// S22\AUD/CAD\0.92425\0.92590\0.92930\0.92053\D\A\5\0.92333\$
// SA\AUD/USD\Bid\Ask\High\Low\D\A\4\Close\$
public List<CurrencyPair> ParseToCurrencyPair(string message)
{
var pairsList = new List<CurrencyPair>();
if (message.IndexOf('S') == 0)
{
message = message.Remove(0, 1);
}
var m = Regex.Replace(message, @"\r\n?|\n", Environment.NewLine);
var list = m.Split('$');
foreach (var s in list)
{
if (!string.IsNullOrEmpty(s) &&
!s.Contains(Environment.NewLine))
{
var p = s.Split('\\');
if (p.Length == 11)
{
try
{
var pair = new CurrencyPair();
var pairId = p[0];
pair.PairName = p[1];
pair.Ask = Convert.ToDecimal(p[2]);
pair.Bid = Convert.ToDecimal(p[3]);
var high = Convert.ToDecimal(p[4]);
var low = Convert.ToDecimal(p[5]);
var close = Convert.ToDecimal(p[9]);
pairsList.Add(pair);
}
catch (Exception ex)
{
_wrapper.Log.Error(ex.Message);
}
}
else
{
_wrapper.Log.Error("Partial data from data feed");
Console.WriteLine("Partial data from data feed");
}
}
}
return pairsList;
}
//<table>
//<tr>
//<td>EUR/USD</td>
//<td>1376052534888</td>
//<td>1.33</td>
//<td>702</td>
//<td>1.33</td>
//<td>710</td>
//<td>1.33654</td>
//<td>1.33909</td>
//<td>1.33810</td>
//</tr>
public List<CurrencyPair> ParseToCurrencyPair(string message)
{
var pairsList = new List<CurrencyPair>();
try
{
var doc = new HtmlDocument();
doc.LoadHtml(message);
var table =
doc.DocumentNode.SelectSingleNode("//table")
.Descendants("tr")
.Where(tr => tr.Elements("td").Count() > 1)
.Select(tr => tr.Elements("td").Select(td => td.InnerText.Trim()).ToList())
.ToList();
foreach (var t in table)
{
var pair = new CurrencyPair();
pair.PairName = t[0];
pair.Bid = Convert.ToDecimal(t[2] + t[3]);
pair.Ask = Convert.ToDecimal(t[4] + t[5]);
var high = Convert.ToDecimal(t[6]);
var low = Convert.ToDecimal(t[7]);
var close = Convert.ToDecimal(t[8]);
pairsList.Add(pair);
}
}
catch (Exception ex)
{
_wrapper.Log.Error(ex.Message);
Console.WriteLine(ex.Message);
}
return pairsList;
}
private void BroadcastMarketPrice(CurrencyPair pair, string connectionId)
{
Clients.Client(connectionId).UpdateMarketPrice(pair);
}
private void UpdateQuotes(object state)
{
var parameters = (QuotingParameters)state;
if (Sync.ConsolePauseEvent.WaitOne(0, false))
{
BroadcastStatusMessage(parameters.ConnectionId, "Paused");
}
else
{
BroadcastStatusMessage(parameters.ConnectionId, "Processing");
try
{
var pairNames = _customerInfo.GetListOfPairNames(parameters.CustomerId);
foreach (var p in pairNames)
{
var r = _gainCapitalRatesService.GetRate(p);
if (r != null)
{
var spread = _spreadProvider.GetSpread(r.PairName, parameters.CustomerId);
var cp = new CurrencyPair();
cp.PairName = r.PairName;
cp.Bid = r.Bid - spread.SpreadBid;
cp.Ask = r.Ask - spread.SpreadAsk;
cp.SpreadBid = spread.SpreadBid;
cp.SpreadAsk = spread.SpreadAsk;
BroadcastMarketPrice(cp, parameters.ConnectionId);
}
}
}
catch (Exception e)
{
_wrapper.Log.Error(e.Message);
Console.WriteLine(e.Message);
}
}
}
//<Rates>
//<Rate Symbol="EURUSD">
//<Bid>1.32803</Bid>
//<Ask>1.32826</Ask>
//<High>1.32974</High>
//<Low>1.3245</Low>
//<Direction>-1</Direction>
//<Last>06:36:37</Last>
//</Rate>
public List<CurrencyPair> ParseToCurrencyPair(XmlDocument message)
{
var pairsList = new List<CurrencyPair>();
try
{
var parentList = message.ChildNodes;
foreach (XmlNode parentNode in parentList)
{
var childList = parentNode.ChildNodes;
foreach (XmlNode childNode in childList)
{
var pair = new CurrencyPair();
if (childNode.Attributes != null)
{
pair.PairName = (childNode.Attributes["Symbol"].Value);
}
var nodeBid = childNode["Bid"];
if (nodeBid != null)
{
pair.Bid = Convert.ToDecimal(nodeBid.InnerText);
}
var nodeAsk = childNode["Ask"];
if (nodeAsk != null)
{
pair.Ask = Convert.ToDecimal(nodeAsk.InnerText);
}
var nodeHigh = childNode["High"];
if (nodeHigh != null)
{
var high = Convert.ToDecimal(nodeHigh.InnerText);
}
var nodeLow = childNode["Low"];
if (nodeLow != null)
{
var low = Convert.ToDecimal(nodeLow.InnerText);
}
var nodeDir = childNode["Direction"];
if (nodeDir != null)
{
var direction = Convert.ToInt32(nodeDir.InnerText);
}
var nodeLast = childNode["Last"];
if (nodeLast != null)
{
var date = Convert.ToDateTime(nodeLast.InnerText);
}
pairsList.Add(pair);
}
}
}
catch (Exception ex)
{
_wrapper.Log.Error(ex.Message);
Console.WriteLine(ex.Message);
}
return pairsList;
}