private void PriceUpdateHandler(IPriceService sender, uint instrumentID, IPrices prices)
{
Application.Current.Dispatcher.Invoke(DispatcherPriority.Normal, (Action) delegate()
{
Instruments[(int)instrumentID].UpdatePrices(prices);
});
}
/// <summary>
/// used to receive updates
/// </summary>
private void _priceUpdateService_NewPricesArrived(IPriceService sender, uint instrumentID, IPrices prices)
{
var price = new Price()
{
AskPx = prices.AskPx,
AskQty = prices.AskQty,
BidPx = prices.BidPx,
BidQty = prices.BidQty,
Volume = prices.Volume,
LastUpdatedDate = DateTime.Now,
InstrumentID = instrumentID
};
_bgWorkerTask.ContinueWith(new Action<Task>((t)=>UpdateToLastPrice(price)), TaskContinuationOptions.PreferFairness);
}
private void PriceUpdateHandler(IPriceService sender, uint instrumentID, IPrices prices)
{
if (_resetFlag)
{
_queue.Add(new Instrument()
{
InstrumentId = instrumentID,
AskPx = prices.AskPx,
AskQty = prices.AskQty,
BidPx = prices.BidPx,
BidQty = prices.BidQty,
Volume = prices.Volume
});
}
}
public void UpdatePrices(IPrices newPrices)
{
if (_stopwatch.Elapsed > RefreshPeriod)
{
DeltaBidPx = ComputeDelta(BidPx, newPrices.BidPx);
DeltaAskPx = ComputeDelta(AskPx, newPrices.AskPx);
BidPx = newPrices.BidPx;
BidQty = newPrices.BidQty;
AskPx = newPrices.AskPx;
AskQty = newPrices.AskQty;
Volume = newPrices.Volume;
_stopwatch.Restart();
}
}
public async Task <IActionResult> Prices([FromServices] IPrices prices, string securityId, DateTime?forDate = null, int dayCount = 5)
{
try
{
var runDate = forDate ?? DateTime.Today.Date;
Logger.LogInformation(default(EventId), message: $"Retrieving Prices for {runDate}; security: {securityId}; for days: {dayCount}.");
var result = await prices
.GetPriceRecords(securityId, runDate, dayCount)
.ConfigureAwait(false);
Logger.LogInformation(default(EventId), message: $"Exit Prices: retrieved {result.Count} records.");
return(new OkObjectResult(result));
}
catch (Exception ex)
{
Logger.LogError(default(EventId), message: "Unexpected Exception:", exception: ex);
return(this.StatusCode(500, $"Unexpected Exception: {ex}"));
}
}
static void PriceUpdateHandler(IPriceService sender, uint instrumentID, IPrices prices)
{
Console.WriteLine("{0}: BidPx: {1:#.##}, AskPx: {2:#.##}, BidQty: {3}, AskQty: {4}, Vol: {5}",
instrumentID, prices.BidPx, prices.AskPx, prices.BidQty, prices.AskQty, prices.Volume);
}
/// <summary>
/// Changes the content of our collection of Instruments
/// This handler is invoked 20 times a second
/// </summary>
/// <param name="sender"></param>
/// <param name="instrumentID"></param>
/// <param name="prices"></param>
void PriceUpdateHandler(IPriceService sender, uint instrumentID, IPrices prices)
{
int instruId = (int)instrumentID;
Prices newPrices = (Prices)prices;
if (tradeItems.ContainsKey(instruId))
{
tradeItemsCollection[instruId].AskPx = newPrices.AskPx;
tradeItemsCollection[instruId].AskQty = newPrices.AskQty;
tradeItemsCollection[instruId].BidPx = newPrices.BidPx;
tradeItemsCollection[instruId].BidQty = newPrices.BidQty;
tradeItemsCollection[instruId].Volume = newPrices.Volume;
// Also set dirty flag to true
tradeItemsCollection[instruId].IsBidPxDirty = true;
tradeItemsCollection[instruId].IsAskPxDirty = true;
}
else
{
tradeItems.Add((int)instrumentID, (Prices)prices);
}
}
public GroceryCart(IPrices prices)
{
_cart = new Dictionary <Item, double>();
_prices = prices; // This will be our pretend db
}
public PriceChange(string name_, IPrices underlying_)
{
m_name = name_;
m_underlying = underlying_;
m_underlying.PropertyChanged += handleUnderlyingChanged;
}
public PriceController(IPrices price)
{
_price = price;
}
static void PriceUpdateHandler(IPriceService sender, uint instrumentID, IPrices prices)
{
Console.WriteLine("{0}: BidPx: {1:#.##}, AskPx: {2:#.##}, BidQty: {3}, AskQty: {4}, Vol: {5}",
instrumentID, prices.BidPx, prices.AskPx, prices.BidQty, prices.AskQty, prices.Volume);
}
