}//Shutdown()
#endregion//Public Methods
#region ActiveGrid Update Methods
// *****************************************************************
// **** Active Grid Methods ****
// *****************************************************************
//
//
/// <summary>
/// This method should be called whenever the PositionBookChanges for a specific instrument.
/// The instrument should have already triggered the PositionBookCreated event, but we double check just in case.
/// Then, we proceed to acquire the lock for its fill book, extract data from it, and update all the cells.
/// </summary>
/// <param name="eventArgs"></param>
private void ActiveGridUpdatePosition(FillHub.PositionBookChangedEventArgs eventArgs)
{
InstrumentName instrumentName = eventArgs.Instrument;
if (!m_InstrumentInfos.ContainsKey(instrumentName.FullName))
{
return;
}
// Update info about the position book that changed.
InstrumentRowData info = m_InstrumentInfos[instrumentName.FullName];
IFillBook positionBook;
if (m_FillHub.TryEnterReadBook(instrumentName, out positionBook))
{
info.Position = positionBook.NetPosition;
info.StartingRealPnL = Math.Round(positionBook.RealizedStartingDollarGains, 2);
info.RealPnL = Math.Round(positionBook.RealizedDollarGains, 2);
info.UnrealPnL = Math.Round(positionBook.UnrealizedDollarGains(), 2);
info.AverageCost = Math.Round(positionBook.AveragePrice, info.MarketPriceDecimals);
m_FillHub.ExitReadBook(instrumentName);
}
// Update the cells.
UpdateActiveGridCell(instrumentName.FullName, "Position", info.Position, true);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_StartingRealPnL, info.StartingRealPnL, false);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_RealPnL, info.RealPnL, false);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_UnrealPnL, info.UnrealPnL, false);
UpdateActiveGridCell(instrumentName.FullName, ColumnName_TotalPnL, info.TotalPnL, false);
UpdateActiveGridCell(instrumentName.FullName, "AvePrice", info.AverageCost, false);
// Update group pnl
ActiveGridUpdateGroup(GetProductGroupKey(instrumentName));
}//ActiveGridUpdatePosition()
/// <summary>
/// Must be called by GUI thread.
/// </summary>
private void UpdateRejectList()
{
// Disconnect data source.
this.dataGridView1.SuspendLayout();
this.dataGridView1.DataSource = null;
m_RejectedFills.Clear();
// Create new list.
List <InstrumentName> m_InstrumentNames = new List <InstrumentName>();
m_FillHub.GetInstrumentNames(ref m_InstrumentNames);
foreach (InstrumentName name in m_InstrumentNames)
{
IFillBook positionBook;
if (m_FillHub.TryEnterReadBook(name, out positionBook))
{
if (positionBook is BookLifo)
{
BookLifo book = (BookLifo)positionBook;
book.GetRejectedFills(ref m_RejectedFills);
}
m_FillHub.ExitReadBook(name);
}
}//next instrument name
// Reconnect data source.
this.dataGridView1.DataSource = m_RejectedFills;
this.dataGridView1.ResumeLayout();
}// UpdateRejectList()
}// UpdateInstruments()
//
//
private void UpdateInstrumentDetails()
{
// Get selected fill hub.
if (comboBoxFillHubs.SelectedItem == null)
{
return;
}
string fillHubName = comboBoxFillHubs.SelectedItem.ToString();
FillHub fillHub = null;
if (!m_FillHubs.TryGetValue(fillHubName, out fillHub))
{
return;
}
// Get selected instrument
if (comboBoxInstruments.SelectedItem == null)
{
return;
}
InstrumentName instrument = new InstrumentName();
if (comboBoxInstruments.SelectedItem is InstrumentName)
{
instrument = (InstrumentName)comboBoxInstruments.SelectedItem;
}
// Get information about this instrument.
IFillBook posBook = null;
if ((!instrument.IsEmpty) && fillHub.TryEnterReadBook(instrument, out posBook))
{
double x = posBook.RealizedDollarGains;
this.textBoxRealPnL.Text = x.ToString();
this.textBoxRealPnLNew.Text = "0";
x = posBook.RealizedStartingDollarGains;
this.textBoxStartRealPnL.Text = x.ToString();
this.textBoxStartRealPnLNew.Text = "0";
fillHub.ExitReadBook(instrument);
}
else
{ // No specific instrument is selected
this.textBoxRealPnL.Text = "0";
this.textBoxRealPnLNew.Text = "0";
this.textBoxStartRealPnL.Text = "0";
this.textBoxStartRealPnLNew.Text = "0";
}
}// UpdateInstrumentDetails()
}//UpdateMarketTopics.
//
//
//
//
private void CategorizeTopic(Topic topic)
{
string hubName = topic.HubName;
if (string.IsNullOrEmpty(hubName))
{
hubName = DefaultHubName;
}
// New
Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > > m_Subscriptions = null;
if (!m_SubscriptionsByHubName.TryGetValue(hubName, out m_Subscriptions))
{ // Create a new subscription list for this hub.
m_Subscriptions = new Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > >();
m_SubscriptionsByHubName.Add(hubName, m_Subscriptions);
}
// Create subscription lists for any new Instruments found.
if (topic.Type != SubscriptionType.Unknown && !m_Subscriptions.ContainsKey(topic.Instrument))
{
m_Subscriptions.Add(topic.Instrument, new Dictionary <SubscriptionType, List <Topic> >());
}
Dictionary <SubscriptionType, List <Topic> > subscriptionList; // A list of all subscriptions of the desired type!
if (m_Subscriptions.TryGetValue(topic.Instrument, out subscriptionList))
{
if (!subscriptionList.ContainsKey(topic.Type))
{
subscriptionList.Add(topic.Type, new List <Topic>());
}
List <Topic> topicList;
if (subscriptionList.TryGetValue(topic.Type, out topicList)) // list of subscriptions for desired type and instrument.
{
if (!topicList.Contains(topic))
{ // This is a new topic. The user may ask for same subscription multiple times.
// That would be inefficient, but if he does then this list will contain multiple topics
// that all show the same information.
Log.NewEntry(LogLevel.Minor, "New subscription {0}.", topic);
topicList.Add(topic);
}
else
{ // We have already categorized this topic. Do nothing.
}
}
else
{
Log.NewEntry(LogLevel.Warning, "CategorizeTopic problem 1.");
}
}
else
{
Log.NewEntry(LogLevel.Warning, "CategorizeTopic problem 2.");
}
//
// Calculate initial value.
//
FillHub m_FillHub = null;
if (m_FillHubs.TryGetValue(hubName, out m_FillHub))
{
switch (topic.Type)
{
case SubscriptionType.Position:
FillBookLifo book;
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.NetPosition.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("0");
}
break;
case SubscriptionType.AvePositionCost:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.AveragePrice.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.RealPnL:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.RealizedDollarGains.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.StartingRealPnL:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.RealizedStartingDollarGains.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.UnRealPnL:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.UnrealizedDollarGains().ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.Volume:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.Volume.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.StartingVolume:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.StartingVolume.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
default:
break;
}
}
else
{
topic.SetValue("Unknown HubName");
}
}//CategorizeTopic()
}//ProcessRequest()
//
//
// *********************************************************
// **** Process FillHub Event ****
// *********************************************************
/// <summary>
/// Processes events from a fill hub. Events include PositionBook changed or created events.
/// The fillhub ptr and InstrumentName (corresponding to the book) is passed to us. We lookup any subscription
/// topics for these.
/// </summary>
/// <param name="eventArg"></param>
private void ProcessFillHubEvent(FillHub.PositionBookChangedEventArgs eventArg)
{
FillHub callingHub = eventArg.Sender; // pointer to the particular FillHub from which event was created.
string name = callingHub.Name;
if (string.IsNullOrEmpty(name))
{
name = DefaultHubName;
}
InstrumentName instrument = eventArg.Instrument;
// Search for the FillHub in our list of subscriptions.
Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > > m_Subscriptions = null;
if (!m_SubscriptionsByHubName.TryGetValue(name, out m_Subscriptions))
{
return;
}
Dictionary <SubscriptionType, List <Topic> > subscriptionList;
if (m_Subscriptions.TryGetValue(instrument, out subscriptionList) && subscriptionList.Count > 0)
{ // We have some active subscriptions for this instrument.
string newValue;
FillBookLifo book;
if (callingHub.TryEnterReadBook(instrument, out book))
{ // We found the book that changed its position. Update all things that may have changed.
//
// Update everything about this book.
//
List <Topic> topicList;
if (subscriptionList.TryGetValue(SubscriptionType.Position, out topicList))
{
newValue = book.NetPosition.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.AvePositionCost, out topicList))
{
newValue = book.AveragePrice.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.RealPnL, out topicList))
{
newValue = book.RealizedDollarGains.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingRealPnL, out topicList))
{
newValue = book.RealizedStartingDollarGains.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.UnRealPnL, out topicList))
{
newValue = book.UnrealizedDollarGains().ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.Volume, out topicList))
{
newValue = book.Volume.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingVolume, out topicList))
{
newValue = book.StartingVolume.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
callingHub.ExitReadBook(instrument);
}
else
{ // We have a subscription request for this instrument, we obtained an event from it,
// yet, when we inquire about this instrument, it is unknown!?!?
// This CAN happen whenever an specific fill book is deleted by the user.
List <Topic> topicList;
newValue = "0";
if (subscriptionList.TryGetValue(SubscriptionType.Position, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.AvePositionCost, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.RealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingRealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.UnRealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.Volume, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingVolume, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
}
}
//else
// Log.NewEntry(LogLevel.Minor, "ProcessFillHubEvent: No subscriptions for {0}.",instrument); // user hasn't subscribed to this instrument.
}//ProcessFillHubEvent().