private void TestTrace_OnClick(object sender, RoutedEventArgs e)
{
// push randomly log's event from .NET Trace system
//
var level = RandomGen.GetEnum <LogLevels>();
switch (level)
{
case LogLevels.Inherit:
case LogLevels.Debug:
case LogLevels.Info:
case LogLevels.Off:
Trace.TraceInformation("{0} (trace)!!!".Put(level));
break;
case LogLevels.Warning:
Trace.TraceWarning("Warning (trace)!!!");
break;
case LogLevels.Error:
Trace.TraceError("Error (trace)!!!");
break;
default:
throw new ArgumentOutOfRangeException();
}
}
private void TestSource_OnClick(object sender, RoutedEventArgs e)
{
// push randomly log's event from test source
//
var level = RandomGen.GetEnum <LogLevels>();
switch (level)
{
case LogLevels.Inherit:
case LogLevels.Debug:
case LogLevels.Info:
case LogLevels.Off:
_testSource.AddInfoLog("{0} (source)!!!".Put(level));
break;
case LogLevels.Warning:
_testSource.AddWarningLog("Warning (source)!!!");
break;
case LogLevels.Error:
_testSource.AddErrorLog("Error (source)!!!");
break;
default:
throw new ArgumentOutOfRangeException();
}
}
/// <summary>
/// Обработать сообщение.
/// </summary>
/// <param name="message">Сообщение.</param>
/// <returns>Результат обработки. Если будет возрвщено <see langword="null"/>,
/// то генератору пока недостаточно данных для генерации нового сообщения.</returns>
protected override Message OnProcess(Message message)
{
DateTimeOffset time;
switch (message.Type)
{
case MessageTypes.Level1Change:
{
var l1Msg = (Level1ChangeMessage)message;
var value = l1Msg.Changes.TryGetValue(Level1Fields.LastTradePrice);
if (value != null)
{
_lastOrderPrice = (decimal)value;
}
TradeGenerator.Process(message);
time = l1Msg.ServerTime;
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
switch (execMsg.ExecutionType)
{
case ExecutionTypes.Tick:
_lastOrderPrice = execMsg.GetTradePrice();
break;
default:
return(null);
}
time = execMsg.ServerTime;
break;
}
case MessageTypes.Time:
{
var timeMsg = (TimeMessage)message;
time = timeMsg.ServerTime;
break;
}
default:
return(null);
}
if (!IsTimeToGenerate(time))
{
return(null);
}
// TODO более реалистичную генерацию, так как сейчас объемы, цены и сделки c потолка
var action = RandomGen.GetInt(0, 5);
var isNew = action < 3 || _activeOrders.IsEmpty();
ExecutionMessage item;
if (isNew)
{
var priceStep = SecurityDefinition.PriceStep ?? 0.01m;
_lastOrderPrice += RandomGen.GetInt(-MaxPriceStepCount, MaxPriceStepCount) * priceStep;
if (_lastOrderPrice <= 0)
{
_lastOrderPrice = priceStep;
}
item = new ExecutionMessage
{
OrderId = IdGenerator.GetNextId(),
SecurityId = SecurityId,
ServerTime = time,
OrderState = OrderStates.Active,
Volume = Volumes.Next(),
Side = RandomGen.GetEnum <Sides>(),
Price = _lastOrderPrice,
ExecutionType = ExecutionTypes.OrderLog,
};
_activeOrders.Enqueue((ExecutionMessage)item.Clone());
}
else
{
var activeOrder = _activeOrders.Peek();
item = (ExecutionMessage)activeOrder.Clone();
item.ServerTime = time;
var isMatched = action == 5;
ExecutionMessage trade = null;
if (isMatched)
{
trade = (ExecutionMessage)TradeGenerator.Process(message);
}
if (isMatched && trade != null)
{
item.Volume = RandomGen.GetInt(1, (int)activeOrder.GetVolume());
item.TradeId = trade.TradeId;
item.TradePrice = trade.TradePrice;
item.TradeStatus = trade.TradeStatus;
// TODO
//quote.Trade = TradeGenerator.Generate(time);
//item.Volume = activeOrder.Volume;
//if (item.Side == Sides.Buy && quote.Trade.Price > quote.Order.Price)
// item.TradePrice = item.Price;
//else if (item.Side == Sides.Sell && quote.Trade.Price < quote.Order.Price)
// item.TradePrice = item.Price;
activeOrder.Volume -= item.Volume;
if (activeOrder.Volume == 0)
{
item.OrderState = OrderStates.Done;
_activeOrders.Dequeue();
}
else
{
item.OrderState = OrderStates.Active;
}
}
else
{
item.OrderState = OrderStates.Done;
item.IsCancelled = true;
_activeOrders.Dequeue();
}
}
LastGenerationTime = time;
return(item);
}
/// <inheritdoc />
protected override Message OnProcess(Message message)
{
DateTimeOffset time;
switch (message.Type)
{
case MessageTypes.Board:
return(null);
case MessageTypes.Level1Change:
{
var l1Msg = (Level1ChangeMessage)message;
var value = l1Msg.TryGetDecimal(Level1Fields.LastTradePrice);
if (value != null)
{
_lastTradePrice = value.Value;
}
time = l1Msg.ServerTime;
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)message;
var price = execMsg.TradePrice;
if (price != null)
{
_lastTradePrice = price.Value;
}
else if (execMsg.ExecutionType != ExecutionTypes.OrderLog)
{
return(null);
}
time = execMsg.ServerTime;
break;
}
case MessageTypes.Time:
{
var timeMsg = (TimeMessage)message;
time = timeMsg.ServerTime;
break;
}
default:
return(null);
}
if (!IsTimeToGenerate(time))
{
return(null);
}
var trade = new ExecutionMessage
{
SecurityId = SecurityId,
TradeId = IdGenerator.GetNextId(),
ServerTime = time,
LocalTime = time,
OriginSide = GenerateOriginSide ? RandomGen.GetEnum <Sides>() : null,
TradeVolume = Volumes.Next(),
ExecutionType = ExecutionTypes.Tick
};
var priceStep = SecurityDefinition.PriceStep ?? 0.01m;
_lastTradePrice += RandomGen.GetInt(-MaxPriceStepCount, MaxPriceStepCount) * priceStep;
if (_lastTradePrice <= 0)
{
_lastTradePrice = priceStep;
}
trade.TradePrice = _lastTradePrice;
LastGenerationTime = time;
return(trade);
}
