public void SetCurrentSession(FUTINFO.session sess, DateTime SrvTmLocal, int timeTolMS)
{
SessionNumber = sess.sess_id;
if (CUtilTime.InTmInterval(SrvTmLocal, sess.begin, sess.end, timeTolMS))
{
SessionBegin = sess.begin;
SessionEnd = sess.end;
SessionType = EnmSessionTypes.SessDay;
_client.GUIBox.UpdateSessionString(SessionBegin, SessionEnd);
}
else if (sess.eve_on == 1 && CUtilTime.InTmInterval(SrvTmLocal, sess.eve_begin, sess.eve_end, timeTolMS))
{
SessionBegin = sess.eve_begin;
SessionEnd = sess.eve_end;
SessionType = EnmSessionTypes.SessEvening;
_client.GUIBox.UpdateSessionString(SessionBegin, SessionEnd);
}
else if (sess.mon_on == 1 && CUtilTime.InTmInterval(SrvTmLocal, sess.mon_begin, sess.mon_end, timeTolMS))
{
SessionBegin = sess.mon_begin;
SessionEnd = sess.mon_end;
SessionType = EnmSessionTypes.SessMorningAdditional;
_client.GUIBox.UpdateSessionString(SessionBegin, SessionEnd);
}
}
public void OnSessionExpired(FUTINFO.session sess)
{
//first update lstSessions
UpateLstSessions(sess);
//after update start clering process
int tol = 1000;
//advance check that session expired
if (_client.ServerTime > sess.end.AddMilliseconds(-tol))
{
(new Task(TaskCheckUnsavedSessionsAndClearing)).Start();
}
}
public CRawSession(FUTINFO.session sess)
{
ReplId = sess.replID;
ReplRev = sess.replRev;
Sess_id = sess.sess_id;
State = sess.state;
Begin = sess.begin;
End = sess.end;
Cl_begin = sess.inter_cl_begin;
Cl_end = sess.inter_cl_end;
Cl_state = sess.inter_cl_state;
Eve_on = sess.eve_on;
Eve_begin = sess.eve_begin;
Eve_end = sess.eve_end;
Mon_on = sess.mon_on;
Mon_begin = sess.mon_begin;
Mon_end = sess.mon_end;
}
/// <summary>
/// Add session to session list if it is not already in this list.
///
/// Call from
/// 1) CSessionBox.Update
/// 2) On session expired
/// </summary>
public void UpateLstSessions(FUTINFO.session sess)
{
if (!_lstSessions.Exists(a => a.StockExchangedSessionId == sess.sess_id))
{
int isCompleted = 0;
int tol = 1000;
if (_client.ServerTime > sess.end.AddMilliseconds(-tol))
{
isCompleted = 1;
}
_lstSessions.Add(new CDBSession
{
DtBegin = sess.eve_begin,
DtEnd = sess.end,
StockExchangedSessionId = sess.sess_id,
IsCompleted = isCompleted,
stock_exchange_id = _client.StockExchId
});
Log("Added new session id=" + sess.sess_id);
}
}
public void Update(FUTINFO.session sess)
{
// UpdateLatestRcvdSess(sess);
m_listRawSession.Add(new CRawSession(sess));
// Session is active. Possible to add and cancel orders
DateTime SrvTmLocal = _client.ServerTimeLocal();
int timeTolMS = 1000;
Log("Update SrvTmLocal=" + SrvTmLocal + " begin=" + sess.begin + " end=" + sess.end + " state=" + sess.state +
" eve_begin=" + sess.eve_begin + " eve_end=" + sess.eve_end + " eve_on" + sess.eve_on +
" mon_begin=" + sess.mon_begin + " end=" + sess.mon_end + " mon_on=" + sess.mon_on +
" IsSessionActive=" + _client.IsSessionActive);
_interClearingState = (EnmFORTSInerClearingSate)sess.inter_cl_state;
if (sess.state == (int)EnmFORTSSessionState.S1_SessionActiveTradeEnabled)
{
_client.GUIBox.SessionState = 1;
Log("S1_SessionActiveTradeEnabled");
//check time also
if (CUtilTime.InTmInterval(SrvTmLocal, sess.begin, sess.end, timeTolMS) ||
(sess.eve_on == 1 && CUtilTime.InTmInterval(SrvTmLocal, sess.eve_begin, sess.eve_end, timeTolMS)) ||
(sess.mon_on == 1 && CUtilTime.InTmInterval(SrvTmLocal, sess.mon_begin, sess.mon_end, timeTolMS))
)
{
Log("Is in interval");
m_curentSessionRaw = new CRawSession(sess);
m_currSession.SetCurrentSession(sess, SrvTmLocal, timeTolMS);
if (!_client.IsSessionActive)
{
_client.OnSessionActivate();
_client.IsSessionActive = true;
_client.SessionCurrent = sess.sess_id;
//m_plaza2Connector.DtSessionCurrentBegin = sess.begin;
_sessionCurrentNum = sess.sess_id;
_sessionCurrentBegin = sess.eve_begin;
Log("IsSessionActive = true;");
if (CUtilTime.InTmInterval(SrvTmLocal, sess.inter_cl_end, sess.end, timeTolMS))
{
_clientP2.OnIntradayClearingEnd();
}
if (CUtilTime.InTmInterval(SrvTmLocal, sess.end, sess.eve_begin, timeTolMS))
{
_clientP2.OnEveningClearingEnd();
}
if ((CUtilTime.InTmInterval(SrvTmLocal, sess.mon_begin, sess.mon_end, timeTolMS) && sess.mon_on == 1) ||
(CUtilTime.InTmInterval(SrvTmLocal, sess.begin, sess.end, timeTolMS) && sess.mon_on == 0))
{
_client.OnNightEnded();
}
}
if (!_client.IsPossibleToCancelOrders)
{
_client.IsPossibleToCancelOrders = true;
_client.OnEnableCancellOrders();
}
}
}
else //session is not active
{
if (sess.sess_id < m_currSession.SessionNumber)
{
Log("sess.sess_id < m_currSession.SessionNumber exiting");
return;
}
_client.GUIBox.SessionState = 0;
int s1 = _client.SessionCurrent;
int s2 = sess.sess_id;
Log("else...");
//not possible to add orders
if (_client.IsSessionActive)
{
_client.OnSessionDeactivate();
_client.IsSessionActive = false;
}
//... but possible to cancel orders
if (sess.state == (int)EnmFORTSSessionState.S0_SessionWasSet || sess.state == (int)EnmFORTSSessionState.S2_SessionNotActiveTradeDisabled)
{
Log("EnmSessionState.S0_SessionWasSet || sess.state == S2_SessionNotActiveTradeDisabled");
if (!_client.IsPossibleToCancelOrders)
{
_client.IsPossibleToCancelOrders = true;
_client.OnEnableCancellOrders();
}
if (CUtilTime.InTmInterval(SrvTmLocal, sess.inter_cl_begin, sess.inter_cl_end, timeTolMS))
{
_client.OnIntradeyClearingBegin();
}
if (CUtilTime.InTmInterval(SrvTmLocal, sess.end, sess.eve_begin, timeTolMS))
{
_clientP2.OnEveningClearingBegin();
}
if ((SrvTmLocal > sess.eve_end && SrvTmLocal < sess.mon_begin && sess.mon_on == 1) ||
(SrvTmLocal > sess.eve_end && SrvTmLocal < sess.begin && sess.mon_on == 0))
{
_client.OnNightStarted();
}
}
else if (sess.state == (int)EnmFORTSSessionState.S4_SessionExpired)
{
if (CUtilTime.InTmInterval(SrvTmLocal, sess.end, sess.eve_begin, timeTolMS))
{
_client.OnDaySessionExpired();
}
//if session online end expired than day session finished
if (_client.IsSessionOnline)
{
OnSessionExpired(sess);
}
}
else //not possible cancell orders
{
Log("not possible cancell orders");
if (_client.IsPossibleToCancelOrders)
{
_client.IsPossibleToCancelOrders = false;
_client.OnDisableCancellOrders();
}
}
}
foreach (CBotBase bt in _client.ListBots)
{
bt.Recalc("", EnmBotEventCode.OnSessionUpdate, null);
}
UpateLstSessions(sess);
// UpdateDBSession(sess);
}
