public override void OnReceiveBalance(string[] param)
{
if (param.Length == 0x13 && long.TryParse(param[7], out long active) &&
double.TryParse(param[0xC].StartsWith("-") ? param[0xC].Substring(1) : param[0xC], out double offer) &&
double.TryParse(param[0xD].StartsWith("-") ? param[0xD].Substring(1) : param[0xD], out double bid) &&
double.TryParse(param[5].StartsWith("-") ? param[5].Substring(1) : param[5], out double unit) &&
double.TryParse(param[0x10], out double transaction) && int.TryParse(param[4], out int amount) &&
double.TryParse(param[3].StartsWith("-") ? param[3].Substring(1) : param[3], out double price))
{
var classification = param[9].Equals("1") ? -1 : 1;
Current = price;
Quantity = amount * classification;
Purchase = unit;
Revenue = (long)((price - unit) * classification * amount * transaction);
Rate = price / unit - 1;
Bid = bid;
Offer = offer;
WaitOrder = true;
SendBalance?.Invoke(this, new SendSecuritiesAPI((long)(active * transaction * MarginRate * classification * price)));
}
else if (long.TryParse(param[9], out long available) && int.TryParse(param[7], out int purchase) &&
int.TryParse(param[5].StartsWith("-") ? param[5].Substring(1) : param[5], out int current) &&
int.TryParse(param[6], out int quantity))
{
Current = current;
Quantity = quantity;
Purchase = purchase;
Revenue = (current - purchase) * quantity;
Rate = current / (double)purchase - 1;
WaitOrder = true;
SendBalance?.Invoke(this, new SendSecuritiesAPI(available * current));
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, string, int, dynamic, dynamic, long, double>(param[1].StartsWith("A") ? param[1].Substring(1) : param[1], param[param[1].Length == 8 ? 2 : 4], Quantity, Purchase, Current, Revenue, Rate)));
}
public override void OnReceiveEvent(string[] param)
{
if (int.TryParse(string.Concat(param[8], param[9]), out int volume))
{
SendConsecutive?.Invoke(this, new SendConsecutive(new Charts
{
Date = param[0],
Price = param[4],
Volume = volume
}));
}
if (double.TryParse(param[4], out double current))
{
Current = current;
Revenue = (long)((current - (Purchase ?? 0D)) * Quantity * transactionMultiplier);
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
if (OrderNumber.Count > 0 && strategics is TrendFollowingBasicFutures && OrderNumber.ContainsValue(Bid) == false && OrderNumber.ContainsValue(Offer) == false)
{
foreach (var kv in OrderNumber)
{
if (kv.Value < Bid || kv.Value > Offer)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
OrgOrdNo = kv.Key,
OrdQty = "1"
}));
}
}
}
}
if (param[0].CompareTo(end) > 0 && uint.TryParse(param[0], out uint remain) && (RollOver == false || Temporary.RemainingDay.Contains(remain)))
{
var quantity = Math.Abs(Quantity);
RollOver = Temporary.RemainingDay.Remove(remain);
if (RollOver == false)
{
RollOver = true;
}
while (quantity > 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
BnsTpCode = Quantity > 0 ? "1" : "2",
FnoOrdprcPtnCode = ((int)Catalog.XingAPI.FnoOrdprcPtnCode.시장가).ToString("D2"),
OrdPrc = Purchase.ToString("F2"),
OrdQty = "1"
}));
quantity--;
}
}
SendStocks?.Invoke(this, new SendHoldingStocks(Code, Quantity, Purchase, Current, Revenue, Rate, Base, Secondary, AdjustTheColorAccordingToTheCurrentSituation(WaitOrder, OrderNumber.Count)));
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double peek)
{
switch (strategics)
{
case TrendsInValuation tv:
var interval = e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int hour) ? hour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int minute) ? minute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int second) ? second : DateTime.Now.Second) : DateTime.Now;
if (tv.TradingAddtionalQuantity > 0 && Bid < peek * (1 - tv.AdditionalPosition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder && (tv.AddtionalInterval == 0 || tv.AddtionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tv.Code, tv.TradingAddtionalQuantity, Bid, string.Empty)));
WaitOrder = false;
if (tv.AddtionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.AddtionalInterval, interval);
}
}
else if (tv.TradingSubtractionalQuantity > 0 && Offer > peek * (1 + tv.SubtractionalPosition) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder && (tv.SubtractionalInterval == 0 || tv.SubtractionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tv.Code, tv.TradingSubtractionalQuantity, Offer, string.Empty)));
WaitOrder = false;
if (tv.SubtractionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.SubtractionalInterval, interval);
}
}
break;
case TrendsInStockPrices ts:
if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
case TrendToCashflow tc:
if (tc.TradingQuantity > 0 && Bid < peek * (1 - tc.PositionAddition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tc.Code, tc.TradingQuantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (tc.TradingQuantity > 0 && Offer > peek * (1 + tc.PositionRevenue) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tc.Code, tc.TradingQuantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
}
Base = peek;
Secondary = gap;
}
public override void OnReceiveBalance(string[] param)
{
if (long.TryParse(param[9], out long available) && int.TryParse(param[7], out int purchase) && int.TryParse(param[5].StartsWith("-") ? param[5].Substring(1) : param[5], out int current) && int.TryParse(param[6], out int quantity))
{
Current = current;
Quantity = quantity;
Purchase = purchase;
Revenue = (current - purchase) * quantity;
Rate = current / (double)purchase - 1;
WaitOrder = true;
SendBalance?.Invoke(this, new SendSecuritiesAPI(available * current));
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, string, int, dynamic, dynamic, long, double>(param[1].StartsWith("A") ? param[1].Substring(1) : param[1], param[4], Quantity, Purchase, Current, Revenue, Rate)));
}
public override void OnReceiveBalance(string[] param)
{
var cme = param.Length > 0x1C;
if (param[cme ? 0x33 : 0xB].Length == 8 && int.TryParse(param[cme ? 0x53 : 0xE], out int quantity) && double.TryParse(param[cme ? 0x52 : 0xD], out double current) && int.TryParse(param[cme ? 0x2D : 9], out int number) && OrderNumber.Remove(number.ToString()))
{
var gb = param[cme ? 0x37 : 0x14];
Current = current;
Purchase = gb.Equals("2") && Quantity >= 0 ? (Purchase * Quantity + current * quantity) / (quantity + Quantity) : (gb.Equals("1") && Quantity <= 0 ? (current * quantity - Purchase * Quantity) / (quantity - Quantity) : Purchase);
Quantity += gb.Equals("1") ? -quantity : quantity;
Revenue = (long)(current - Purchase) * Quantity * transactionMutiplier;
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
}
WaitOrder = true;
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, string, int, dynamic, dynamic, long, double>(param[cme ? 0x33 : 0xB], param[cme ? 0x34 : 0xB], Quantity, Purchase, Current, Revenue, Rate)));
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, int minute)
{
switch (strategics)
{
case TrendFollowingBasicFutures tf:
if (minute == 0x5A0)
{
if (WaitOrder && (e.Date.CompareTo(cme) > 0 || e.Date.CompareTo(eurex) < 0 || e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0) &&
(gap > 0 ? tf.QuantityLong - Quantity > 0 : tf.QuantityShort + Quantity > 0) &&
(gap > 0 ? e.Volume > tf.ReactionLong : e.Volume < -tf.ReactionShort) &&
(gap > 0 ? e.Volume + Secondary > e.Volume : e.Volume + Secondary < e.Volume) && OrderNumber.Count == 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
BnsTpCode = gap > 0 ? "2" : "1",
FnoOrdprcPtnCode
= e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 ? ((int)Catalog.XingAPI.FnoOrdprcPtnCode.지정가).ToString("D2") : ((int)Catalog.XingAPI.ErxPrcCndiTpCode.지정가).ToString("D1"),
OrdPrc = (gap > 0 ? Offer : Bid).ToString("F2"),
OrdQty = "1"
}));
WaitOrder = false;
}
Base = gap;
}
else
{
if (WaitOrder && (e.Date.CompareTo(cme) > 0 || e.Date.CompareTo(eurex) < 0 || e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0) &&
(tf.QuantityShort + Quantity < 0 && Base < 0 || Base > 0 && Quantity - tf.QuantityLong > 0) &&
Revenue / Math.Abs(Quantity) > 0x927C)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Catalog.XingAPI.Order
{
FnoIsuNo = Code,
BnsTpCode = Quantity > 0 ? "1" : "2",
FnoOrdprcPtnCode
= e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 ? ((int)Catalog.XingAPI.FnoOrdprcPtnCode.시장가).ToString("D2") : ((int)Catalog.XingAPI.ErxPrcCndiTpCode.시장가).ToString("D1"),
OrdPrc = (Quantity > 0 ? Bid : Offer).ToString("F2"),
OrdQty = "1"
}));
WaitOrder = false;
}
Secondary = gap;
}
break;
}
}
public override void OnReceiveConclusion(string[] param)
{
if (param.Length == 0x2E && uint.TryParse(param[0xA], out uint order) && OrderNumber.Remove(order.ToString()) && param[0xD].Equals("2") && uint.TryParse(param[9], out uint number) && double.TryParse(param[0x10], out double price))
{
OrderNumber[number.ToString()] = price;
}
else if ((param[8].Equals(Enum.GetName(typeof(TR), TR.SONBT001)) || param[8].Equals(Enum.GetName(typeof(TR), TR.CONET801))) && double.TryParse(param[0x3C], out double nPrice))
{
OrderNumber[param[0x2D]] = nPrice;
SendBalance?.Invoke(this, new SendSecuritiesAPI(param[0x67], param[0x6C]));
}
else if (uint.TryParse(param[0x2F], out uint oNum) && OrderNumber.Remove(oNum.ToString()) && param[0x38].Equals("1") && uint.TryParse(param[0x2D], out uint nNum) && double.TryParse(param[0x3C], out double oPrice))
{
OrderNumber[nNum.ToString()] = oPrice;
}
}
internal void OnReceiveTrendsInPrices(double gap, double peek)
{
switch (strategics)
{
case TrendsInStockPrices ts:
if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase && gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
}
Base = peek;
Secondary = gap;
}
private void OnReceiveChejanData(object sender, _DKHOpenAPIEvents_OnReceiveChejanDataEvent e)
{
sb = new StringBuilder(256);
foreach (int fid in e.sGubun.Equals("0") ? catalog[5] : catalog[6])
{
sb.Append(axAPI.GetChejanData(fid)).Append(',');
}
if (e.sGubun.Equals("0"))
{
SendConclusion?.Invoke(this, new ConclusionEvent(sb));
return;
}
if (e.sGubun.Equals("4"))
{
SendBalance?.Invoke(this, new BalanceEvent(sb));
}
}
public override void OnReceiveBalance(string[] param)
{
var cme = param.Length > 0x1C;
var span = DateTime.Now;
if (param[cme ? 0x33 : 0xB].Length == 8 && int.TryParse(param[cme ? 0x53 : 0xE], out int quantity) && double.TryParse(param[cme ? 0x52 : 0xD], out double current) && int.TryParse(param[cme ? 0x2D : 9], out int number) && OrderNumber.Remove(number.ToString()))
{
var gb = param[cme ? 0x37 : 0x14];
Current = current;
Purchase = gb.Equals("2") && Quantity >= 0 ? ((Purchase ?? 0D) * Quantity + current * quantity) / (quantity + Quantity) : (gb.Equals("1") && Quantity <= 0 ? (current * quantity - (Purchase ?? 0D) * Quantity) / (quantity - Quantity) : (Purchase ?? 0D));
Quantity += gb.Equals("1") ? -quantity : quantity;
Revenue = (long)(current - Purchase) * Quantity * transactionMultiplier;
Rate = (Quantity > 0 ? current / (double)Purchase : Purchase / (double)current) - 1;
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, string, int, dynamic, dynamic, long, double>(param[cme ? 0x33 : 0xB], param[cme ? 0x34 : 0xB], Quantity, Purchase, Current, Revenue, Rate)));
if (Span == null || Span.AddMilliseconds(0x3ED).CompareTo(span) < 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(true));
Span = span;
}
}
public override void OnReceiveConclusion(string[] param)
{
switch (param[param.Length - 1])
{
case "EU0":
case "EU1":
switch (param[37])
{
case "HO01":
Console.WriteLine(param[37] + "_" + param.Length);
break;
case "CH01":
Console.WriteLine(param[37] + "_" + param.Length);
break;
}
break;
}
if (param.Length == 0x2E && uint.TryParse(param[0xA], out uint order) && OrderNumber.Remove(order.ToString()) &&
param[0xD].Equals("2") && uint.TryParse(param[9], out uint number) && double.TryParse(param[0x10], out double price))
{
OrderNumber[number.ToString()] = price;
}
else if ((param[8].Equals(Enum.GetName(typeof(TR), TR.SONBT001)) || param[8].Equals(Enum.GetName(typeof(TR), TR.CONET801))) &&
double.TryParse(param[0x3C], out double nPrice))
{
OrderNumber[param[0x2D]] = nPrice;
SendBalance?.Invoke(this, new SendSecuritiesAPI(param[0x67], param[0x6C]));
WaitOrder = true;
}
else if (param.Length > 0x38 && uint.TryParse(param[0x2F], out uint oNum) && OrderNumber.Remove(oNum.ToString()) &&
param[0x38].Equals("1") && uint.TryParse(param[0x2D], out uint nNum) && double.TryParse(param[0x3C], out double oPrice))
{
OrderNumber[nNum.ToString()] = oPrice;
}
}
internal void OnReceiveTrendsInPrices(SendConsecutive e, double gap, double peek)
{
DateTime interval;
switch (strategics)
{
case SatisfyConditionsAccordingToTrends sc:
interval
= e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int cHour) ? cHour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int cMinute) ? cMinute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int cSecond) ? cSecond : DateTime.Now.Second) : DateTime.Now;
if (sc.TradingBuyQuantity > 0 && Bid < peek * (1 - sc.TradingBuyRate) && gap > 0 && OrderNumber.ContainsValue(Bid) == false &&
WaitOrder && (sc.TradingBuyInterval == 0 || sc.TradingBuyInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, sc.Code, sc.TradingBuyQuantity, Bid, string.Empty)));
WaitOrder = false;
if (sc.TradingBuyInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(sc.TradingBuyInterval * (Purchase > 0 && Bid > 0 ? Purchase / (double)Bid : 1), interval);
}
}
else if (Quantity > 0)
{
if (sc.TradingSellQuantity > 0 && Offer > peek * (1 + sc.TradingSellRate) && Offer > Purchase + tax * Offer &&
gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder &&
(sc.TradingSellInterval == 0 || sc.TradingSellInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, sc.Code, sc.TradingSellQuantity, Offer, string.Empty)));
WaitOrder = false;
if (sc.TradingSellInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(sc.TradingSellInterval * (Purchase > 0 && Offer > 0 ? Offer / (double)Purchase : 1), interval);
}
}
else if (SellPrice > 0 && sc.ReservationSellQuantity > 0 && Offer > SellPrice && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
for (int i = 0; i < sc.ReservationSellUnit; i++)
{
SellPrice += GetQuoteUnit(SellPrice, Market);
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, sc.Code, sc.ReservationSellQuantity, Offer, string.Empty)));
WaitOrder = false;
}
else if (BuyPrice > 0 && sc.ReservationBuyQuantity > 0 && Bid < BuyPrice && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
for (int i = 0; i < sc.ReservationBuyUnit; i++)
{
BuyPrice -= GetQuoteUnit(BuyPrice, Market);
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, sc.Code, sc.ReservationBuyQuantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (SellPrice == 0 && Purchase > 0)
{
SellPrice = GetStartingPrice((int)((1 + sc.ReservationSellRate) * Purchase), Market);
}
else if (BuyPrice == 0 && Purchase > 0)
{
BuyPrice = GetStartingPrice((int)(Purchase * (1 - sc.ReservationBuyRate)), Market);
}
}
break;
case TrendsInValuation tv:
interval
= e.Date.Length == 6 ? new DateTime(NextOrderTime.Year, NextOrderTime.Month, NextOrderTime.Day, int.TryParse(e.Date.Substring(0, 2), out int hour) ? hour : DateTime.Now.Hour, int.TryParse(e.Date.Substring(2, 2), out int minute) ? minute : DateTime.Now.Minute, int.TryParse(e.Date.Substring(4), out int second) ? second : DateTime.Now.Second) : DateTime.Now;
if (tv.TradingAddtionalQuantity > 0 && Bid < peek * (1 - tv.AdditionalPosition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false &&
WaitOrder && (tv.AddtionalInterval == 0 || tv.AddtionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tv.Code, tv.TradingAddtionalQuantity, Bid, string.Empty)));
WaitOrder = false;
if (tv.AddtionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.AddtionalInterval, interval);
}
}
else if (tv.TradingSubtractionalQuantity > 0 && Offer > peek * (1 + tv.SubtractionalPosition) && Offer > Purchase &&
gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder &&
(tv.SubtractionalInterval == 0 || tv.SubtractionalInterval > 0 && interval.CompareTo(NextOrderTime) > 0))
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tv.Code, tv.TradingSubtractionalQuantity, Offer, string.Empty)));
WaitOrder = false;
if (tv.SubtractionalInterval > 0)
{
NextOrderTime = MeasureTheDelayTime(tv.SubtractionalInterval, interval);
}
}
break;
case TrendsInStockPrices ts:
if (ts.Setting.Equals(Interface.Setting.Short) == false && Bid < peek * (1 - ts.AdditionalPurchase) && gap > 0 &&
OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, ts.Code, ts.Quantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (ts.Setting.Equals(Interface.Setting.Long) == false && Offer > peek * (1 + ts.RealizeProfit) && Offer > Purchase &&
gap < 0 && OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, ts.Code, ts.Quantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
case TrendToCashflow tc:
if (tc.TradingQuantity > 0 && Bid < peek * (1 - tc.PositionAddition) && gap > 0 && OrderNumber.ContainsValue(Bid) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매수, tc.Code, tc.TradingQuantity, Bid, string.Empty)));
WaitOrder = false;
}
else if (tc.TradingQuantity > 0 && Offer > peek * (1 + tc.PositionRevenue) && Offer > Purchase && gap < 0 &&
OrderNumber.ContainsValue(Offer) == false && WaitOrder)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <int, string, int, int, string>((int)OpenOrderType.신규매도, tc.Code, tc.TradingQuantity, Offer, string.Empty)));
WaitOrder = false;
}
break;
case TrendFollowingBasicFutures tf:
if (0x5A0 == (int)peek)
{
if (WaitOrder && e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 &&
(gap > 0 ? tf.QuantityLong - Quantity > 0 : tf.QuantityShort + Quantity > 0) &&
(gap > 0 ? e.Volume > tf.ReactionLong : e.Volume < -tf.ReactionShort) &&
(gap > 0 ? e.Volume + Secondary > e.Volume : e.Volume + Secondary < e.Volume) && OrderNumber.Count == 0)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, int, string, string, int, string, string>(Code, 1, gap > 0 ? "2" : "1", ((int)Catalog.OpenAPI.OrderType.지정가).ToString(), 1, (gap > 0 ? Offer : Bid).ToString("F2"), string.Empty)));
WaitOrder = false;
}
Base = gap;
}
else
{
if (WaitOrder && e.Date.CompareTo(start) > 0 && e.Date.CompareTo(end) < 0 &&
(tf.QuantityShort + Quantity < 0 && Base < 0 || Base > 0 && Quantity - tf.QuantityLong > 0) &&
Revenue / Math.Abs(Quantity) > 0x927C)
{
SendBalance?.Invoke(this, new SendSecuritiesAPI(new Tuple <string, int, string, string, int, string, string>(Code, 1, Quantity > 0 ? "1" : "2", ((int)Catalog.OpenAPI.OrderType.시장가).ToString(), 1, string.Empty, string.Empty)));
WaitOrder = false;
}
Secondary = gap;
}
return;
}
Base = peek;
Secondary = gap;
}
private void OnReceiveData(string szTrCode)
{
Sb = new StringBuilder(128);
foreach (var block in Array.Find(catalog, o => o.ToString().Contains(szTrCode.Substring(1))).GetOutBlock(Query.GetResData()))
{
for (int i = 0; i < Query.GetBlockCount(block.Name); i++)
{
Sb.Append(Query.GetFieldData(block.Name, block.Field, i)).Append(';');
}
}
switch (szTrCode)
{
case "t9943":
foreach (var str in Sb.ToString().Split(';'))
{
if (str.Substring(0, 3).Equals("101"))
{
new Secret(str);
SendCount?.Invoke(this, new NotifyIconText(Query.GetAccountName(Secret.Account), Query.GetAcctDetailName(Secret.Account), Query.GetAcctNickname(Secret.Account), str));
SellOrder = new Dictionary <string, double>();
BuyOrder = new Dictionary <string, double>();
Trend = new Dictionary <string, string>();
Real = new Dictionary <string, XARealClass>();
Total = new Queue <string>();
if (Query.LoadFromResFile(string.Concat(Path, "t2105.res")))
{
foreach (var block in new T2105().GetInBlock(Query.GetResData()))
{
Query.SetFieldData(block.Name, block.Field, block.Occurs, block.Property);
}
Delay.delay = 1000 / Query.GetTRCountPerSec("t2105");
request.RequestTrData(new Task(() => SendErrorMessage(Query.Request(false))));
}
if (TimerBox.Show(Secret.OnReceiveData, Secret.GoblinBat, MessageBoxButtons.OK, MessageBoxIcon.Information, 13579).Equals(DialogResult.OK))
{
foreach (var kv in real)
{
SetAPI(kv);
}
LookUpTheBalance();
SendCount?.Invoke(this, new NotifyIconText(7));
}
return;
}
}
return;
case "t2105":
LookUpTheDeposit();
var quotes = Sb.ToString().Split(';');
Name = quotes[0];
SendQuotes?.Invoke(this, new Quotes(new string[]
{
quotes[32],
quotes[26],
quotes[20],
quotes[14],
quotes[8],
quotes[9],
quotes[15],
quotes[21],
quotes[27],
quotes[33]
}, new string[]
{
quotes[34],
quotes[28],
quotes[22],
quotes[16],
quotes[10],
quotes[11],
quotes[17],
quotes[23],
quotes[29],
quotes[35]
}, new string[]
{
quotes[36],
quotes[30],
quotes[24],
quotes[18],
quotes[12],
quotes[13],
quotes[19],
quotes[25],
quotes[31],
quotes[37]
}, quotes[42], SellOrder, BuyOrder, string.Empty));
return;
case "CFOBQ10500":
var temp = Sb.ToString().Split(';');
SendDeposit?.Invoke(this, new Deposit(new string[]
{
temp[5],
temp[6],
temp[7],
temp[14],
temp[15],
string.Empty,
temp[16],
temp[17],
string.Empty,
temp[18],
temp[19],
string.Empty,
temp[23],
temp[20],
temp[21],
temp[11],
temp[12],
temp[13],
temp[8],
temp[9],
temp[24],
string.Empty,
temp[10],
string.Empty,
string.Empty,
string.Empty,
string.Empty,
string.Empty,
string.Empty
}));
return;
case "t0441":
if (Query.IsNext)
{
Console.WriteLine(Secret.Account + "\t" + Sb);
var bal = Sb.ToString().Split(';');
SendBalance?.Invoke(this, new Balance(new string[]
{
bal[10],
Name,
bal[11],
bal[12],
bal[14],
bal[19],
bal[21],
bal[13],
bal[15],
bal[20]
}));
}
else
{
var cts = Sb.ToString().Split(';');
if (cts[1].Equals(string.Empty) && cts[2].Equals(string.Empty))
{
return;
}
new Secret(cts[1], cts[2]);
foreach (var block in new T0441().GetInBlock(Query.GetResData()))
{
Query.SetFieldData(block.Name, block.Field, block.Occurs, block.Property);
}
Delay.delay = 1000 / Query.GetTRCountPerSec("t0441");
request.RequestTrData(new Task(() => SendErrorMessage(Query.Request(true))));
}
return;
}
}
public void StartProgress(double commission)
{
switch (strategics)
{
case ScenarioAccordingToTrend st:
Commission = commission > 0 ? commission : 1.5e-4;
if (StartProgress(strategics.Code as string) > 0)
{
var price = SendMessage.Price;
var estimate = EstimatedPrice.Where(o => o.Key.ToString(format.Substring(0, 6)).CompareTo(SendMessage.Date) > 0);
var find = FindTheNearestQuarter(SendMessage.Date);
var key = string.Concat("ST.", st.Calendar.Substring(0, 4), "15.", st.Trend, '.', st.CheckSales.ToString().Substring(0, 1), '.', st.Sales * 0x64, '.', st.CheckOperatingProfit.ToString().Substring(0, 1), '.', st.OperatingProfit * 0x64, '.', st.CheckNetIncome.ToString().Substring(0, 1), '.', st.NetIncome * 0x64);
if (client.PutContext(new Catalog.Request.Consensus
{
Code = st.Code,
Strategics = key,
Date = SendMessage.Date,
FirstQuarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[0])).Value - price) / price,
SecondQuarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[1])).Value - price) / price,
ThirdQuarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[2])).Value - price) / price,
Quarter = (estimate.Last(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[find.Length - 2])).Value - price) / price,
TheNextYear = (estimate.LastOrDefault(o => o.Key.ToString(format.Substring(0, 6)).Equals(find[find.Length - 1])).Value - price) / price,
TheYearAfterNext = (estimate.Last().Value - price) / price
}).Result > 0)
{
consecutive.Dispose();
}
SendMessage = new Statistics
{
Base = SendMessage.Base,
Cumulative = SendMessage.Cumulative,
Date = SendMessage.Date,
Statistic = SendMessage.Statistic,
Price = (int)estimate.Max(o => o.Value),
Key = key
};
SendStocks?.Invoke(this, new SendHoldingStocks(EstimatedPrice, SendMessage.Date));
}
break;
case TrendsInStockPrices ts:
Commission = commission > 0 ? commission : 1.5e-4;
if (StartProgress(strategics.Code as string) > 0)
{
SendMessage = new Statistics
{
Base = SendMessage.Base,
Cumulative = SendMessage.Cumulative,
Date = SendMessage.Date,
Statistic = SendMessage.Statistic,
Key = string.Concat("TS.", ts.Short, '.', ts.Long, '.', ts.Trend, '.', (int)(ts.RealizeProfit * 0x2710), '.', (int)(ts.AdditionalPurchase * 0x2710), '.', ts.QuoteUnit, '.', (char)ts.LongShort, '.', (char)ts.TrendType, '.', (char)ts.Setting)
};
consecutive.Dispose();
}
break;
case TrendFollowingBasicFutures _:
Commission = commission > 0 ? commission : 3e-5;
IsDebugging();
if (StartProgress(strategics.Code as string) > 0)
{
foreach (var con in Consecutive)
{
con.Dispose();
}
}
break;
default:
return;
}
SendBalance?.Invoke(this, new SendSecuritiesAPI(strategics, SendMessage));
}
void OnReceiveTrData(object sender, _DKHOpenAPIEvents_OnReceiveTrDataEvent e)
{
int index = Array.FindIndex(catalogTR, o => o.ToString().Contains(e.sTrCode.Substring(1)));
if (index < 1)
{
new ExceptionMessage(e.sTrCode);
return;
}
if (index < 5 && index > 0)
{
var temp = API.GetCommDataEx(e.sTrCode, e.sRQName);
if (temp != null)
{
string[,] ts = new string[((object[, ])temp).GetUpperBound(0) + 1, ((object[, ])temp).GetUpperBound(1) + 1];
int x, y, lx = ((object[, ])temp).GetUpperBound(0), ly = ((object[, ])temp).GetUpperBound(1);
for (x = 0; x <= lx; x++)
{
var sb = new StringBuilder(64);
for (y = 0; y <= ly; y++)
{
ts[x, y] = (string)((object[, ])temp)[x, y];
if (ts[x, y].Length > 13 && e.sRQName.Split(';')[1].Equals(ts[x, y].Substring(2)))
{
sb = Exists;
e.sPrevNext = "0";
break;
}
sb.Append(ts[x, y]).Append(';');
}
if (Exists.Equals(sb) == false)
{
SendMemorize?.Invoke(this, new Memorize(sb));
continue;
}
if (Exists.Equals(sb))
{
break;
}
}
if (DeadLine && (e.sRQName.Split(';')[1].Length == 8 || e.sRQName.Split(';')[1].Equals("DoesNotExist")) && e.sPrevNext.Equals("2"))
{
request.RequestTrData(new Task(() => InputValueRqData(new Opt10081
{
Value = e.sRQName.Split(';')[0],
RQName = e.sRQName,
PrevNext = 2
})));
return;
}
if (DeadLine == false && e.sRQName.Split(';')[0].Length == 6 && e.sPrevNext.Equals("2"))
{
request.RequestTrData(new Task(() => InputValueRqData(new Opt10079
{
Value = e.sRQName.Split(';')[0],
RQName = e.sRQName,
PrevNext = 2
})));
return;
}
if (DeadLine == false && e.sRQName.Substring(5, 3).Equals("000") && e.sPrevNext.Equals("2"))
{
request.RequestTrData(new Task(() => InputValueRqData(new Opt50028
{
Value = e.sRQName.Substring(0, 8),
RQName = e.sRQName,
PrevNext = 2
})));
return;
}
if (DeadLine == false && e.sRQName.Split(';')[0].Length == 8 && e.sPrevNext.Equals("2"))
{
request.RequestTrData(new Task(() => InputValueRqData(new Opt50066
{
Value = e.sRQName.Substring(0, 8),
RQName = e.sRQName,
PrevNext = 2
})));
return;
}
if (e.sPrevNext.Equals("0"))
{
SendMemorize?.Invoke(this, new Memorize(e.sPrevNext, e.sRQName.Split(';')[0]));
}
}
SetScreenNumber(9000, 9031);
SendMemorize?.Invoke(this, new Memorize("Clear"));
Request(GetRandomCode(new Random().Next(0, CodeList.Count)));
return;
}
var str = new StringBuilder(512);
int i, cnt = API.GetRepeatCnt(e.sTrCode, e.sRQName);
for (i = 0; i < (cnt > 0 ? cnt : cnt + 1); i++)
{
foreach (string item in Array.Find(catalogTR, o => o.ToString().Contains(e.sTrCode.Substring(1))))
{
str.Append(API.GetCommData(e.sTrCode, e.sRQName, i, item).Trim()).Append(';');
}
if (cnt > 0)
{
str.Append("*");
}
}
switch (Array.FindIndex(catalogTR, o => o.ToString().Contains(e.sTrCode.Substring(1))))
{
case 5:
FixUp(str.ToString().Split(';'), e.sRQName);
return;
case 6:
foreach (string info in str.ToString().Split('*'))
{
FixUp(info.Split(';'));
}
return;
case 7:
case 8:
if (str.Length > 1 && e.sRQName.Equals("DoNotRollOver") == false)
{
if (e.sScrNo.Substring(0, 1).Equals("1"))
{
SellOrder[str.ToString().Split(';')[0]] = double.Parse(e.sRQName.Split(';')[0]);
}
else if (e.sScrNo.Substring(0, 1).Equals("2"))
{
BuyOrder[str.ToString().Split(';')[0]] = double.Parse(e.sRQName.Split(';')[0]);
}
}
SendState?.Invoke(this, new State(OnReceiveBalance, SellOrder.Count, Quantity, BuyOrder.Count, ScreenNumber));
return;
case 9:
SendState?.Invoke(this, new State(OnReceiveBalance, SellOrder.Count, Quantity, BuyOrder.Count, ScreenNumber));
return;
case 10:
SendDeposit?.Invoke(this, new Deposit(str.ToString().Split(';')));
break;
case 11:
new Task(() =>
{
var temporary = str.ToString().Split('*');
for (i = 0; i < temporary.Length; i++)
{
if (temporary[i].Length > 0 && temporary[i].Substring(0, 8).Equals(API.GetFutureCodeByIndex(0)))
{
var quantity = temporary[i].Split(';');
Quantity = quantity[2].Equals("1") ? -int.Parse(quantity[3]) : int.Parse(quantity[3]);
AvgPurchase = (double.Parse(quantity[4]) / 100).ToString("F2");
}
}
SendBalance?.Invoke(this, new Balance(temporary));
}).Start();
break;
}
}
