private void DMUpdateInternationalLong(object sender, AxDBCCTRLLib._IDataManagerEvents_UpdateInternationalLongEvent e)
{
//Debug.WriteLine("UPDATE SYMBOL!");
// build a StockInfo object for the update event
StockInfo stockInfo = new StockInfo();
// symbol
stockInfo.Symbol = e.symbol;
// TODO: Do we care about category? e.il.cat?
// time
if (e.il.MonthUpdate != null)
{
string t = e.il.MonthUpdate.ToString() + "/" + e.il.DayUpdate.ToString() + "/" +
e.il.YearUpdate.ToString() + " " + Convert.ToSByte(e.il.HourUpdate).ToString() + ":" +
e.il.MinuteUpdate.ToString() + ":" + e.il.SecondUpdate.ToString();
DateTime tDate = Convert.ToDateTime(t);
stockInfo.LastTime = DataManager.UTCToLocalTime(tDate);
}
if (e.il.Last != null)
{
stockInfo.LastPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.Last), Convert.ToInt16(e.il.Base));
}
if (e.il.Bid != null)
{
stockInfo.BidPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.Bid), Convert.ToInt16(e.il.Base));
}
if (e.il.BidSize != null)
{
stockInfo.BidSize = Convert.ToUInt32(e.il.BidSize);
}
if (e.il.BidExg != null)
{
stockInfo.BidExchange = e.il.BidExg.ToString();
}
if (e.il.Ask != null)
{
stockInfo.AskPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.Ask), Convert.ToInt16(e.il.Base));
}
if (e.il.AskSize != null)
{
stockInfo.AskSize = Convert.ToUInt32(e.il.AskSize);
}
if (e.il.AskExg != null)
{
stockInfo.AskExchange = e.il.AskExg.ToString();
}
if (e.il.High != null)
{
stockInfo.HighPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.High), Convert.ToInt16(e.il.Base));
}
if (e.il.Low != null)
{
stockInfo.LowPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.Low), Convert.ToInt16(e.il.Base));
}
if (e.il.Open != null)
{
stockInfo.OpenPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.Open), Convert.ToInt16(e.il.Base));
}
if (e.il.Prev != null)
{
stockInfo.PreviousPrice = dataManager.BLToDouble(Convert.ToInt32(e.il.Prev), Convert.ToInt16(e.il.Base));
}
if (e.il.TradeVol != null)
{
stockInfo.TradeVolume = Convert.ToUInt32(e.il.TradeVol.ToString());
}
if (e.il.TradeExg != null)
{
stockInfo.TradeExchange = e.il.TradeExg.ToString();
}
if (e.il.TotalVol != null)
{
stockInfo.TotalVolume = Convert.ToUInt32(e.il.TotalVol);
}
// call our wrapped event handler
DMUpdateSymbolArgs args = new DMUpdateSymbolArgs(stockInfo);
if (OnUpdateSymbolDM != null)
{
OnUpdateSymbolDM(this, args);
}
}
public DMUpdateSymbolArgs(StockInfo stockInfo)
{
this.stockInfo = stockInfo;
}
public static void OnUpdateSymbolDM(object wrapper, DMUpdateSymbolArgs args)
{
// StockInfo object holding the new symbol data for this update
StockInfo stockInfo = args.stockInfo;
try
{
// Lock the tables.
Debug.Assert(!ServerMarketData.IsLocked);
ServerMarketData.EquityLock.AcquireReaderLock(Timeout.Infinite);
ServerMarketData.PriceLock.AcquireWriterLock(Timeout.Infinite);
ServerMarketData.SecurityLock.AcquireReaderLock(Timeout.Infinite);
// make sure the symbol is in the hash table - and that we added it to the data manager
if (!symbolToSecurityIdTable.ContainsKey(stockInfo.Symbol))
{
throw new Exception("Received update for unknown symbol: " + stockInfo.Symbol);
}
// get the security id of the symbol
int securityID = (int)symbolToSecurityIdTable[stockInfo.Symbol];
// get the security row
ServerMarketData.SecurityRow securityRow = ServerMarketData.Security.FindBySecurityId(securityID);
if (securityRow == null)
{
throw new Exception("Warning: Could not find security row for symbol: " + stockInfo.Symbol);
}
//int equityId = Security.FindRequiredKey(configurationId, "equityId", externalEquityId);
// Only Equities are priced by this simulator. All others are ignored.
ServerMarketData.EquityRow equityRow = ServerMarketData.Equity.FindByEquityId(securityRow.SecurityId);
if (equityRow != null)
{
// Find a price that matches the equity's default settlement. This is the price record that will be updated
// with the simulated market conditions.
ServerMarketData.PriceRow priceRow = ServerMarketData.Price.FindBySecurityId(securityRow.SecurityId);
if (priceRow == null)
{
priceRow = ServerMarketData.Price.NewPriceRow();
//priceRow.RowVersion = ServerMarketData.RowVersion.Increment();
priceRow.SecurityId = equityRow.EquityId;
priceRow.CurrencyId = equityRow.SettlementId;
priceRow.LastPrice = 0.0M;
priceRow.AskPrice = 0.0M;
priceRow.BidPrice = 0.0M;
priceRow.Volume = 0.0M;
priceRow.ClosePrice = 0.0M;
priceRow.VolumeWeightedAveragePrice = 0.0M;
priceRow.HighPrice = 0.0M;
priceRow.LowPrice = 0.0M;
ServerMarketData.Price.AddPriceRow(priceRow);
}
// set the new values from the real time event into the price row
priceRow.BidSize = stockInfo.BidSize;
priceRow.BidPrice = Convert.ToDecimal(stockInfo.BidPrice);
priceRow.AskPrice = Convert.ToDecimal(stockInfo.AskPrice);
priceRow.AskSize = Convert.ToDecimal(stockInfo.AskSize);
priceRow.LastPrice = Convert.ToDecimal(stockInfo.LastPrice);
priceRow.LastSize = stockInfo.TradeVolume;
priceRow.Volume = Convert.ToDecimal(stockInfo.TotalVolume);
priceRow.VolumeWeightedAveragePrice = (Convert.ToDecimal(stockInfo.LastPrice) + Convert.ToDecimal(stockInfo.OpenPrice)) / 2;
priceRow.OpenPrice = Convert.ToDecimal(stockInfo.OpenPrice);
priceRow.LowPrice = Convert.ToDecimal(stockInfo.LowPrice);
priceRow.HighPrice = Convert.ToDecimal(stockInfo.HighPrice);
priceRow.ClosePrice = Convert.ToDecimal(stockInfo.PreviousPrice);
// increment the RowVersion so the client notices!!!
priceRow.RowVersion = ServerMarketData.RowVersion.Increment();
// commit the changes
priceRow.AcceptChanges();
}
}
catch (Exception exception)
{
String msg = String.Format("{0}, {1}", exception.Message, exception.StackTrace);
// Write the error and stack trace out to the debug listener
//Debug.WriteLine(msg);
MarkThree.EventLog.Warning(msg);
}
finally
{
// Release the global tables.
if (ServerMarketData.EquityLock.IsReaderLockHeld)
{
ServerMarketData.EquityLock.ReleaseReaderLock();
}
if (ServerMarketData.PriceLock.IsWriterLockHeld)
{
ServerMarketData.PriceLock.ReleaseWriterLock();
}
if (ServerMarketData.SecurityLock.IsReaderLockHeld)
{
ServerMarketData.SecurityLock.ReleaseReaderLock();
}
Debug.Assert(!ServerMarketData.IsLocked);
}
}