public void loadSecurityMaster()
{
string [] lines = File.ReadAllLines(@"c:\windows\s2trading\zmqhubresource\contractdetails\SecurityMaster.csv");
foreach (string line in lines)
{
if (line.Contains("ScripNo"))
{
continue;
}
//ScripNo,Exch,series,symbol,opttype,StrikePrice,ExpiryDate,MLot
//ScripNo underlyingScripNo Instrument symbol tradeSymbol MLot expiryDate StrikePrice OptType
string[] arr = line.Split(',');
string TokenNo = arr[0];
string UnderlyingScripNo = arr[1];
string Instrument = arr[2];
string Symbol = arr[3];
string TradeSymbol = arr[4];
string MLot = arr[5];
string ExpiryDate = arr[6];
string StrikePrice = arr[7];
string OptType = arr[8];
string fullname = arr[9];
SecurityMaster data = new SecurityMaster(TokenNo, UnderlyingScripNo, Instrument, Symbol, TradeSymbol, MLot, ExpiryDate, StrikePrice, OptType, fullname);
dictSecurityMaster[TokenNo] = data;
}
}
public void loadSecurityMaster()
{
string [] lines = File.ReadAllLines(@"C:\s2trading\zmqhubresource\SecurityMaster.csv");
foreach (string line in lines)
{
if (line.Contains("ScripNo"))
{
continue;
}
//ScripNo,Exch,series,symbol,opttype,StrikePrice,ExpiryDate,MLot
string[] arr = line.Split(',');
string ScripNo = arr[0];
string Exch = arr[1];
string series = arr[2];
string symbol = arr[3];
string opttype = arr[4];
string StrikePrice = arr[5];
string ExpiryDate = arr[6];
string MLot = arr[7];
SecurityMaster data = new SecurityMaster(ScripNo, Exch, series, symbol, opttype, StrikePrice, ExpiryDate, MLot);
dictSecurityMaster[ScripNo] = data;
// ScripNo -> Symbol -> Exch -> Series -> Expiry -> OptType -> Strike
}
}
public void AddListItemMethod()
{
//String myItem;
if (ScannerBox.qfeed.Count > 0)
{
Feed feed = ScannerBox.qfeed.Dequeue();
try
{
string symbol = "";
string expiry = "";
string strike = "";
string callput = "";
if (ScannerDashboard.dictSecurityMaster.ContainsKey(feed.tokenno))
{
SecurityMaster secMaster = ScannerDashboard.dictSecurityMaster[feed.tokenno];
symbol = secMaster.Symbol;
if (secMaster.Instrument != "EQ") // its a future or option stock,then we will get expirydate
{
expiry = secMaster.ExpiryDate;
}
if (secMaster.Instrument == "OPTIDX" || secMaster.Instrument == "OPTSTK")
{
strike = secMaster.StrikePrice;
callput = secMaster.OptType;
}
}
var exisiting = dtFeed.Rows.Find(new Object[] { feed.tokenno });
if (exisiting != null)
{
exisiting.ItemArray = new object[] { feed.tokenno, feed.feedtime, symbol, expiry, strike, callput, feed.ltp, feed.ltq, feed.bidsize, feed.bidprice, feed.askprice, feed.asksize, Convert.ToString(Math.Round((Convert.ToDouble(feed.askprice) - Convert.ToDouble(feed.bidprice)), 2)) }
}
;
else
{
if (ScannerDashboard.dictSecurityMaster.ContainsKey(feed.tokenno))
{
dtFeed.Rows.Add(new Object[] { feed.tokenno, feed.feedtime, symbol, expiry, strike, callput, feed.ltp, feed.ltq, feed.bidsize, feed.bidprice, feed.askprice, feed.asksize, Convert.ToString(Math.Round((Convert.ToDouble(feed.askprice) - Convert.ToDouble(feed.bidprice)), 2)) });
}
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
public void AddListItemMethod()
{
//String myItem;
if (ScannerBox.qfeed.Count > 0)
{
//calculate microseconds
Feed feed = ScannerBox.qfeed.Dequeue();
//calculate microseconds
try
{
string symbol = "";
string expiry = "";
string strike = "";
string callput = "";
long millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
string feedMessage = ScannerBox.qOrgfeed.Dequeue();
feedMessage = feedMessage + "," + millis;
if (ScannerDashboard.dictSecurityMaster.ContainsKey(feed.tokenno))
{
SecurityMaster secMaster = ScannerDashboard.dictSecurityMaster[feed.tokenno];
symbol = secMaster.Symbol;
if (secMaster.Instrument != "EQ") // its a future or option stock,then we will get expirydate
{
expiry = secMaster.ExpiryDate;
}
if (secMaster.Instrument == "OPTIDX" || secMaster.Instrument == "OPTSTK")
{
strike = secMaster.StrikePrice;
callput = secMaster.OptType;
}
}
millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
feedMessage = feedMessage + "," + millis;
var exisiting = dtFeed.Rows.Find(new Object[] { feed.tokenno });
if (exisiting != null)
{
exisiting.ItemArray = new object[] { feed.tokenno, feed.feedtime, symbol, expiry, strike, callput, feed.ltp, feed.ltq, feed.bidsize, feed.bidprice, feed.askprice, feed.asksize, Convert.ToString(Math.Round((Convert.ToDouble(feed.askprice) - Convert.ToDouble(feed.bidprice)), 2)) }
}
;
else
{
if (ScannerDashboard.dictSecurityMaster.ContainsKey(feed.tokenno))
{
dtFeed.Rows.Add(new Object[] { feed.tokenno, feed.feedtime, symbol, expiry, strike, callput, feed.ltp, feed.ltq, feed.bidsize, feed.bidprice, feed.askprice, feed.asksize, Convert.ToString(Math.Round((Convert.ToDouble(feed.askprice) - Convert.ToDouble(feed.bidprice)), 2)) });
}
}
millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
feedMessage = feedMessage + "," + millis;
//calculate microseconds
//Log into file.
//feed, time1, time2, time3, time4, time5
File.AppendAllText("D:/FeedLog.txt", feedMessage + "\n");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
