnownPrices[symbol] != price)
{
_lastKnownPrices[symbol] = price;
Tick tick = new Tick
{
Price = Convert.ToDecimal(price),
Date = date,
Instrument = AllInstruments.GetInstrument(matchMarket, matchSymbol)
};
if (ReceivedTick != null)
ReceivedTick(this, tick);
}
}
}
catch (Exception)
{
//Console.WriteLine("Error: {0}", ex.Message);
}
}
private void GotTick(object sender, Tick tick)
{
_alertManager.NewTick(tick);
Persist();
}
/// <summary>
/// A new tick has come in for the provided instrument, poll all alerts
/// </summary>
public void NewTick(Tick tick)
{
DateTime date = tick.Date;
Instrument instrument = tick.Instrument;
decimal price = tick.Price;
if (instrument == null)
return;
var alerts = _alerts.Where(a => a.Instrument == instrument && !a.Finished);
foreach (var alert in alerts)
{
if (alert.Finished)
continue;
if (alert.HitsOrExceedsTarget(price))
{
alert.Finished = true;
ThrowEvent(this, new AlertEventArgs
{
Alert = alert,
Instrument = instrument,
Price = price,
EventType = AlertEventType.TargetReached
});
}
// Check if new closest known price since the plan started
else if (alert.IsCloserToTarget(price))
{
alert.ClosestPrice = price;
ThrowEvent(this, new AlertEventArgs
{
Alert = alert,
Instrument = instrument,
Price = price,
EventType = AlertEventType.CloserToTarget
});
}
}
}