protected void onCreateTradeNotification(object state)
{
var trade = state.GetType() == typeof(Trade) ? (Trade)state : ((TradeBookingEvent)state).Trade;
trade.Id = "###DUMMY_TRADE_ID" + _numId++ + "###";
_placeHolders[trade.PlaceHolder] = trade.Id;
if (_tradingEventTable != null)
{
_tradingEventTable.OnUpdate(0, trade.Epic, new ReplayPositionUpdateInfo(trade.TradingTime, trade.Epic, trade.Id, trade.Reference, "OPEN", "ACCEPTED", trade.Size, trade.Price, trade.Direction));
}
}
/*
* void IAbstractStreamingClient.GetMarketDetails(MarketData mktData)
* {
* var mktLevels = _reader.GetMarketLevels(_startTime, new List<string> { mktData.Id }).Values.First();
* Market mkt = new Market();
* mkt.epic = mktData.Id;
* mkt.high = mktLevels.High; mkt.low = mktLevels.Low; mkt.bid = mktLevels.CloseBid; mkt.offer = mktLevels.CloseOffer;
* mktData.Levels = new MarketLevels(mkt.epic, mkt.low.Value, mkt.high.Value, mkt.bid.Value, mkt.offer.Value);
* }*/
protected void replay(Dictionary <string, List <CqlQuote> > priceData, IHandyTableListener tableListener)
{
DateTime curtime = _startTime;
while (priceData.Count > 0)
{
DateTimeOffset minNextTime = _stopTime;
ReplayUpdateInfo nextUpdate = null;
List <string> epicsToDelete = new List <string>();
foreach (var epicQuotes in priceData)
{
if (epicQuotes.Value.Count == 0)
{
epicsToDelete.Add(epicQuotes.Key);
}
else
{
if (epicQuotes.Value[0].t <= minNextTime)
{
minNextTime = epicQuotes.Value[0].t;
nextUpdate = new ReplayUpdateInfo(epicQuotes.Value[0]);
}
}
}
if (nextUpdate == null)
{
foreach (var epic in epicsToDelete)
{
priceData.Remove(epic);
}
}
else
{
priceData[nextUpdate.Id].RemoveAt(0);
if (_samplingMs != -1)
{
if ((nextUpdate.Time - curtime).TotalMilliseconds < _samplingMs)
{
continue;
}
curtime = nextUpdate.Time;
}
tableListener.OnUpdate(0, nextUpdate.Id, nextUpdate);
if (_closing.Signaled)
{
_closing.Set();
break;
}
}
}
}
/*
void IAbstractStreamingClient.GetMarketDetails(MarketData mktData)
{
var mktLevels = _reader.GetMarketLevels(_startTime, new List<string> { mktData.Id }).Values.First();
Market mkt = new Market();
mkt.epic = mktData.Id;
mkt.high = mktLevels.High; mkt.low = mktLevels.Low; mkt.bid = mktLevels.CloseBid; mkt.offer = mktLevels.CloseOffer;
mktData.Levels = new MarketLevels(mkt.epic, mkt.low.Value, mkt.high.Value, mkt.bid.Value, mkt.offer.Value);
}*/
protected void replay(Dictionary<string, List<CqlQuote>> priceData, IHandyTableListener tableListener)
{
DateTime curtime = _startTime;
while (priceData.Count > 0)
{
DateTimeOffset minNextTime = _stopTime;
ReplayUpdateInfo nextUpdate = null;
List<string> epicsToDelete = new List<string>();
foreach (var epicQuotes in priceData)
{
if (epicQuotes.Value.Count == 0)
epicsToDelete.Add(epicQuotes.Key);
else
{
if (epicQuotes.Value[0].t <= minNextTime)
{
minNextTime = epicQuotes.Value[0].t;
nextUpdate = new ReplayUpdateInfo(epicQuotes.Value[0]);
}
}
}
if (nextUpdate == null)
{
foreach (var epic in epicsToDelete)
priceData.Remove(epic);
}
else
{
priceData[nextUpdate.Id].RemoveAt(0);
if (_samplingMs != -1)
{
if ((nextUpdate.Time - curtime).TotalMilliseconds < _samplingMs)
continue;
curtime = nextUpdate.Time;
}
tableListener.OnUpdate(0, nextUpdate.Id, nextUpdate);
if (_closing.Signaled)
{
_closing.Set();
break;
}
}
}
}
