public void sendUpdateToContractSummaryLiveData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridViewContractSummary = optionRealtimeMonitor.getGridViewContractSummary;
try
{
for (int contractSummaryExpressionCnt = 0;
contractSummaryExpressionCnt < optionSpreadManager.contractSummaryExpressionListIdx.Count(); contractSummaryExpressionCnt++)
{
CQGLibrary.CQGInstrument cqgInstrument =
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.cqgInstrument;
if (cqgInstrument != null)
{
statusAndConnectedUpdates.checkUpdateStatus(gridViewContractSummary, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadManager
.optionSpreadExpressionList
[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.instrument.eodAnalysisAtInstrument)
{
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillContractSummaryLiveData(optionRealtimeMonitor,
contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
// gridViewContractSummary
// .Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY].Value =
// optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary
// * optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].ask),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].ask);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].bid),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].bid);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].trade),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].trade);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].defaultPrice),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].defaultPrice);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlement),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlement);
if (optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementDateTime
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementDateTime
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].yesterdaySettlement),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].yesterdaySettlement);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.IMPL_VOL,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVol),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVol);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].theoreticalOptionPrice),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].theoreticalOptionPrice);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVolFromSpan,
2).ToString(),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVolFromSpan);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementImpliedVol,
2).ToString(),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementImpliedVol);
int lots = optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.numberOfLotsHeldForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY,
lots.ToString(),
false,
lots);
double delta = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].deltaChgForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.DELTA,
delta.ToString(),
true,
delta);
double plChg = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].plChgForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.PL_DAY_CHG,
plChg.ToString(),
true,
plChg);
int numberOfOrderContracts =
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].numberOfOrderContracts
* optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ORDER_QTY,
numberOfOrderContracts.ToString(),
false,
numberOfOrderContracts);
double plChgOrders = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].plChgOrders
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ORDER_PL_CHG,
plChgOrders.ToString(),
true,
plChgOrders);
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void sendUpdateToADMPositionsGrid(OptionRealtimeMonitor optionRealtimeMonitor) //*eQuoteType cqgQuoteType,*/ int spreadExpressionIdx /*int colIdx*/)
{
//CQGQuote quote = optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument.Quotes[cqgQuoteType];
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
List <ADMPositionImportWeb> admPositionImportWeb = optionSpreadManager.admPositionImportWeb;
//int optionSpreadCounter = 0;
//List<LiveADMStrategyInfo> liveADMStrategyInfoList = optionSpreadManager.liveADMStrategyInfoList;
for (int admWebPositionCounter = 0; admWebPositionCounter < admPositionImportWeb.Count; admWebPositionCounter++)
{
// int totalLegs = liveADMStrategyInfoList[optionSpreadCounter].admLegInfo.Count;
// //if (optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument != null)
// for (int legCounter = 0; legCounter < totalLegs; legCounter++)
// {
if (admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression != null)
{
CQGLibrary.CQGInstrument cqgInstrument = admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression.cqgInstrument;
if (cqgInstrument != null) // && CQG. cqgInstrument)
{
OptionSpreadExpression optionSpreadExpressionList =
admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression;
//checkUpdateStatus(admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// optionSpreadExpressionList, true);
optionSpreadManager.statusAndConnectedUpdates.checkUpdateStatus(gridLiveFCMData, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadExpressionList.instrument.eodAnalysisAtInstrument)
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.ask), false, optionSpreadExpressionList.ask);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.bid), false, optionSpreadExpressionList.bid);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.trade), false, optionSpreadExpressionList.trade);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.defaultPrice),
false, optionSpreadExpressionList.defaultPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.settlement),
false, optionSpreadExpressionList.settlement);
if (optionSpreadExpressionList.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.yesterdaySettlement),
false, optionSpreadExpressionList.yesterdaySettlement);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVol, 2).ToString(),
false, optionSpreadExpressionList.impliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadExpressionList.theoreticalOptionPrice),
false, optionSpreadExpressionList.theoreticalOptionPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVolFromSpan, 2).ToString(),
false, optionSpreadExpressionList.impliedVolFromSpan);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(optionSpreadExpressionList.settlementImpliedVol, 2).ToString(),
false, optionSpreadExpressionList.settlementImpliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.RFR,
optionSpreadExpressionList.riskFreeRate.ToString(),
false, optionSpreadExpressionList.riskFreeRate);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_TRANS,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders);
//fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
// true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.delta, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.delta);
// //int numberOfContracts = (int)optionStrategies[optionSpreadCounter].optionStrategyParameters[
// // (int)TBL_STRATEGY_STATE_FIELDS.currentPosition].stateValueParsed[legCounter];
// //fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].admLegInfo[legCounter].rowIndex,
// // (int)OPTION_LIVE_ADM_DATA_COLUMNS.SPREAD_QTY,
// // numberOfContracts.ToString(), true, numberOfContracts);
// }
}
}
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay);
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta);
// optionSpreadCounter++;
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
