private void frmOrderBook_Load(object sender, EventArgs e)
{
ob = new OneUnified.IQFeed.OrderBook();
lvBid.Columns[0].TextAlign = HorizontalAlignment.Center;
lvBid.Columns[1].TextAlign = HorizontalAlignment.Right;
lvBid.Columns[2].TextAlign = HorizontalAlignment.Right;
lvBid.Columns[3].TextAlign = HorizontalAlignment.Right;
lvBid.Columns[4].TextAlign = HorizontalAlignment.Center;
lvBid.Columns[5].TextAlign = HorizontalAlignment.Right;
for (int i = 1; i <= MaxRowsToShow; i++)
{
string[] items = { "-", "-", "-", "-", "-", "-" };
ListViewItem lvi = new ListViewItem(items);
lvBid.Items.Add(lvi);
}
lvAsk.Columns[0].TextAlign = HorizontalAlignment.Center;
lvAsk.Columns[1].TextAlign = HorizontalAlignment.Right;
lvAsk.Columns[2].TextAlign = HorizontalAlignment.Right;
lvAsk.Columns[3].TextAlign = HorizontalAlignment.Right;
lvAsk.Columns[4].TextAlign = HorizontalAlignment.Center;
lvAsk.Columns[5].TextAlign = HorizontalAlignment.Right;
for (int i = 1; i <= MaxRowsToShow; i++)
{
string[] items = { "-", "-", "-", "-", "-", "-" };
ListViewItem lvi = new ListViewItem(items);
lvAsk.Items.Add(lvi);
}
}
private void frmOrderBook_Load(object sender, EventArgs e)
{
//Console.WriteLine("frmOrderBook_Load");
ob = new OneUnified.IQFeed.OrderBook();
lvOrderBookView2.Columns[1].TextAlign = HorizontalAlignment.Center;
lvOrderBookView2.Columns[2].TextAlign = HorizontalAlignment.Center;
lvOrderBookView2.Columns[3].TextAlign = HorizontalAlignment.Center;
for (int i = 1; i <= MaxRowsToShow; i++)
{
string[] items = { "", "-", "-", "-" };
ListViewItem lvi = new ListViewItem(items);
lvOrderBookView2.Items.Add(lvi);
}
}
public void RedrawDisplay(OneUnified.IQFeed.OrderBook ob)
{
lock (ob) {
if (ob.slAsk.Count > 0 && ob.slBid.Count > 0)
{
int ix;
MarketMakerBidAsk mmbaBid = (MarketMakerBidAsk)ob.slBid.GetByIndex(0);
MarketMakerBidAsk mmbaAsk = (MarketMakerBidAsk)ob.slAsk.GetByIndex(0);
//double BidTop = mmbaBid.Bid;
//double AskTop = mmbaAsk.Ask;
//int BidTop = (int)Math.Round(100 * mmbaBid.Bid);
int BidTop = mmbaBid.Bid;
//int AskTop = (int)Math.Round(100 * mmbaAsk.Ask);
int AskTop = mmbaAsk.Ask;
int MidPrice = (BidTop + AskTop) / 2;
if (MidPrice != LastMidPrice)
{
HiPrice = MidPrice + NumRowsEachSide;
LoPrice = MidPrice - NumRowsEachSide;
slSizesBid.Clear();
slSizesAsk.Clear();
for (int i = LoPrice; i <= HiPrice; i++)
{
slSizesBid.Add(i, (int)0);
slSizesAsk.Add(i, (int)0);
}
LastMidPrice = MidPrice;
}
else
{
for (int i = LoPrice; i <= HiPrice; i++)
{
slSizesBid[i] = (int)0;
slSizesAsk[i] = (int)0;
}
}
ix = ob.slBidPrice.IndexOfKey(mmbaBid.Bid); // start at highest bid and work down
while (ix >= 0)
{
int val = (int)Math.Round(100 * (double)ob.slBidPrice.GetKey(ix));
if (val < LoPrice)
{
break;
}
if (val > HiPrice)
{
break;
}
slSizesBid[val] = (int)ob.slBidPrice.GetByIndex(ix);
ix--;
}
ix = ob.slAskPrice.IndexOfKey(mmbaAsk.Ask); // start at lowest ask and work up
while (ix < ob.slAskPrice.Count)
{
int val = (int)Math.Round(100 * (double)ob.slAskPrice.GetKey(ix));
if (val < LoPrice)
{
break;
}
if (val > HiPrice)
{
break;
}
slSizesAsk[val] = (int)ob.slAskPrice.GetByIndex(ix);
ix++;
}
/*
* foreach (MarketMakerBidAsk mmba in ob.slBid.Values) {
* int val = (int)Math.Round(100 * mmba.Bid);
* if (val < LoPrice) break;
* if (val > HiPrice) break;
* int size = (int)slSizes[val];
* slSizes[val] = size + mmba.BidSize;
* }
*
* foreach (MarketMakerBidAsk mmba in ob.slAsk.Values) {
* int val = (int)Math.Round(100 * mmba.Ask);
* if (val > HiPrice) break;
* if (val < LoPrice) break;
* int size = (int)slSizes[val];
* slSizes[val] = size + mmba.AskSize;
* }
*/
for (int i = 1; i <= MaxRowsToShow; i++)
{
int pr = (int)slSizesBid.GetKey(i - 1);
double price = (double)pr / 100.0;
int sizeBid = (int)slSizesBid.GetByIndex(i - 1);
int sizeAsk = (int)slSizesAsk.GetByIndex(i - 1);
int j = MaxRowsToShow - i;
lvOrderBookView2.Items[j].SubItems[1].Text = (0 == sizeBid ? "" : sizeBid.ToString());
lvOrderBookView2.Items[j].SubItems[3].Text = (0 == sizeAsk ? "" : sizeAsk.ToString());
lvOrderBookView2.Items[j].SubItems[2].Text = price.ToString(PriceFormat);
lvOrderBookView2.Items[j].SubItems[2].ForeColor = (price == LastTradePrice) ? Color.Green : Color.Black;
/*
* if (pr == MidPrice) {
* lvOrderBookView2.Items[j].SubItems[1].Text = (0 == sizeBid ? "" : sizeBid.ToString());
* lvOrderBookView2.Items[j].SubItems[3].Text = (0 == sizeAsk ? "" : sizeAsk.ToString());
* }
* if (pr > MidPrice) {
* lvOrderBookView2.Items[j].SubItems[1].Text = "";
* lvOrderBookView2.Items[j].SubItems[3].Text = (0 == sizeBid ? "" : size.ToString());
* }
* if (pr < MidPrice) {
* lvOrderBookView2.Items[j].SubItems[1].Text = (0 == size ? "" : size.ToString());
* lvOrderBookView2.Items[j].SubItems[3].Text = "";
* }
* */
}
}
base.Refresh();
}
}
public void RedrawDisplay(OneUnified.IQFeed.OrderBook ob)
{
lock (ob) {
//lock (htMMInfo.SyncRoot) {
int i;
int cumcnt;
int colorix;
Color[] colors = { Color.LightYellow, Color.PaleGoldenrod, Color.Wheat, Color.Goldenrod, Color.DarkGoldenrod,
Color.DarkKhaki, Color.DarkOrange,
Color.Orange, Color.OrangeRed, Color.Red, Color.Crimson };
// Color.LightGoldenrodYellow, , Color.LemonChiffon, Color.Cornsilk, Color.PeachPuff,
//Color[] colors = { Color.Yellow, Color.Green, Color.Blue, Color.Purple, Color.Red };
int cntColors = colors.GetLength(0);
double LastValue = 0;
if (bUpdateDisplay)
{
//Console.WriteLine("OrderBookRefreshTimer_Elapsed");
//bUpdateDisplay = false;
try {
i = 0;
colorix = 0;
cumcnt = 0;
foreach (MarketMakerBidAsk mmba in ob.slAsk.Values)
{
if (0 == i)
{
colorix = 0;
LastValue = mmba.Ask;
}
else
{
if (LastValue != mmba.Ask)
{
LastValue = mmba.Ask;
colorix = ++colorix % cntColors;
}
}
cumcnt += mmba.AskSize;
DisplayLine(lvAsk, i++, colors[colorix], mmba.MMID, mmba.AskInside, cumcnt, mmba.Ask, mmba.AskSize,
new TimeSpan(mmba.LastStamp.Hour, mmba.LastStamp.Minute, mmba.LastStamp.Second));
if (i >= MaxRowsToShow)
{
break;
}
}
while (i < MaxRowsToShow)
{
DisplayLine(lvAsk, i++, Color.White, "", 0, 0, 0, 0, new TimeSpan(0));
}
}
catch (Exception e) {
Console.WriteLine("OrderBookRefreshTimer_Elapsed foreach problem ask\n{0}\n{1}\n{2}\n{3}\n{4}\n{5}",
e.Data, e.HelpLink, e.Message, e.Source, e.StackTrace, e.ToString());
}
try {
i = 0;
colorix = 0;
cumcnt = 0;
foreach (MarketMakerBidAsk mmba in ob.slBid.Values)
{
if (0 == i)
{
colorix = 0;
LastValue = mmba.Bid;
}
else
{
if (LastValue != mmba.Bid)
{
LastValue = mmba.Bid;
colorix = ++colorix % cntColors;
}
}
cumcnt += mmba.BidSize;
DisplayLine(lvBid, i++, colors[colorix], mmba.MMID, mmba.BidInside, cumcnt, mmba.Bid, mmba.BidSize,
new TimeSpan(mmba.LastStamp.Hour, mmba.LastStamp.Minute, mmba.LastStamp.Second));
if (i >= MaxRowsToShow)
{
break;
}
}
while (i < MaxRowsToShow)
{
DisplayLine(lvBid, i++, Color.White, "", 0, 0, 0, 0, new TimeSpan(0));
}
}
catch (Exception e) {
Console.WriteLine("OrderBookRefreshTimer_Elapsed foreach problem bid\n{0}\n{1}\n{2}\n{3}\n{4}\n{5}",
e.Data, e.HelpLink, e.Message, e.Source, e.StackTrace, e.ToString());
}
}
base.Refresh();
//this.Refresh();
}
}