public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(confirms)))
{
ProcessConfirmsMessage(confirms);
}
if (!(String.IsNullOrEmpty(opu)))
{
ProcessOpuMessage(opu);
}
if (!(String.IsNullOrEmpty(wou)))
{
ProcessWouMessage(wou);
}
}
catch (Exception ex)
{
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var receivers = _tradingService.CandleReceivers.OfType <TicksDataReceiver>().Where(r => itemName.Contains(r.Epic)).ToList();
if (receivers.Count > 0)
{
var bidStr = update.GetNewValue("BID");
var offerStr = update.GetNewValue("OFR");
if (bidStr == null || offerStr == null)
{
return;
}
var bid = Convert.ToDouble(bidStr);
var offer = Convert.ToDouble(offerStr);
receivers.ForEach(r => r.AddTick(bid, offer));
}
}
catch (Exception ex)
{
}
}
void IHandyTableListener.OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
// if all null values simply return.
if (IsUpdateNull(update))
{
return;
}
try
{
if (MessageReceived == null)
{
return;
}
TDto value = _messageConverter.Convert(update);
var args = new MessageEventArgs <TDto>(_adapter, _channel + "." + _topic, value, _phase);
MessageReceived(this, args);
}
catch (Exception ex)
{
Logger.Error(ex);
// TODO: lightstreamer swallows errors thrown here - live with it or fix lightstreamer client code
throw;
}
}
public void Animate(IUpdateInfo update, string field, Dictionary<int, UpdateCell> TextMap)
{
string oldval = update.GetOldValue(field);
string newval = update.GetNewValue(field);
int action = 0;
try
{
if (Convert.ToDouble(oldval) > Convert.ToDouble(newval))
action = -1;
else
action = 1;
}
catch (FormatException)
{
// ignore
}
foreach (UpdateCell cell in TextMap.Values)
{
if (action > 0)
cell.AnimateUp();
else if (action < 0)
cell.AnimateDown();
else
cell.AnimateSame();
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var posUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var position in _positionsViewModel.Positions)
{
if (position.Model.Epic == epic)
{
position.Model.Bid = posUpdate.Bid;
position.Model.MarketStatus = posUpdate.MarketState;
position.Model.Offer = posUpdate.Offer;
position.Model.NetChange = posUpdate.Change;
position.Model.PctChange = posUpdate.ChangePct;
position.Model.Low = posUpdate.Low;
position.Model.High = posUpdate.High;
position.Model.Open = posUpdate.MidOpen;
position.Model.LsItemName = itemName;
}
}
}
catch (Exception ex)
{
_positionsViewModel.UpdatePositionMessage(ex.Message);
}
}
//HACK: Is it working and is correct?
private bool CompareVersions(IUpdateInfo updateInfo, string version)
{
if (updateInfo.Version == string.Empty)
{
return(false);
}
string updateVersion = updateInfo.Version.Split('-').GetValue(0).ToString();
string currentVersion = Info.version.Split('-').GetValue(0).ToString();
string[] _updateVersion = updateVersion.Split('.');
string[] _currentVersion = currentVersion.Split('.');
int updateMajor = int.Parse(_updateVersion[0]);
int updateMinor = int.Parse(_updateVersion[1]);
int updateBuild = int.Parse(_updateVersion[2]);
int major = int.Parse(_currentVersion[0]);
int minor = int.Parse(_currentVersion[1]);
int build = int.Parse(_currentVersion[2]);
if (updateMajor > major)
{
return(true);
}
if (updateMinor > minor)
{
return(true);
}
if (updateBuild > build)
{
return(true);
}
return(false);
}
protected override L1LsPriceData LoadUpdate(IUpdateInfo update)
{
try
{
var l1LsPriceData = new L1LsPriceData
{
//If you don't subscribe to the data then you cannot obtain it without an exception
//MidOpen = StringToNullableDecimal(update.GetNewValue("MID_OPEN")),
Bid = StringToNullableDecimal(update.GetNewValue("BID")),
//Change = StringToNullableDecimal(update.GetNewValue("CHANGE")),
//ChangePct = StringToNullableDecimal(update.GetNewValue("CHANGE_PCT")),
//High = StringToNullableDecimal(update.GetNewValue("HIGH")),
//Low = StringToNullableDecimal(update.GetNewValue("LOW")),
//MarketDelay = StringToNullableInt(update.GetNewValue("MARKET_DELAY")),
//MarketState = update.GetNewValue("MARKET_STATE"),
Offer = StringToNullableDecimal(update.GetNewValue("OFFER")),
UpdateTime = EpocStringToNullableDateTime(update.GetNewValue("UPDATE_TIME")),
};
return(l1LsPriceData);
}
catch (Exception ex)
{
return(null);
}
}
protected override ChartCandelData LoadUpdate(IUpdateInfo update)
{
try
{
var updateData = new ChartCandelData
{
Bid = new HlocData {
High = StringToNullableDecimal(update.GetNewValue("BID_HIGH")), Low = StringToNullableDecimal(update.GetNewValue("BID_LOW")), Open = StringToNullableDecimal(update.GetNewValue("BID_OPEN")), Close = StringToNullableDecimal(update.GetNewValue("BID_CLOSE"))
},
Offer = new HlocData {
High = StringToNullableDecimal(update.GetNewValue("OFR_HIGH")), Low = StringToNullableDecimal(update.GetNewValue("OFR_LOW")), Open = StringToNullableDecimal(update.GetNewValue("OFR_OPEN")), Close = StringToNullableDecimal(update.GetNewValue("OFR_CLOSE"))
},
LastTradedPrice = new HlocData {
High = StringToNullableDecimal(update.GetNewValue("LTP_HIGH")), Low = StringToNullableDecimal(update.GetNewValue("LTP_LOW")), Open = StringToNullableDecimal(update.GetNewValue("LTP_OPEN")), Close = StringToNullableDecimal(update.GetNewValue("LTP_CLOSE"))
},
LastTradedVolume = StringToNullableDecimal(update.GetNewValue("LTV")),
IncrimetalTradingVolume = StringToNullableDecimal(update.GetNewValue("TTV")),
UpdateTime = EpocStringToNullableDateTime(update.GetNewValue("UTM")),
DayMidOpenPrice = StringToNullableDecimal(update.GetNewValue("DAY_OPEN_MID")),
DayChange = StringToNullableDecimal(update.GetNewValue("DAY_NET_CHG_MID")),
DayChangePct = StringToNullableDecimal(update.GetNewValue("DAY_PERC_CHG_MID")),
DayHigh = StringToNullableDecimal(update.GetNewValue("DAY_HIGH")),
DayLow = StringToNullableDecimal(update.GetNewValue("DAY_LOW")),
TickCount = StringToNullableInt(update.GetNewValue("CONS_TICK_COUNT"))
};
var conEnd = StringToNullableInt(update.GetNewValue("CONS_END"));
updateData.EndOfConsolidation = conEnd.HasValue ? conEnd > 0 : (bool?)null;
return(updateData);
}
catch (Exception)
{
return(null);
}
}
void IHandyTableListener.OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
if (update != null)
{
if (update.NumFields != 0)
{
if ((update.ToString().Replace(" ", "") == "[(null)]") ||
(update.ToString().Replace(" ", "") == "[null]"))
{
if (_lastUpdate.HasValue)
{
if ((DateTime.Now - _lastUpdate.Value).TotalSeconds < 10)
{
if (_nullUpdateCount++ % 5 == 0)
{
Log.Instance.WriteEntry("Ignored null update", System.Diagnostics.EventLogEntryType.Warning);
}
return;
}
_lastUpdate = DateTime.Now;
_nullUpdateCount = 0;
}
else
{
_lastUpdate = DateTime.Now;
return;
}
Log.Instance.WriteEntry("Null update, synchronizing positions...", System.Diagnostics.EventLogEntryType.Warning);
Synchronize();
return;
}
Log.Instance.WriteEntry("Incoming position update: " + update.ToString());
bool updateProcessed = false;
foreach (var item in _positions)
{
if (item.Value.OnUpdate(update))
{
updateProcessed = true;
break;
}
}
foreach (var tradingSet in _tradingSets)
{
foreach (var pos in tradingSet.Value.Positions)
{
if (pos.OnUpdate(update))
{
updateProcessed = true;
break;
}
}
}
if (!updateProcessed)
{
Log.Instance.WriteEntry("Unexpected update, synchronizing positions... update: " + update.ToString(), System.Diagnostics.EventLogEntryType.Warning);
Synchronize();
}
}
}
}
/// <summary>
/// 设置修改人信息
/// </summary>
/// <param name="updateInfo">被赋值的实体</param>
/// <param name="updateID">创建人ID</param>
/// <param name="updateName">创建人名称</param>
public static void SetUpdateInfo(this IUpdateInfo updateInfo, int?updateID = 0, string updateName = "")
{
updateInfo.UpdateIP = Req.GetIP();
updateInfo.UpdateAt = DateTime.Now;
updateInfo.UpdateID = updateID;
updateInfo.UpdateName = updateName;
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var browseUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var market in _browseViewModel.BrowseMarkets)
{
if (market.Model.Epic == epic)
{
market.Model.LsItemName = itemName;
market.Model.Bid = browseUpdate.Bid;
market.Model.Offer = browseUpdate.Offer;
market.Model.NetChange = browseUpdate.Change;
market.Model.PctChange = browseUpdate.ChangePct;
market.Model.Low = browseUpdate.Low;
market.Model.High = browseUpdate.High;
market.Model.Open = browseUpdate.MidOpen;
market.Model.MarketStatus = browseUpdate.MarketState;
}
}
}
catch (Exception ex)
{
//Display in text box..
_browseViewModel.BrowseData = ex.Message;
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var wlmUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
var model = _tradingService.Instruments.FirstOrDefault(m => m.Epic == epic);
if (model != null)
{
model.Epic = epic;
model.Bid = wlmUpdate.Bid;
model.Offer = wlmUpdate.Offer;
model.NetChange = wlmUpdate.Change;
model.PctChange = wlmUpdate.ChangePct;
model.Low = wlmUpdate.Low;
model.High = wlmUpdate.High;
model.Open = wlmUpdate.MidOpen;
//_marketViewModel.UpdateTime = wlmUpdate.UpdateTime;
model.MarketStatus = wlmUpdate.MarketState;
}
}
catch (Exception ex)
{
}
}
public void OnItemUpdate(int phase, int itemPos, string itemName, IUpdateInfo update)
{
if (!App.checkPhase(phase))
{
return;
}
Dictionary <int, UpdateCell> TextMap;
if (RowMap.TryGetValue(itemPos, out TextMap))
{
for (int i = 0; i < App.fields.Length; i++)
{
string field = App.fields[i];
if (update.IsValueChanged(field) || update.Snapshot)
{
UpdateCell cell;
if (TextMap.TryGetValue(i, out cell))
{
cell.SetText(update.GetNewValue(field));
if (field.Equals("last_price"))
{
cell.Animate(update, field, TextMap);
}
}
}
}
}
Debug.WriteLine("OnItemUpdate: " + itemName + ", " + update + ", pos: " + itemPos);
}
public void Animate(IUpdateInfo update, string field, Dictionary <int, UpdateCell> TextMap)
{
string oldval = update.GetOldValue(field);
string newval = update.GetNewValue(field);
int action = 0;
try
{
if (Convert.ToDouble(oldval) > Convert.ToDouble(newval))
{
action = -1;
}
else
{
action = 1;
}
} catch (FormatException) {
// ignore
}
foreach (UpdateCell cell in TextMap.Values)
{
if (action > 0)
{
cell.AnimateUp();
}
else if (action < 0)
{
cell.AnimateDown();
}
else
{
cell.AnimateSame();
}
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
_watchlistsViewModel.WatchlistL1PriceUpdates = L1PriceUpdates(itemPos, itemName, update);
var wlmUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var watchlistItem in _watchlistsViewModel.WatchlistMarkets)
{
if (watchlistItem.Model.Epic == epic)
{
watchlistItem.Model.Epic = epic;
watchlistItem.Model.Bid = wlmUpdate.Bid;
watchlistItem.Model.Offer = wlmUpdate.Offer;
watchlistItem.Model.NetChange = wlmUpdate.Change;
watchlistItem.Model.PctChange = wlmUpdate.ChangePct;
watchlistItem.Model.Low = wlmUpdate.Low;
watchlistItem.Model.High = wlmUpdate.High;
watchlistItem.Model.Open = wlmUpdate.MidOpen;
watchlistItem.UpdateTime = wlmUpdate.UpdateTime;
watchlistItem.Model.MarketStatus = wlmUpdate.MarketState;
}
}
}
catch (Exception ex)
{
_watchlistsViewModel.WatchlistL1PriceUpdates = ex.Message;
}
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo updateInfo)
{
string key = updateInfo.GetNewValue("key");
string action = updateInfo.GetNewValue("command");
FeedMessage feedMsg = new FeedMessage();
int indexOfSchemaSpliter = itemName.IndexOf('#');
string schemacode = itemName.Remove(indexOfSchemaSpliter);
IEnumerable <dsSchema.SchemaInfoRow> rows = m_dsSchema.SchemaInfo.Where(r => r.SchemaCode == schemacode);
Dictionary <string, string> data = new Dictionary <string, string>();
foreach (dsSchema.SchemaInfoRow dr in rows)
{
string fieldName = dr.FieldName;
string value = updateInfo.GetNewValue(dr.FieldName.Trim());
if (fieldName == "command" || fieldName == "key")
{
continue;
}
data.Add(fieldName, value);
}
feedMsg.ItemName = itemName;
feedMsg.DataItems = data;
feedMsg.Code = key.Trim();
feedMsg.Action = action.Trim();
m_ReceivedFeedBCollecion.Add(feedMsg);
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var ordUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var order in _ordersViewModel.Orders)
{
if (order.Model.Epic == epic)
{
order.Model.LsItemName = itemName;
order.Model.Bid = ordUpdate.Bid;
order.Model.Offer = ordUpdate.Offer;
order.Model.NetChange = ordUpdate.Change;
order.Model.PctChange = ordUpdate.ChangePct;
order.Model.Low = ordUpdate.Low;
order.Model.High = ordUpdate.High;
order.Model.Open = ordUpdate.MidOpen;
order.Model.MarketStatus = ordUpdate.MarketState;
}
}
}
catch (Exception ex)
{
// Display in text box.
_ordersViewModel.OrderData = ex.Message;
}
}
private void Flow(IProgressWindow prgWin)
{
prgWin.AppendLog("获取信息中", 10);
IUpdateInfo info = InfoGetter.Get();
prgWin.AppendLog("获取信息完毕,正在解析", 20);
prgWin.SetUpdateContent(info.UpdateContent);
IEnumerable <IFile> needUpdateFile = Differ.Diff(info.Files, GetLocalFiles());
if (needUpdateFile.Count() == 0)
{
prgWin.AppendLog("无需更新!", 100);
Thread.Sleep(4000);
prgWin.Finish();
return;
}
int downloadingFile = 0;
Downloader.DownloadedAFile += (s, e) =>
{
downloadingFile++;
prgWin.SetProgress(20 + (100 / needUpdateFile.Count() * downloadingFile * 80));
prgWin.AppendLog($"正在下载并更新{downloadingFile}/{needUpdateFile.Count()}");
};
Downloader.Download(needUpdateFile);
prgWin.AppendLog("结束,三秒后退出", 100);
Thread.Sleep(3000);
prgWin.Finish();
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Trade Subscription Update");
try
{
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(opu)))
{
UpdateTs(itemPos, itemName, update, opu, TradeSubscriptionType.Opu);
}
if (!(String.IsNullOrEmpty(wou)))
{
UpdateTs(itemPos, itemName, update, wou, TradeSubscriptionType.Wou);
}
if (!(String.IsNullOrEmpty(confirms)))
{
UpdateTs(itemPos, itemName, update, confirms, TradeSubscriptionType.Confirm);
}
}
catch (Exception ex)
{
_applicationViewModel.ApplicationDebugData += "Exception thrown in TradeSubscription Lightstreamer update" + ex.Message;
}
}
protected override ChartTickData LoadUpdate(IUpdateInfo update)
{
try
{
var updateData = new ChartTickData
{
Bid = StringToNullableDecimal(update.GetNewValue("BID")),
Offer = StringToNullableDecimal(update.GetNewValue("OFR")),
LastTradedPrice = StringToNullableDecimal(update.GetNewValue("LTP")),
LastTradedVolume = StringToNullableDecimal(update.GetNewValue("LTV")),
IncrimetalTradingVolume = StringToNullableDecimal(update.GetNewValue("TTV")),
UpdateTime = EpocStringToNullableDateTime(update.GetNewValue("UTM")),
DayMidOpenPrice = StringToNullableDecimal(update.GetNewValue("DAY_OPEN_MID")),
DayChange = StringToNullableDecimal(update.GetNewValue("DAY_NET_CHG_MID")),
DayChangePct = StringToNullableDecimal(update.GetNewValue("DAY_PERC_CHG_MID")),
DayHigh = StringToNullableDecimal(update.GetNewValue("DAY_HIGH")),
DayLow = StringToNullableDecimal(update.GetNewValue("DAY_LOW"))
};
return(updateData);
}
catch (Exception)
{
return(null);
}
}
public void OnItemUpdate(int itemPos, string itemName, IUpdateInfo update)
{
if (textMeshFound && suscribedItemName.Equals(itemName))
{
textMeshStr = update.GetNewValue(1) + ": " + update.GetNewValue(2); //update.ToString();
}
Debug.Log("OnItemUpdate: " + itemName + ", update: " + update);
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Console.WriteLine(NotifyUpdate(update) +
" for " + itemName + ":" +
NotifyValue(update, "last_price") +
NotifyValue(update, "time") +
NotifyValue(update, "pct_change"));
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Console.WriteLine(NotifyUpdate(update) +
" for " + itemPos + ":" +
" key = " + update.GetNewValue(1) +
" command = " + update.GetNewValue(2) +
NotifyValue(update, 3, "qty"));
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Console.WriteLine(NotifyUpdate(update) +
" for " + itemName + ":" +
NotifyValue(update, "last_price") +
NotifyValue(update, "time") +
NotifyValue(update, "pct_change"));
}
public void UpdateReceived(int ph, int itemPos, IUpdateInfo update)
{
if (ph != this.phase)
{
return;
}
demoForm.BeginInvoke(updateDelegate, new Object[] { itemPos, update });
}
public async Task DownloadUpdate(IUpdateInfo updateInfo)
{
Console.WriteLine("Downloading update...");
using (WebClient client = new WebClient())
{
client.Headers.Add("Accept: text/html, application/xhtml+xml, */*");
client.Headers.Add("User-Agent: Mozilla/5.0 (compatible; MSIE 9.0; Windows NT 6.1; WOW64; Trident/5.0)");
await client.DownloadFileTaskAsync(updateInfo.DownloadURL, zipPath);
}
}
// <Summary>
// Lighstreamer callback - Order price updates...
// </Summary>
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
_form.AppendStreamingDataMessage(GetL1Prices(itemPos, itemName, update));
}
catch (Exception ex)
{
_form.AppendStreamingDataMessage(ex.Message);
}
}
private string NotifyValue(IUpdateInfo update, string fldName)
{
string newValue = update.GetNewValue(fldName);
string notify = " " + fldName + " = " + (newValue != null ? newValue : "null");
if (update.IsValueChanged(fldName))
{
string oldValue = update.GetOldValue(fldName);
notify += " (was " + (oldValue != null ? oldValue : "null") + ")";
}
return notify;
}
/// <summary>
///
/// </summary>
/// <param name="baseDir"></param>
/// <returns></returns>
private static List <Inf> GetUpdateInfos(DirectoryInfo baseDir)
{
List <Inf> list = new List <Inf>();
FileInfo[] files = baseDir.GetFiles();
foreach (FileInfo file in files)
{
if (!string.Equals(".dll", file.Extension, StringComparison.OrdinalIgnoreCase) && !string.Equals(".exe", file.Extension, StringComparison.OrdinalIgnoreCase))
{
continue;
}
try {
Assembly ass = Assembly.LoadFrom(file.FullName);
Type[] types = ass.GetTypes();
foreach (Type type in types)
{
try {
if (!type.IsAbstract)
{
if (typeof(IUpdateInfo).IsAssignableFrom(type))
{
IUpdateInfo ui = ass.CreateInstance(type.FullName) as IUpdateInfo;
if (ui != null && !string.IsNullOrEmpty(ui.UpdateInfoURL))
{
list.Add(new Inf(ui.GetType().Assembly.GetName().Name, ui.UpdateInfoURL, ass.GetName().Version));
}
}
}
} catch (Exception) {
}
}
} catch (ReflectionTypeLoadException rte) {
foreach (Type type in rte.Types)
{
try {
if (!type.IsAbstract)
{
if (typeof(IUpdateInfo).IsAssignableFrom(type))
{
IUpdateInfo ui = type.Assembly.CreateInstance(type.FullName) as IUpdateInfo;
if (ui != null && !string.IsNullOrEmpty(ui.UpdateInfoURL))
{
list.Add(new Inf(ui.GetType().Assembly.GetName().Name, ui.UpdateInfoURL, type.Assembly.GetName().Version));
}
}
}
} catch (Exception) {
}
}
} catch (Exception) {
}
}
return(list);
}
/// <summary>
/// It seems some streams have a 'spin-up' process that can return an all null update
/// until the data starts streaming. We were not catching this and null updates were
/// sometimes throwing exceptions that were logged and then swallowed by LS. I think
/// a better way is to determine if the update is emtpy (null) and simply not fire if so.
///
/// Follows is a very simple check
/// </summary>
/// <param name="update"></param>
/// <returns></returns>
private static bool IsUpdateNull(IUpdateInfo update)
{
for (int i = 1; i < update.NumFields + 1; i++)
{
object value = update.IsValueChanged(i) ? update.GetNewValue(i) : update.GetOldValue(i);
if (value != null)
{
return(false);
}
}
return(true);
}
private string NotifyValue(IUpdateInfo update, string fldName)
{
string newValue = update.GetNewValue(fldName);
string notify = " " + fldName + " = " + (newValue != null ? newValue : "null");
if (update.IsValueChanged(fldName))
{
string oldValue = update.GetOldValue(fldName);
notify += " (was " + (oldValue != null ? oldValue : "null") + ")";
}
return(notify);
}
new public void RTUpdates(IUpdateInfo update)
{
if (!update.ItemName.Equals(this.ItemName))
{
return;
}
if (update.IsValueChanged("message"))
{
Debug.Log("Message:" + update.GetNewValue("message"));
GetComponent <TextMesh>().text = update.GetNewValue("message");
}
}
private static string GetCurrentValue(IUpdateInfo updateInfo, int pos)
{
string value;
if (updateInfo.IsValueChanged(pos))
{
value = updateInfo.GetNewValue(pos);
}
else
{
value = updateInfo.GetOldValue(pos);
}
return(value);
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Stock stock = gridModel[itemPos - 1];
stock.StockName = update.GetNewValue("stock_name");
stock.LastPrice = update.GetNewValue("last_price");
stock.Time = update.GetNewValue("time");
stock.PctChange = update.GetNewValue("pct_change");
stock.BidQuantity = update.GetNewValue("bid_quantity");
stock.Bid = update.GetNewValue("bid");
stock.Ask = update.GetNewValue("ask");
stock.AskQuantity = update.GetNewValue("ask_quantity");
stock.Min = update.GetNewValue("min");
stock.Max = update.GetNewValue("max");
stock.RefPrice = update.GetNewValue("ref_price");
stock.OpenPrice = update.GetNewValue("open_price");
this.page.setData(this.phase, stock);
}
// <Summary>
// Lighstreamer callback - Order price updates...
// </Summary>
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
_form.AppendStreamingDataMessage(GetL1Prices(itemPos, itemName, update));
}
catch (Exception ex)
{
_form.AppendStreamingDataMessage(ex.Message);
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Trade Subscription Update");
try
{
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(opu)))
{
UpdateTs(itemPos, itemName, update, opu, TradeSubscriptionType.Opu);
}
if (!(String.IsNullOrEmpty(wou)))
{
UpdateTs(itemPos, itemName, update, wou, TradeSubscriptionType.Wou);
}
if (!(String.IsNullOrEmpty(confirms)))
{
UpdateTs(itemPos, itemName, update, confirms, TradeSubscriptionType.Confirm);
}
}
catch (Exception ex)
{
_applicationViewModel.ApplicationDebugData += "Exception thrown in TradeSubscription Lightstreamer update" + ex.Message;
}
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
listener.OnItemUpdate(phase, itemPos, itemName, update);
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
this.slClient.UpdateReceived(this.phase, itemPos, update);
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
//listener.OnItemUpdate(phase, itemPos, itemName, update);
Debug.WriteLine(update.ToString());
}
public virtual void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
_form.AppendStreamingDataMessage("trade confirm: " + update.GetNewValue("CONFIRMS"));
_form.AppendStreamingDataMessage("open position updates: " + update.GetNewValue("OPU"));
_form.AppendStreamingDataMessage("working order updates: " + update.GetNewValue("WOU"));
}
public string GetL1Prices(int itemPos, string itemName, IUpdateInfo update)
{
return L1PriceUpdates(itemPos, itemName, update);
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var browseUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var market in _browseViewModel.BrowseMarkets)
{
if (market.Model.Epic == epic)
{
market.Model.LsItemName = itemName;
market.Model.Bid = browseUpdate.Bid;
market.Model.Offer = browseUpdate.Offer;
market.Model.NetChange = browseUpdate.Change;
market.Model.PctChange = browseUpdate.ChangePct;
market.Model.Low = browseUpdate.Low;
market.Model.High = browseUpdate.High;
market.Model.Open = browseUpdate.MidOpen;
market.Model.MarketStatus = browseUpdate.MarketState;
}
}
}
catch (Exception ex)
{
//Display in text box..
_browseViewModel.BrowseData = ex.Message;
}
}
private void OnLightstreamerUpdate(int item, IUpdateInfo values)
{
dataGridview.SuspendLayout();
if (this.isDirty)
{
this.isDirty = false;
CleanGrid();
}
DataGridViewRow row = dataGridview.Rows[item - 1];
ArrayList cells = new ArrayList();
int len = values.NumFields;
for (int i = 0; i < len; i++) {
if (values.IsValueChanged(i + 1)) {
string val = values.GetNewValue(i + 1);
DataGridViewCell cell = row.Cells[i];
switch (i) {
case 1: // last_price
case 5: // bid
case 6: // ask
case 8: // min
case 9: // max
case 10: // ref_price
case 11: // open_price
double dVal = Double.Parse(val, CultureInfo.GetCultureInfo("en-US").NumberFormat);
cell.Value = dVal;
break;
case 3: // pct_change
double dVal2 = Double.Parse(val, CultureInfo.GetCultureInfo("en-US").NumberFormat);
cell.Value = dVal2;
cell.Style.ForeColor = ((dVal2 < 0.0) ? Color.Red : Color.Green);
break;
case 4: // bid_quantity
case 7: // ask_quantity
int lVal = Int32.Parse(val);
cell.Value = lVal;
break;
case 2: // time
DateTime dtVal = DateTime.Parse(val);
cell.Value = dtVal;
break;
default: // stock_name, ...
cell.Value = val;
break;
}
if (blinkEnabled) {
cell.Style.BackColor = blinkOnColor;
cells.Add(cell);
}
}
}
dataGridview.ResumeLayout();
if (blinkEnabled) {
long now = DateTime.Now.Ticks;
ScheduleBlinkOff(cells, now);
}
}
public L1LsPriceData GetL1PricesData(int itemPos, string itemName, IUpdateInfo update)
{
return L1LsPriceUpdateData(itemPos, itemName, update);
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var ordUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var order in _ordersViewModel.Orders)
{
if (order.Model.Epic == epic)
{
order.Model.LsItemName = itemName;
order.Model.Bid = ordUpdate.Bid;
order.Model.Offer = ordUpdate.Offer;
order.Model.NetChange = ordUpdate.Change;
order.Model.PctChange = ordUpdate.ChangePct;
order.Model.Low = ordUpdate.Low;
order.Model.High = ordUpdate.High;
order.Model.Open = ordUpdate.MidOpen;
order.Model.MarketStatus = ordUpdate.MarketState;
}
}
}
catch (Exception ex)
{
// Display in text box.
_ordersViewModel.OrderData = ex.Message;
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
_form.AppendStreamingDataMessage("account balance update - P/L : " + update.GetNewValue("PNL"));
_form.AppendStreamingDataMessage("account balance update - DEPOSIT : " + update.GetNewValue("DEPOSIT"));
_form.AppendStreamingDataMessage("account balance update - AVAILABLE_CASH : " + update.GetNewValue("AVAILABLE_CASH"));
}
public bool OnUpdate(IUpdateInfo update)
{
if (update == null)
return false;
if (update.NumFields == 0)
return false;
JavaScriptSerializer json_serializer = new JavaScriptSerializer();
if ((update.ToString().Replace(" ", "") == "[(null)]") || (update.ToString().Replace(" ", "") == "[null]"))
return false;
Log.Instance.WriteEntry("Incoming position update: " + update.ToString());
var json = json_serializer.DeserializeObject(update.ToString());
if (json.GetType().ToString() == "System.Object[]")
{
object[] objs = (object[])json;
if (objs != null)
{
foreach (var obj in objs)
{
var trade_notification = (Dictionary<string, object>)obj;
if (trade_notification != null)
{
if (trade_notification["channel"].ToString() != "PublicRestOTC")
{
Log.Instance.WriteEntry("Incoming trade from a different channel: " + trade_notification["channel"].ToString(), System.Diagnostics.EventLogEntryType.Information);
return false;
}
if (trade_notification["epic"].ToString() == _name)
{
if (trade_notification["dealStatus"].ToString() == "ACCEPTED")
{
if (trade_notification["status"].ToString() == "OPEN")
{
if (!openTrade(trade_notification))
{
Log.Instance.WriteEntry("Could not process an open order: " + update.ToString(), System.Diagnostics.EventLogEntryType.Error);
return false;
}
return true;
}
else if (trade_notification["status"].ToString() == "DELETED")
{
if (!closeTrade(trade_notification))
{
Log.Instance.WriteEntry("Could not process an close order: " + update.ToString(), System.Diagnostics.EventLogEntryType.Error);
return false;
}
return true;
}
}
else
{
// deal rejected
return rejectTrade(trade_notification);
}
}
}
}
}
}
return false;
}
private string NotifyUpdate(IUpdateInfo update)
{
return update.Snapshot ? "snapshot" : "update";
}
public void UpdateReceived(int ph, int itemPos, IUpdateInfo update)
{
lock (this)
{
if (ph != this.phase)
{
return;
}
demoForm.Invoke(updateDelegate, new Object[] { itemPos, update });
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
L1LsPriceData priceData = L1LsPriceUpdateData(itemPos, itemName, update);
foreach (var data in (from MarketData mktData in MarketData where itemName.Contains(mktData.Id) select mktData).ToList())
{
var curTime = Config.ParseDateTimeUTC(priceData.UpdateTime);
if (Config.PublishingOpen(curTime))
data.FireTick(curTime, priceData); // Timestamps from IG are GMT (i.e. equivalent to UTC)
}
}
catch (SEHException exc)
{
Log.Instance.WriteEntry("Market data update interop error: " + exc.ToString() + ", Error code: " + exc.ErrorCode, EventLogEntryType.Error);
}
catch (Exception ex)
{
Log.Instance.WriteEntry("Market data update error: " + ex.ToString(), System.Diagnostics.EventLogEntryType.Error);
throw;
}
}
private void UpdateLogs(object sender, IUpdateInfo messages)
{
Dispatcher.BeginInvoke(new Action(() =>
{
ExecutionBar.Value += messages.GetCounter;
if (!(bool)UpdatePBOnly.IsChecked || ExecutionBar.Value>=ExecutionBar.Maximum)
{
AddLog(messages.GetMessage);
AddLog("Files copied: " + ExecutionBar.Value + "/" + ExecutionBar.Maximum, false);
}
}));
}
public void OnItemUpdate(int phase, int itemPos, string itemName, IUpdateInfo update)
{
if (!App.checkPhase(phase))
{
return;
}
Dictionary<int, UpdateCell> TextMap;
if (RowMap.TryGetValue(itemPos, out TextMap))
{
for (int i = 0; i < App.fields.Length; i++)
{
string field = App.fields[i];
if (update.IsValueChanged(field) || update.Snapshot)
{
UpdateCell cell;
if (TextMap.TryGetValue(i, out cell))
{
cell.SetText(update.GetNewValue(field));
if (field.Equals("last_price"))
cell.Animate(update, field, TextMap);
}
}
}
}
Debug.WriteLine("OnItemUpdate: " + itemName + ", " + update + ", pos: " + itemPos);
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
var accountUpdates = StreamingAccountDataUpdates(itemPos, itemName, update);
if ((itemPos != 0) && (itemPos <= _applicationViewModel.Accounts.Count))
{
var index = 0; // we are subscription to the current account ( which will be account index 0 ).
_applicationViewModel.Accounts[index].AmountDue = accountUpdates.AmountDue;
_applicationViewModel.Accounts[index].AvailableCash = accountUpdates.AvailableCash;
_applicationViewModel.Accounts[index].Deposit = accountUpdates.Deposit;
_applicationViewModel.Accounts[index].ProfitLoss = accountUpdates.ProfitAndLoss;
_applicationViewModel.Accounts[index].UsedMargin = accountUpdates.UsedMargin;
}
}
public L1LsPriceData L1LsPriceUpdateData (int itemPos, string itemName, IUpdateInfo update)
{
var lsL1PriceData = new L1LsPriceData();
try
{
var midOpen = update.GetNewValue("MID_OPEN");
var high = update.GetNewValue("HIGH");
var low = update.GetNewValue("LOW");
var change = update.GetNewValue("CHANGE");
var changePct = update.GetNewValue("CHANGE_PCT");
var updateTime = update.GetNewValue("UPDATE_TIME");
var marketDelay = update.GetNewValue("MARKET_DELAY");
var marketState = update.GetNewValue("MARKET_STATE");
var bid = update.GetNewValue("BID");
var offer = update.GetNewValue("OFFER");
if (!String.IsNullOrEmpty(midOpen))
{
lsL1PriceData.MidOpen = Convert.ToDecimal(midOpen);
}
if (!String.IsNullOrEmpty(high))
{
lsL1PriceData.High = Convert.ToDecimal(high);
}
if (!String.IsNullOrEmpty(low))
{
lsL1PriceData.Low = Convert.ToDecimal(low);
}
if (!String.IsNullOrEmpty(change))
{
lsL1PriceData.Change = Convert.ToDecimal(change);
}
if (!String.IsNullOrEmpty(changePct))
{
lsL1PriceData.ChangePct = Convert.ToDecimal(changePct);
}
if (!String.IsNullOrEmpty(updateTime))
{
lsL1PriceData.UpdateTime = updateTime;
}
if (!String.IsNullOrEmpty(marketDelay))
{
lsL1PriceData.MarketDelay = Convert.ToInt32(marketDelay);
}
if (!String.IsNullOrEmpty(marketState))
{
lsL1PriceData.MarketState = marketState;
}
if (!String.IsNullOrEmpty(bid))
{
lsL1PriceData.Bid = Convert.ToDecimal(bid);
}
if (!String.IsNullOrEmpty(offer))
{
lsL1PriceData.Offer = Convert.ToDecimal(offer);
}
}
catch (Exception)
{
}
return lsL1PriceData;
}
public IgPublicApiData.TradeSubscriptionModel UpdateTs(int itemPos, string itemName, IUpdateInfo update, string inputData, TradeSubscriptionType updateType)
{
var tsm = new IgPublicApiData.TradeSubscriptionModel();
try
{
var tradeSubUpdate = JsonConvert.DeserializeObject<LsTradeSubscriptionData>(inputData);
tsm.DealId = tradeSubUpdate.dealId;
tsm.AffectedDealId = tradeSubUpdate.affectedDealId;
tsm.DealReference = tradeSubUpdate.dealReference;
tsm.DealStatus = tradeSubUpdate.dealStatus.ToString();
tsm.Direction = tradeSubUpdate.direction.ToString();
tsm.ItemName = itemName;
tsm.Epic = tradeSubUpdate.epic;
tsm.Expiry = tradeSubUpdate.expiry;
tsm.GuaranteedStop = tradeSubUpdate.guaranteedStop;
tsm.Level = tradeSubUpdate.level;
tsm.Limitlevel = tradeSubUpdate.limitLevel;
tsm.Size = tradeSubUpdate.size;
tsm.Status = tradeSubUpdate.status.ToString();
tsm.StopLevel = tradeSubUpdate.stopLevel;
switch (updateType)
{
case TradeSubscriptionType.Opu:
tsm.TradeType = "OPU";
break;
case TradeSubscriptionType.Wou:
tsm.TradeType = "WOU";
break;
case TradeSubscriptionType.Confirm:
tsm.TradeType = "CONFIRM";
break;
}
SmartDispatcher.BeginInvoke(() =>
{
if (_applicationViewModel != null)
{
_applicationViewModel.UpdateDebugMessage("TradeSubscription received : " + tsm.TradeType);
_applicationViewModel.TradeSubscriptions.Add(tsm);
if ((tradeSubUpdate.affectedDeals != null) && (tradeSubUpdate.affectedDeals.Count > 0))
{
foreach (var ad in tradeSubUpdate.affectedDeals)
{
var adm = new IgPublicApiData.AffectedDealModel
{
AffectedDeal_Id = ad.dealId,
AffectedDeal_Status = ad.status
};
_applicationViewModel.AffectedDeals.Add(adm);
}
}
}
});
}
catch (Exception ex)
{
_applicationViewModel.ApplicationDebugData += ex.Message;
}
return tsm;
}
private void CopyTo(FileInfo f, string outputFolder, ref int currentNumber, string outputMask, string numberOfDigits, bool overwriteFiles, HashSet<IMapEntry> map, bool updatePBOnly)
{
if (_cancellationToken != null && !_cancellationToken.IsCancellationRequested)
{
int currentNumberTemp = currentNumber;
string newName = outputFolder + GetNewName(ref currentNumberTemp, outputMask, numberOfDigits);
f.CopyTo(newName, overwriteFiles);
map.Add(new MapEntry(new DirectoryInfo(f.FullName), new DirectoryInfo(newName)));
currentNumber = currentNumberTemp;
if (_progress != null)
{
if(_updateInfo==null)
_updateInfo=new UpdateInfo();
_updateInfo.AddMessage(String.Format("File: {0} was copied as: {1}", f.FullName, newName));
if (_updateInfo.UpdateTime.AddMilliseconds(200)<System.DateTime.Now)
{
_progress.Report((IUpdateInfo)_updateInfo.Clone());
if (updatePBOnly)
_updateInfo.ResetCounter();
else
_updateInfo = null;
}
}
}
}
public StreamingAccountData StreamingAccountDataUpdates(int itemPos, string itemName, IUpdateInfo update)
{
var streamingAccountData = new StreamingAccountData();
try
{
var pnl = update.GetNewValue("PNL");
var deposit = update.GetNewValue("DEPOSIT");
var usedMargin = update.GetNewValue("USED_MARGIN");
var amountDue = update.GetNewValue("AMOUNT_DUE");
var availableCash = update.GetNewValue("AVAILABLE_CASH");
if (!String.IsNullOrEmpty(pnl))
{
streamingAccountData.ProfitAndLoss = Convert.ToDecimal(pnl);
}
if (!String.IsNullOrEmpty(deposit))
{
streamingAccountData.Deposit = Convert.ToDecimal(deposit);
}
if (!String.IsNullOrEmpty(usedMargin))
{
streamingAccountData.UsedMargin = Convert.ToDecimal(usedMargin);
}
if (!String.IsNullOrEmpty(amountDue))
{
streamingAccountData.AmountDue = Convert.ToDecimal(amountDue);
}
if (!String.IsNullOrEmpty(availableCash))
{
streamingAccountData.AmountDue = Convert.ToDecimal(availableCash);
}
}
catch (Exception)
{
}
return streamingAccountData;
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var posUpdate = L1LsPriceUpdateData(itemPos, itemName, update);
var epic = itemName.Replace("L1:", "");
foreach (var position in _positionsViewModel.Positions)
{
if (position.Model.Epic == epic)
{
position.Model.Bid = posUpdate.Bid;
position.Model.MarketStatus = posUpdate.MarketState;
position.Model.Offer = posUpdate.Offer;
position.Model.NetChange = posUpdate.Change;
position.Model.PctChange = posUpdate.ChangePct;
position.Model.Low = posUpdate.Low;
position.Model.High = posUpdate.High;
position.Model.Open = posUpdate.MidOpen;
position.Model.LsItemName = itemName;
}
}
}
catch (Exception ex)
{
_positionsViewModel.UpdatePositionMessage(ex.Message);
}
}
public string L1PriceUpdates(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Item Position: " + itemPos);
sb.AppendLine("Item Name: " + itemName);
try
{
var midOpen = update.GetNewValue("MID_OPEN");
var high = update.GetNewValue("HIGH");
var low = update.GetNewValue("LOW");
var change = update.GetNewValue("CHANGE");
var changePct = update.GetNewValue("CHANGE_PCT");
var updateTime = update.GetNewValue("UPDATE_TIME");
var marketDelay = update.GetNewValue("MARKET_DELAY");
var marketState = update.GetNewValue("MARKET_STATE");
var bid = update.GetNewValue("BID");
var offer = update.GetNewValue("OFFER");
if (!String.IsNullOrEmpty(midOpen))
{
sb.AppendLine("mid open: " + midOpen);
}
if (!String.IsNullOrEmpty(high))
{
sb.AppendLine("high: " + high);
}
if (!String.IsNullOrEmpty(low))
{
sb.AppendLine("low: " + low);
}
if (!String.IsNullOrEmpty(change))
{
sb.AppendLine("change: " + change);
}
if (!String.IsNullOrEmpty(changePct))
{
sb.AppendLine("change percent: " + changePct);
}
if (!String.IsNullOrEmpty(updateTime))
{
sb.AppendLine("update time: " + updateTime);
}
if (!String.IsNullOrEmpty(marketDelay))
{
sb.AppendLine("market delay: " + marketDelay);
}
if (!String.IsNullOrEmpty(marketState))
{
sb.AppendLine("market state: " + marketState);
}
if (!String.IsNullOrEmpty(bid))
{
sb.AppendLine("bid: " + bid);
}
if (!String.IsNullOrEmpty(offer))
{
sb.AppendLine("offer: " + offer);
}
}
catch (Exception ex)
{
sb.AppendLine("Exception in L1 Prices");
sb.AppendLine(ex.Message);
}
return sb.ToString();
}
