}//Shutdown()
#endregion//Public Methods
#region ActiveGrid Update Methods
// *****************************************************************
// **** Active Grid Methods ****
// *****************************************************************
//
//
/// <summary>
/// This method should be called whenever the PositionBookChanges for a specific instrument.
/// The instrument should have already triggered the PositionBookCreated event, but we double check just in case.
/// Then, we proceed to acquire the lock for its fill book, extract data from it, and update all the cells.
/// </summary>
/// <param name="eventArgs"></param>
private void ActiveGridUpdatePosition(FillHub.PositionBookChangedEventArgs eventArgs)
{
InstrumentName instrumentName = eventArgs.Instrument;
if (!m_InstrumentInfos.ContainsKey(instrumentName.FullName))
{
return;
}
// Update info about the position book that changed.
InstrumentRowData info = m_InstrumentInfos[instrumentName.FullName];
IFillBook positionBook;
if (m_FillHub.TryEnterReadBook(instrumentName, out positionBook))
{
info.Position = positionBook.NetPosition;
info.StartingRealPnL = Math.Round(positionBook.RealizedStartingDollarGains, 2);
info.RealPnL = Math.Round(positionBook.RealizedDollarGains, 2);
info.UnrealPnL = Math.Round(positionBook.UnrealizedDollarGains(), 2);
info.AverageCost = Math.Round(positionBook.AveragePrice, info.MarketPriceDecimals);
m_FillHub.ExitReadBook(instrumentName);
}
// Update the cells.
UpdateActiveGridCell(instrumentName.FullName, "Position", info.Position, true);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_StartingRealPnL, info.StartingRealPnL, false);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_RealPnL, info.RealPnL, false);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_UnrealPnL, info.UnrealPnL, false);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_TotalPnL, info.TotalPnL, false);
UpdateActiveGridCell(instrumentName.FullName, "AvePrice", info.AverageCost, false);
// Update group pnl
ActiveGridUpdateGroup(GetProductGroupKey(instrumentName));
}//ActiveGridUpdatePosition()
}//ActiveGridAddNewRow()
//
//
//
//
//
private void ActiveGridRemoveRow(FillHub.PositionBookChangedEventArgs eventArgs)
{
InstrumentName instrumentName = eventArgs.Instrument; // instrument we want to remove.
if (m_InstrumentInfos.ContainsKey(instrumentName.FullName) &&
activeGrid1.RowExists(instrumentName.FullName))
{
// Remove it from groups.
string strKey = instrumentName.Product.Exchange;
if (m_ExchangeGroups.ContainsKey(strKey) && m_ExchangeGroups[strKey].Contains(instrumentName.FullName))
{
m_ExchangeGroups[strKey].Remove(instrumentName.FullName);
}
strKey = GetProductGroupKey(instrumentName);
if (m_ProductGroups.ContainsKey(strKey) && m_ProductGroups[strKey].Contains(instrumentName.FullName))
{
m_ProductGroups[strKey].Remove(instrumentName.FullName);
}
// Remove its info now
if (m_InstrumentInfos.ContainsKey(instrumentName.FullName))
{
m_InstrumentInfos.Remove(instrumentName.FullName);
}
// Remove it from the row now.
SKACERO.ActiveRow row = activeGrid1.Items[instrumentName.FullName];
this.activeGrid1.AllowFlashing = false;
this.activeGrid1.BeginUpdate();
string s = row.Name;
row.Name = string.Format("{0}{1}", row.Name, row.GetHashCode());
this.activeGrid1.Items.Remove(row);
this.activeGrid1.EndUpdate();
ActiveGridUpdateGroup(GetProductGroupKey(instrumentName));
}
}// ActiveGridRemoveRow()
}//ProcessRequest()
//
//
// *********************************************************
// **** Process FillHub Event ****
// *********************************************************
/// <summary>
/// Processes events from a fill hub. Events include PositionBook changed or created events.
/// The fillhub ptr and InstrumentName (corresponding to the book) is passed to us. We lookup any subscription
/// topics for these.
/// </summary>
/// <param name="eventArg"></param>
private void ProcessFillHubEvent(FillHub.PositionBookChangedEventArgs eventArg)
{
FillHub callingHub = eventArg.Sender; // pointer to the particular FillHub from which event was created.
string name = callingHub.Name;
if (string.IsNullOrEmpty(name))
{
name = DefaultHubName;
}
InstrumentName instrument = eventArg.Instrument;
// Search for the FillHub in our list of subscriptions.
Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > > m_Subscriptions = null;
if (!m_SubscriptionsByHubName.TryGetValue(name, out m_Subscriptions))
{
return;
}
Dictionary <SubscriptionType, List <Topic> > subscriptionList;
if (m_Subscriptions.TryGetValue(instrument, out subscriptionList) && subscriptionList.Count > 0)
{ // We have some active subscriptions for this instrument.
string newValue;
FillBookLifo book;
if (callingHub.TryEnterReadBook(instrument, out book))
{ // We found the book that changed its position. Update all things that may have changed.
//
// Update everything about this book.
//
List <Topic> topicList;
if (subscriptionList.TryGetValue(SubscriptionType.Position, out topicList))
{
newValue = book.NetPosition.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.AvePositionCost, out topicList))
{
newValue = book.AveragePrice.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.RealPnL, out topicList))
{
newValue = book.RealizedDollarGains.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingRealPnL, out topicList))
{
newValue = book.RealizedStartingDollarGains.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.UnRealPnL, out topicList))
{
newValue = book.UnrealizedDollarGains().ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.Volume, out topicList))
{
newValue = book.Volume.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingVolume, out topicList))
{
newValue = book.StartingVolume.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
callingHub.ExitReadBook(instrument);
}
else
{ // We have a subscription request for this instrument, we obtained an event from it,
// yet, when we inquire about this instrument, it is unknown!?!?
// This CAN happen whenever an specific fill book is deleted by the user.
List <Topic> topicList;
newValue = "0";
if (subscriptionList.TryGetValue(SubscriptionType.Position, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.AvePositionCost, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.RealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingRealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.UnRealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.Volume, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingVolume, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
}
}
//else
// Log.NewEntry(LogLevel.Minor, "ProcessFillHubEvent: No subscriptions for {0}.",instrument); // user hasn't subscribed to this instrument.
}//ProcessFillHubEvent().
}//UpdateActiveGridCell()
#endregion //ActiveGrid Update Methods
#region ActiveGrid Creation Methods
// *****************************************************************
// **** Active Grid Creation Methods ****
// *****************************************************************
//
//
//
private void ActiveGridAddNewRow(FillHub.PositionBookChangedEventArgs eventArgs)
{
InstrumentName instrumentName = eventArgs.Instrument;
if (m_InstrumentInfos.ContainsKey(instrumentName.FullName) &&
activeGrid1.RowExists(instrumentName.FullName))
{ // We already have a row for this instrument! Update its values.
// Update things that depend on the the currency rate too... since this may have updated! [04 Jun 2013]
InstrumentRowData info = m_InstrumentInfos[instrumentName.FullName];
IFillBook positionBook;
if (m_FillHub.TryEnterReadBook(instrumentName, out positionBook))
{
info.StartingRealPnL = Math.Round(positionBook.RealizedStartingDollarGains, 2);
info.RealPnL = Math.Round(positionBook.RealizedDollarGains, 2);
info.UnrealPnL = Math.Round(positionBook.UnrealizedDollarGains(), 2);
m_FillHub.ExitReadBook(instrumentName);
}
SKACERO.ActiveRow row = activeGrid1.Items[instrumentName.FullName];
row.SubItems[GetCellKey(instrumentName.FullName, ColumnName_StartingRealPnL)].Text = info.StartingRealPnL.ToString("0.00");
row.SubItems[GetCellKey(instrumentName.FullName, ColumnName_RealPnL)].Text = info.RealPnL.ToString("0.00");
row.SubItems[GetCellKey(instrumentName.FullName, ColumnName_UnrealPnL)].Text = info.UnrealPnL.ToString("0.00");
row.SubItems[GetCellKey(instrumentName.FullName, "Expiry")].Text = m_InstrumentInfos[instrumentName.FullName].ExpirationDate.ToString("yyyy-MM-dd");
row.SubItems[GetCellKey(instrumentName.FullName, "Currency")].Text = info.CurrencyCode;
row.SubItems[GetCellKey(instrumentName.FullName, "SortKey")].Text = string.Format("{0}{1}{2}{3}", instrumentName.Product.Exchange, instrumentName.Product.Type.ToString(), instrumentName.Product.ProductName, m_InstrumentInfos[instrumentName.FullName].ExpirationDate.ToString("yyyyMMdd"));
activeGrid1.Sort(); // sort again, now we've changed the SortKey.
return;
}
//
// Create all tables we need for each new instrument.
//
m_InstrumentInfos.Add(instrumentName.FullName, new InstrumentRowData(instrumentName));
string strKey = instrumentName.Product.Exchange;
if (!m_ExchangeGroups.ContainsKey(strKey)) // Exchange group
{
m_ExchangeGroups.Add(strKey, new List <string>()); // maintain an entry for each ex
}
if (!m_ExchangeGroups[strKey].Contains(instrumentName.FullName))
{
m_ExchangeGroups[strKey].Add(instrumentName.FullName);
if (m_ExchangeGroups[strKey].Count >= m_MinMembersForExchangeGroupRow &&
(!activeGrid1.Items.ContainsKey(string.Format("{0}{1}", GroupRowNamePrefix, strKey))))
{
CreateSummaryRows(strKey, instrumentName.Product.Exchange, string.Empty);
}
}
strKey = GetProductGroupKey(instrumentName); // Product group: construct the exch+prod group name.
if (!m_ProductGroups.ContainsKey(strKey)) // first time this product group showed up!
{
m_ProductGroups.Add(strKey, new List <string>()); // create a place for this prod group to hold its membership list.
}
if (!m_ProductGroups[strKey].Contains(instrumentName.FullName)) // If this instrument is not yet part of group, add him.
{
m_ProductGroups[strKey].Add(instrumentName.FullName); // add new member of group
if ((m_ProductGroups[strKey].Count >= m_MinMembersForProductGroupRow) &&
(!activeGrid1.Items.ContainsKey(string.Format("{0}{1}", GroupRowNamePrefix, strKey))))
{
CreateSummaryRows(strKey, string.Empty, instrumentName.Product.ProductName); // need to add a new summary line
}
}
//
// Create the row.
//
SKACERO.ActiveRow aRow = new SKACERO.ActiveRow();
aRow.Name = instrumentName.FullName;
aRow.Text = instrumentName.FullName; // this will appear in the zeroth column of the row.
for (int i = 1; i < this.activeGrid1.Columns.Count; i++)
{
SKACERO.ActiveRow.ActiveCell cell = new SKACERO.ActiveRow.ActiveCell(aRow, String.Empty);
cell.Name = GetCellKey(instrumentName.FullName, this.activeGrid1.Columns[i].Name);
cell.DecimalValue = Decimal.Zero;
cell.PreTextFont = new Font("Arial", cell.Font.Size);
cell.PostTextFont = new Font("Arial", cell.Font.Size);
aRow.SubItems.Add(cell);
}
// Load constant cells
aRow.SubItems[GetCellKey(instrumentName.FullName, "Expiry")].Text = m_InstrumentInfos[instrumentName.FullName].ExpirationDate.ToString("yyyy-MM-dd");
aRow.SubItems[GetCellKey(instrumentName.FullName, "SortKey")].Text = string.Format("{0}{1}{2}{3}", instrumentName.Product.Exchange, instrumentName.Product.Type.ToString(), instrumentName.Product.ProductName, m_InstrumentInfos[instrumentName.FullName].ExpirationDate.ToString("yyyyMMdd"));
aRow.SubItems[GetCellKey(instrumentName.FullName, ColumnName_Alias)].Text = instrumentName.SeriesName;
// Load Exchange cell optionally
strKey = instrumentName.Product.Exchange;
if (IsSuppressRepetativeExchangeProductLabels && activeGrid1.Items.ContainsKey(string.Format("{0}{1}", GroupRowNamePrefix, strKey)))
{
aRow.SubItems[GetCellKey(instrumentName.FullName, "Exchange")].Text = string.Empty;
}
else
{
aRow.SubItems[GetCellKey(instrumentName.FullName, "Exchange")].Text = instrumentName.Product.Exchange;
}
// Load Product cell, optionally.
strKey = GetProductGroupKey(instrumentName);
if (IsSuppressRepetativeExchangeProductLabels && activeGrid1.Items.ContainsKey(string.Format("{0}{1}", GroupRowNamePrefix, strKey)))
{
aRow.SubItems[GetCellKey(instrumentName.FullName, "Product")].Text = string.Empty;
}
else
{
aRow.SubItems[GetCellKey(instrumentName.FullName, "Product")].Text = instrumentName.Product.ProductName;
}
// Set currency column as empty string.
aRow.SubItems[GetCellKey(instrumentName.FullName, "Currency")].Text = string.Empty;
// Add row to our collection
this.activeGrid1.SuspendLayout();
try
{
if (!this.activeGrid1.Items.ContainsKey(aRow.Name))
{
this.activeGrid1.Items.Add(aRow);
}
}
catch (Exception e)
{
if (Log != null)
{
Log.NewEntry(LogLevel.Major, "ActiveGridAddNewRow: Failed to add new row with name {0}. Execption {1}", aRow.Name, e.Message);
}
}
activeGrid1.Sort();
this.activeGrid1.ResumeLayout();
// Update the row
ActiveGridUpdatePosition(eventArgs);
}//ActiveGridAddNewRow()
