/// <summary>
///
/// </summary>
/// <param name="eventItem"></param>
private void ProcessEvent(Spark.Event eventItem)
{
//Skip over waiting logic if quote event and ignoring quotes
if ((IgnoreQuoteEvents) && (eventItem.Type == Spark.EVENT_QUOTE))
{
return;
}
//Raise event
DateTime sparkEventTime = ApiFunctions.DateTimeFromUnixTimestampSeconds(eventItem.Time);
if (sparkEventTime > _latestMarketTime)
{
_latestMarketTime = sparkEventTime;
}
RaiseEvent(new EventFeedArgs(eventItem, _latestMarketTime));
//Wait before playing next event while replay is pause
while ((IsPaused) && (!_isSteppingForward))
{
System.Threading.Thread.Sleep(100);
}
if (_isSteppingForward)
{
_isSteppingForward = false;
}
}
/// <summary>
/// EventFeedArgs constructor
/// </summary>
/// <param name="eventItem">Spark event</param>
/// <param name="timestamp">Observation timestamp</param>
internal EventFeedArgs(Spark.Event eventItem, DateTime timestamp)
{
Event = eventItem;
TimeStamp = timestamp;
var adjustedValues = ApiFunctions.GetSymbolExchange(eventItem.Code, eventItem.Exchange);
Symbol = adjustedValues.Item1;
Exchange = adjustedValues.Item2;
}
/// <summary>
/// Extension method for the Spark.Event struct that converts a Spark event into LimitOrder that can be submitted
/// into the LimitOrderBook
/// </summary>
/// <param name="eventItem">Spark event</param>
internal static LimitOrder ToLimitOrder(this Spark.Event eventItem)
{
MarketSide side = ApiFunctions.GetMarketSide(eventItem.Flags);
int price = eventItem.Price;
int volume = (int)eventItem.Volume;
DateTime timeStamp = DateTimeFromUnixTimestampSeconds(eventItem.Time);
return(new LimitOrder(side, price, volume, timeStamp));
}
/// <summary>
/// Return that date that Spark considers the current day using current day request method and getting first event
/// </summary>
public static DateTime GetCurrentSparkDate()
{
DateTime result = DateTime.Today;
ApiControl.Instance.Connect();
Spark.Exchange exchange;
if (ApiFunctions.GetSparkExchange("ASX", out exchange))
{
result = DateTimeFromUnixTimestampSeconds(exchange.Date);
}
return(result);
}
/// <summary>
/// Convert Spark.Event struct into tab-separted human readable string
/// </summary>
/// <param name="eventItem">Spark event item</param>
internal static string ToOutputString(this Spark.Event eventItem)
{
System.Text.StringBuilder result = new StringBuilder();
result.Append(DateTimeFromUnixTimestampSeconds(eventItem.Time).ToMarketDateTime() + "\t");
result.Append(Spark.EventTypeToStr(eventItem.Type) + "\t");
result.Append(eventItem.Code + "\t");
result.Append(eventItem.Exchange + "\t");
result.Append(ApiFunctions.GetMarketSide(eventItem.Flags).ToString() + "\t");
result.Append(eventItem.Price.ToPriceString() + "\t");
result.Append(eventItem.Volume + "\t");
result.Append(Spark.ConditionCodesToStr(eventItem.ConditionCodes, eventItem.Exchange) + "\t");
result.Append(eventItem.Flags + "\t");
result.Append(Spark.StateToStr(eventItem.State) + "\t");
result.Append(eventItem.Position + "\t");
result.Append(Spark.QuoteBasesToStr(eventItem.QuoteBases, eventItem.Exchange) + "\t");
result.Append(eventItem.Reference + "\t");
result.Append(eventItem.Count + "\t");
return(result.ToString());
}
/// <summary>
/// Creates a Spark.Stock reference for the specified security and exchange.
/// </summary>
/// <param name="symbol">Security symbol</param>
/// <param name="exchange">Security exchange</param>
/// <param name="stock">Stock reference generated by the method</param>
/// <returns>TRUE if Spark was able to create the specified stock, else FALSE</returns>
internal static bool GetSparkStock(string symbol, string exchange, out Spark.Stock stock)
{
//Get internal spark security symbol
Tuple <string, string> sparkSymbolExchange = ApiFunctions.GetSparkSymbolExchange(symbol, exchange);
//Get reference to stock
string identifier = sparkSymbolExchange.Item1 + "." + sparkSymbolExchange.Item2;
Debug.WriteLine(DateTime.Now.ToString("HH:mm:ss.fff") + "\t" + "Initiating event feed for " + identifier);
stock = new Spark.Stock();
if (!Spark.GetStock(ref stock, sparkSymbolExchange.Item1, sparkSymbolExchange.Item2))
{
Console.WriteLine("Can't get {0}: {1}", identifier, Spark.DescribeError(Spark.GetLastError()));
return(false);
}
//Wait to allow Spark API to data access
System.Threading.Thread.Sleep(1000);
return(true);
}