/* This is the security type. Valid values are:
* STK
* OPT
* FUT
* IND
* FOP
* CASH
* BAG
*/
private void RequestMarketData(params Currencies[] symbols)
{
m_tickers = new ForexTicker[symbols.Length, symbols.Length];
m_a = new Matrix(symbols.Length, symbols.Length);
m_b = new Matrix(symbols.Length, symbols.Length);
m_c = new Matrix(symbols.Length, symbols.Length);
myGrid.Children.Clear();
myGrid.RowDefinitions.Clear();
myGrid.ColumnDefinitions.Clear();
myGrid.RowDefinitions.Add(new RowDefinition());
myGrid.ColumnDefinitions.Add(new ColumnDefinition());
int OFFSET = 1;
for (int i = 0; i < symbols.Length; i++)
{
for (int j = 0; j < symbols.Length; j++)
{
if (i == 0)
{
myGrid.ColumnDefinitions.Add(new ColumnDefinition());
Label lbl = new Label();
lbl.Content = symbols[j];
Grid.SetRow(lbl, 0);
Grid.SetColumn(lbl, j + OFFSET);
myGrid.Children.Add(lbl);
}
if (j == 0)
{
myGrid.RowDefinitions.Add(new RowDefinition());
Label lbl = new Label();
lbl.Content = symbols[i];
Grid.SetRow(lbl, i + OFFSET);
Grid.SetColumn(lbl, 0);
myGrid.Children.Add(lbl);
}
if (i != j)
{
ForexTicker ticker = new ForexTicker(i, j, symbols[i], symbols[j]);
Grid.SetRow(ticker, i + OFFSET);
Grid.SetColumn(ticker, j + OFFSET);
myGrid.Children.Add(ticker);
m_tickers[i, j] = ticker;
if (m_tws.serverVersion > 0)
{
if (ticker.IsNormalized)
{
m_tws.reqMktData2(ticker.Id, ticker.LocalSymbol, "CASH", "SMART", "IDEALPRO", ticker.LocalCurrency, Contract.GENERIC_TICK_TAGS, 0);
}
}
}
}
}
}
private void m_tws_tickPrice(int id, int tickType, double price, int canAutoExecute)
{
int i = id & 0xFFFF;
int j = (id >> 16) & 0xFFFF;
ForexTicker ticker = m_tickers[i, j];
if (ticker != null)
{
ticker.Price = price;
}
ticker = m_tickers[j, i];
if (ticker != null)
{
ticker.Price = price;
}
}
private void m_tws_errMsg(int id, int errorCode, string errorMsg)
{
StatusError(errorMsg + " [" + id + ":" + errorCode + "]");
if (errorCode == NO_SECURITY_DEF_FOUND)
{
int i = id & 0xFFFF;
int j = (id >> 16) & 0xFFFF;
ForexTicker ticker = m_tickers[i, j];
if (ticker != null)
{
ticker.Price = 1;
//myGrid.Children.Remove(ticker);
//m_tickers[i, j] = null;
}
}
}
private void CalculateA()
{
if (!CanCalculateArbitrage())
{
return;
}
Dispatcher.Invoke(() =>
{
for (int i = 0; i < m_tickers.GetLength(0); i++)
{
for (int j = 0; j < m_tickers.GetLength(1); j++)
{
ForexTicker tickerLeft = m_tickers[i, j];
ForexTicker tickerRight = m_tickers[j, i];
m_a[i, j] = tickerLeft != null && tickerRight != null ? tickerLeft.Price : 1;
}
}
});
}
private void client_RateTick(int id, DateTime dt, double bid, double ask, double price, bool dealable)
{
int i = id & 0xFFFF;
int j = (id >> 16) & 0xFFFF;
Dispatcher.Invoke(() =>
{
ForexTicker ticker = m_tickers[i, j];
if (ticker != null)
{
ticker.Price = price;
}
ticker = m_tickers[j, i];
if (ticker != null)
{
ticker.Price = price;
}
});
}
/* This is the security type. Valid values are:
STK
OPT
FUT
IND
FOP
CASH
BAG
*/
private void RequestMarketData(params Currencies[] symbols)
{
m_tickers = new ForexTicker[symbols.Length, symbols.Length];
m_a = new Matrix(symbols.Length, symbols.Length);
m_b = new Matrix(symbols.Length, symbols.Length);
m_c = new Matrix(symbols.Length, symbols.Length);
myGrid.Children.Clear();
myGrid.RowDefinitions.Clear();
myGrid.ColumnDefinitions.Clear();
myGrid.RowDefinitions.Add(new RowDefinition());
myGrid.ColumnDefinitions.Add(new ColumnDefinition());
int OFFSET = 1;
for (int i = 0; i < symbols.Length; i++)
{
for (int j = 0; j < symbols.Length; j++)
{
if (i == 0)
{
myGrid.ColumnDefinitions.Add(new ColumnDefinition());
Label lbl = new Label();
lbl.Content = symbols[j];
Grid.SetRow(lbl, 0);
Grid.SetColumn(lbl, j + OFFSET);
myGrid.Children.Add(lbl);
}
if (j == 0)
{
myGrid.RowDefinitions.Add(new RowDefinition());
Label lbl = new Label();
lbl.Content = symbols[i];
Grid.SetRow(lbl, i + OFFSET);
Grid.SetColumn(lbl, 0);
myGrid.Children.Add(lbl);
}
if (i != j)
{
ForexTicker ticker = new ForexTicker(i, j, symbols[i], symbols[j]);
Grid.SetRow(ticker, i + OFFSET);
Grid.SetColumn(ticker, j + OFFSET);
myGrid.Children.Add(ticker);
m_tickers[i,j] = ticker;
if (m_tws.serverVersion > 0)
{
if (ticker.IsNormalized) m_tws.reqMktData2(ticker.Id, ticker.LocalSymbol, "CASH", "SMART", "IDEALPRO", ticker.LocalCurrency, Contract.GENERIC_TICK_TAGS, 0);
}
}
}
}
}
