private void btnConnect_Click(object sender, EventArgs e)
{
/*
* //subscribe to the types you are interested in
* DtcChannel.User.Subscriptions.Add(new SubscriptionType(DtcMessageDirectionEnum.FromDtc, DtcMessageSideEnum.Deliverer, DtcMessageTypeEnum.DeliveryOrder), 0);
* DtcChannel.User.Subscriptions.Add(new SubscriptionType(DtcMessageDirectionEnum.FromDtc, DtcMessageSideEnum.Receiver, DtcMessageTypeEnum.DeliveryOrder), 0);
*
*
* //subscribe to the feed
* DtcChannel.Instance.JoinFeed(calc.DtcActivity[calc.DtcActivity.Count - 1].Id);
*/
IncomingDeliveryOrderObject d = new IncomingDeliveryOrderObject();
d.Id = 147293;
d.DateAndTimeStamp = DateTime.Parse("5/29/2008 13:03");
d.Cusip = "05545E209";
d.DtcStatusIndicator = " ";
d.Receiver = "00005239";
d.Deliverer = "00000773";
d.DelivererReceiverIndicator = "R";
d.ActionCode = "1";
d.ActivityCode = "027";
d.ReasonCode = "020";
d.MoneyValue = 200;
d.ShareQuantity = 100;
DtcChannel.Instance.DtcMessageReceived(d);
}
private void bwt_DoWork(object sender, DoWorkEventArgs e)
{
IncomingDeliveryOrderObject d = (IncomingDeliveryOrderObject)e.Argument;
new Thread((ThreadStart) delegate()
{
this.BeginInvoke((ThreadStart) delegate()
{
try
{
RealTimePositionObject pos = calc.CalculatePosition(d);
UpdatePositions(pos);
//if they are looking at the held up returns, update those positions
if (rbHeldUp.Checked)
{
LoadHeldUp();
}
}
catch (Exception ex)
{
Trace.WriteLine(ex, TraceEnum.LoggedError);
}
});
}).Start();
}
private void RemoveCorrespondingPendingIfIncomingOrderIsAMadeAterPending(IncomingDeliveryOrderObject d)
{
if (cbPendingFilter.Checked)
{
DisplayWOUnecessaryPendings.Add(d);
if (d.Status == DtcMessageStatusEnum.MadeAfterPend)
{
var Pendings = DisplayWOUnecessaryPendings.Where(x => x.Status == DtcMessageStatusEnum.Pending).ToList();
foreach (var P in Pendings)
{
if (P.Cusip == d.Cusip && P.CounterParty == d.CounterParty && P.ShareQuantity == d.ShareQuantity && P.DelivererAccountNum == d.DelivererAccountNum)
{
DisplayWOUnecessaryPendings.Remove(P);
break;
}
}
}
}
}
public PositionSummaryObject(IncomingDeliveryOrderObject d)
{
/*
* Cusip = p.Cusip;
* Symbol = p.Symbol;
* ClearingNo = p.ClearingNo;
*
* if (p.BorrowLoan == "B")
* {
* StartingBorrowQty = p.Quantity.Value;
* StartingBorrowValue = p.ContractValue.Value;
* }
*
* if (p.BorrowLoan == "L")
* {
* StartingLoanQty = p.Quantity.Value;
* StartingLoanValue = p.ContractValue.Value;
* }
* LoanQty = 0;
* BorrowQty = 0;
*/
}
private void ProcessOrders(IncomingDeliveryOrderObject d)
{
try
{
/*
* if (calc.StockPrices.ContainsKey(d.Cusip))
* {
* StockPriceViewObject s = null;
* calc.StockPrices.TryGetValue(d.Cusip, out s);
*
* if (s != null)
* {
* d.Price = (double)s.Price;
* }
*
* }
*/
if ((d.DtcStatusIndicator == " " || d.DtcStatusIndicator == "X") &&
(d.ReasonCode == "260" || d.ReasonCode == "261" || d.ReasonCode == "270" || d.ReasonCode == "271")
)
{
if (d.MessageSide == DtcMessageSideEnum.Receiver)
{
IncomingOrders.Add(d);
}
if (d.MessageSide == DtcMessageSideEnum.Deliverer)
{
OutgoingOrders.Add(d);
}
}
}
catch (Exception)
{
throw;
}
}
private void ColorRows()
{
foreach (DataGridViewRow row in dgvDeliveryOrders.Rows)
{
IncomingDeliveryOrderObject i = (IncomingDeliveryOrderObject)row.DataBoundItem;
if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.Borrow)
{
if (i.Status == DtcMessageStatusEnum.Made || i.Status == DtcMessageStatusEnum.MadeAfterPend)
{
row.DefaultCellStyle.BackColor = txtMadeBorrow.BackColor;
}
else if (i.Status == DtcMessageStatusEnum.Pending)
{
row.DefaultCellStyle.BackColor = txtPendingBorrow.BackColor;
}
else
{
row.DefaultCellStyle.BackColor = Color.Red;
}
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.BorrowReclaimed)
{
row.DefaultCellStyle.BackColor = txtReclaimedBorrows.BackColor;
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.Loan)
{
if (i.Status == DtcMessageStatusEnum.Made || i.Status == DtcMessageStatusEnum.MadeAfterPend)
{
row.DefaultCellStyle.BackColor = txtMadeLoan.BackColor;
}
else if (i.Status == DtcMessageStatusEnum.Pending)
{
row.DefaultCellStyle.BackColor = txtPendingLoan.BackColor;
}
else
{
row.DefaultCellStyle.BackColor = Color.Red;
}
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.LoanReclaimed)
{
row.DefaultCellStyle.BackColor = txtReclaimedLoans.BackColor;
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.ReturnIn)
{
if (i.Status == DtcMessageStatusEnum.Made || i.Status == DtcMessageStatusEnum.MadeAfterPend)
{
row.DefaultCellStyle.BackColor = txtMadeRetunIn.BackColor;
}
else if (i.Status == DtcMessageStatusEnum.Pending)
{
row.DefaultCellStyle.BackColor = txtPendingReturnIn.BackColor;
}
else
{
row.DefaultCellStyle.BackColor = Color.Red;
}
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.ReturnInReclaimed)
{
row.DefaultCellStyle.BackColor = txtReclaimedReturnsIn.BackColor;
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.ReturnOut)
{
if (i.Status == DtcMessageStatusEnum.Made || i.Status == DtcMessageStatusEnum.MadeAfterPend)
{
row.DefaultCellStyle.BackColor = txtMadeReturnOut.BackColor;
}
else if (i.Status == DtcMessageStatusEnum.Pending)
{
row.DefaultCellStyle.BackColor = txtPendingReturnOut.BackColor;
}
else
{
row.DefaultCellStyle.BackColor = Color.Red;
}
}
else if (i.DeliveryOrderDirection == DeliveryOrderDirectionEnum.ReturnOutReclaimed)
{
row.DefaultCellStyle.BackColor = txtReclaimedReturnsOut.BackColor;
}
else
{
row.DefaultCellStyle.BackColor = Color.Red;
}
}
}
//when a new order comes in, recalculate your Positions. There is no need
//to reload g1 data or anything like that.
public RealTimePositionObject CalculatePosition(IncomingDeliveryOrderObject d)
{
RealTimePositionObject pos = null;
if (d.Id > MaxDtcId)
{
MaxDtcId = d.Id;
}
//we only care about real msgs now.
if (d.DtcStatusIndicator == " " || d.DtcStatusIndicator == "X")
{
//Non 5239 activity
if (d.Receiver != Settings.Account.Padded() && d.Deliverer != Settings.Account.Padded())
{
return(null);
}
//Remove records with an actioncode of 0
if (d.ActionCode == "0")
{
return(null);
}
//Records that are receives but 5239 is not the receiver, same for deliver
if ((d.Receiver != Settings.Account.Padded() && d.DelivererReceiverIndicator == "R") ||
(d.Deliverer != Settings.Account.Padded() && d.DelivererReceiverIndicator == "D"))
{
return(null);
}
/* Dont care about NPB anymore
* //Remove the NPB activity
* if (d.Deliverer == "00000238" && d.Receiver == "00005239" && d.ReasonCode == "010")
* return null;
*
* if (d.Deliverer == "00005239" && d.Receiver == "00000238" && d.ReasonCode == "020")
* return null;
*/
//check to see if we already have activity for this cusip
RealTimePositions.TryGetValue(d.Cusip, out pos);
//first activity for this cusip
if (pos == null)
{
pos = new RealTimePositionObject(d.DateAndTimeStamp.Value.Date, Settings.Account.ToInt(),
"", d.Cusip, d.CusipDescription, 0, 0,
d.DateAndTimeStamp.Value,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, "", "");
//DtcActivity has all NPB ripped out
pos.DtcNonNpbActivityQuantity = d.ShareQuantity_Signed.Value;
pos.DtcNonNpbActivityLoanValue = d.MoneyValue_Signed.Value;
pos.Ticker = d.CusipDescription;
pos.DtcActivity.Add(d);
pos.LastActivityDate = d.DateAndTimeStamp.Value;
//Add activity to dtcactivity so you do now apply it twice
DtcActivity.Add(d);
RealTimePositions.Add(pos.Cusip, pos);
}
//already got some activity for this cusip
else
{
pos.DtcNonNpbActivityQuantity += d.ShareQuantity_Signed.Value;
pos.DtcNonNpbActivityLoanValue += d.MoneyValue_Signed.Value;
pos.DtcActivity.Add(d);
if (d.DateAndTimeStamp > pos.LastActivityDate)
{
pos.LastActivityDate = d.DateAndTimeStamp.Value;
}
//Add activity to dtcactivity so you do not apply it twice
DtcActivity.Add(d);
}
GetExtraData(pos, false);
}
else
{
// JP 10/16/12
if (!RealTimePositions.ContainsKey(d.Cusip))
{
// no position for this cusip, but there is pending activity so add a 0 position entry
RealTimePositionObject newPosition = new RealTimePositionObject(d.DateAndTimeStamp.Value.Date, Settings.Account.ToInt(),
"", d.Cusip, d.CusipDescription, 0,
0, d.DateAndTimeStamp.Value,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, "", "");
//DtcActivity has all NPB ripped out
newPosition.DtcNonNpbActivityQuantity = 0; //d.ShareQuantity_Signed.Value;
newPosition.DtcNonNpbActivityLoanValue = 0; //d.MoneyValue_Signed.Value;
newPosition.Ticker = d.CusipDescription;
newPosition.DtcActivity.Add(d);
newPosition.LastActivityDate = d.DateAndTimeStamp.Value;
RealTimePositions.Add(newPosition.Cusip, newPosition);
}
}
return(pos);
}
private void CalcSummary(IncomingDeliveryOrderObject ido, string account, SortableBindingList <PositionSummaryObject> pos)
{
//new loan
if (ido.ReasonCode == "260")
{
//we borrowed stock
if (ido.Receiver == account)
{
//check to see if we have a position
int i = pos.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].BorrowQty += ido.ShareQuantity.Value;
pos[i].BorrowValue += ido.MoneyValue.Value;
}
//TODO: WE DONT HAVE A POSITION SO ADD IT
else
{
// PositionSummaryObject p = new PositionSummaryObject();
// p.Cu
// p.BorrowQty = ido.ShareQuantity.Value;
pos.Add(new PositionSummaryObject(ido));
}
}
//we delivered stock
if (ido.Deliverer == account)
{
//check to see if we have a position
int i = pos.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].LoanQty += ido.ShareQuantity.Value;
pos[i].LoanValue += ido.MoneyValue.Value;
}
}
}
//loan reclaim
if (ido.ReasonCode == "261")
{
if (ido.Receiver == account)
{
//check to see if we have a position
int i = positions5239.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].LoanQty -= ido.ShareQuantity.Value;
pos[i].LoanValue -= ido.MoneyValue.Value;
}
}
//we delivered stock
if (ido.Deliverer == account)
{
//check to see if we have a position
int i = positions5239.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].BorrowQty -= ido.ShareQuantity.Value;
pos[i].BorrowValue -= ido.MoneyValue.Value;
}
}
}
//new return
if (ido.ReasonCode == "270")
{
if (ido.Receiver == account)
{
//check to see if we have a position
int i = positions5239.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].LoanQty += ido.ShareQuantity.Value;
pos[i].LoanValue += ido.MoneyValue.Value;
}
}
//we delivered stock
if (ido.Deliverer == account)
{
//check to see if we have a position
int i = pos.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].BorrowQty += ido.ShareQuantity.Value;
pos[i].BorrowValue += ido.MoneyValue.Value;
}
}
}
//new return dk
if (ido.ReasonCode == "271")
{
//we borrowed stock
if (ido.Receiver == account)
{
//check to see if we have a position
int i = pos.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].BorrowQty -= ido.ShareQuantity.Value;
pos[i].BorrowValue -= ido.MoneyValue.Value;
}
}
//we delivered stock
if (ido.Deliverer == account)
{
//check to see if we have a position
int i = pos.Find("Cusip", ido.Cusip);
if (i != -1)
{
pos[i].LoanQty -= ido.ShareQuantity.Value;
pos[i].LoanValue -= ido.MoneyValue.Value;
}
}
}
}
private void ProcessOrders(IncomingDeliveryOrderObject d)
{
try
{
/*if (d.Cusip == "493267108")
* {
* int c = 2;
* }*/
this.Text = "Price Control - " + DateTime.Now.ToString();
PriceControlDeliveryOrder d2 = new PriceControlDeliveryOrder(d);
if (calc.StockPrices.ContainsKey(d2.Cusip))
{
StockPriceViewObject s = null;
calc.StockPrices.TryGetValue(d2.Cusip, out s);
if (s != null)
{
d2.Price = (double)s.Price;
}
}
double priceDiff = Math.Abs(d.MoneyValue.Value - (d2.Price * d.ShareQuantity.Value));
if ((d.DtcStatusIndicator == " " || d.DtcStatusIndicator == "X") &&
(d.OriginalInputSource != "CNS") &&
(d2.Price > 0) &&
((d.MoneyValue / d.ShareQuantity) > d2.MaxPrice || (d.MoneyValue / d.ShareQuantity) < d2.MinPrice) &&
(d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.Borrow || d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.Loan ||
d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.BorrowReclaimed || d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.LoanReclaimed) &&
(d.Receiver == Settings.Account.Padded() || d.Deliverer == Settings.Account.Padded())
)
{
d2.PriceDiff = priceDiff;
ProblemOrders.Add(d2);
}
if ((d.DtcStatusIndicator == " " || d.DtcStatusIndicator == "X") &&
(d.OriginalInputSource != "CNS") &&
(d2.Price > 0) &&
(d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.Borrow || d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.Loan ||
d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.BorrowReclaimed || d.DeliveryOrderDirection == DeliveryOrderDirectionEnum.LoanReclaimed) &&
(d.Receiver == Settings.Account.Padded() || d.Deliverer == Settings.Account.Padded())
)
{
if (!Orders.ContainsKey(d2.Cusip))
{
List <PriceControlDeliveryOrder> p = new List <PriceControlDeliveryOrder>();
p.Add(d2);
Orders.Add(d2.Cusip, p);
}
else
{
//check to see if an order for a different price had come in
List <PriceControlDeliveryOrder> p = Orders[d2.Cusip];
int i = p.Count(x =>
(x.MoneyValue / x.ShareQuantity) != (d2.MoneyValue / d2.ShareQuantity) &&
(x.Deliverer == d2.Deliverer || x.Deliverer == d2.Receiver));
if (i != 0)
{
DifferentPricedOrders.Add(d2);
}
//add to list of orders
Orders[d2.Cusip].Add(d2);
}
}
}
catch (Exception)
{
throw;
}
}
public PriceControlDeliveryOrder(IncomingDeliveryOrderObject i)
{
base.DateReceived = i.DateReceived;
base.ProcessDate = i.ProcessDate;
base.RawMessageId = i.RawMessageId;
base.QueueName = i.QueueName;
base.OriginCode = i.OriginCode;
base.Deliverer = i.Deliverer;
base.CopyIndicator = i.CopyIndicator;
base.VersionControl = i.VersionControl;
base.Cusip = i.Cusip;
base.CmoFactor = i.CmoFactor;
base.ReasonForPendingIndicator = i.ReasonForPendingIndicator;
base.MdhTime_ = i.MdhTime_;
base.MdhTime = i.MdhTime;
base.AccountType = i.AccountType;
base.ActionCode = i.ActionCode;
base.ActivityCode = i.ActivityCode;
base.Receiver = i.Receiver;
base.PendingTranIndicator = i.PendingTranIndicator;
base.ForeignSharesIndicator = i.ForeignSharesIndicator;
base.OriginalInputSource = i.OriginalInputSource;
base.MaturityDate = i.MaturityDate;
base.SubActivityCode = i.SubActivityCode;
base.MoneyValue_ = i.MoneyValue_;
base.MoneyValue = i.MoneyValue;
base.DelivererReceiverIndicator = i.DelivererReceiverIndicator;
base.RadIndicator = i.RadIndicator;
base.JournalCode = i.JournalCode;
base.BatchVarCon = i.BatchVarCon;
base.DelivererAccountNum = i.DelivererAccountNum;
base.ReceiverAccountNum = i.ReceiverAccountNum;
base.SubordinateBankNum = i.SubordinateBankNum;
base.SettleDate_ = i.SettleDate_;
base.SettleDate = i.SettleDate;
base.ReasonCode = i.ReasonCode;
base.ConditionalDoIdIndicator = i.ConditionalDoIdIndicator;
base.ThirdPartyIdentifier = i.ThirdPartyIdentifier;
base.DueBillIndicator = i.DueBillIndicator;
base.DtcStatusIndicator = i.DtcStatusIndicator;
base.DayNightIndicator = i.DayNightIndicator;
base.DateStamp = i.DateStamp;
base.TimeStamp = i.TimeStamp;
base.DateAndTimeStamp = i.DateAndTimeStamp;
base.CusipDescription = i.CusipDescription;
base.Comments = i.Comments;
base.MuniBond = i.MuniBond;
base.FastIndicator = i.FastIndicator;
base.SdfsIndicator = i.SdfsIndicator;
base.TransactionSequenceNum = i.TransactionSequenceNum;
base.CurrentRecordNum = i.CurrentRecordNum;
base.RependedIndicator = i.RependedIndicator;
base.ShareQuantity_ = i.ShareQuantity_;
base.ShareQuantity = i.ShareQuantity;
base.PendDropReason = i.PendDropReason;
base.DropCode = i.DropCode;
base.SubIssueType = i.SubIssueType;
base.CnsSubAccount = i.CnsSubAccount;
base.PendingPosition_ = i.PendingPosition_;
base.PendingPosition = i.PendingPosition;
base.DatedDate = i.DatedDate;
base.IpoCustomerAccount = i.IpoCustomerAccount;
base.IpoBank = i.IpoBank;
base.IpoTradeDate = i.IpoTradeDate;
base.IpoBroker = i.IpoBroker;
base.IpoCorrespondent = i.IpoCorrespondent;
base.IpoBuySell = i.IpoBuySell;
base.Filler1 = i.Filler1;
base.DtcOriginalRecordNum = i.DtcOriginalRecordNum;
base.ReclaimDate = i.ReclaimDate;
base.DepositoryTransNum = i.DepositoryTransNum;
base.Filler2 = i.Filler2;
base.SetFields();
}
