Example #1
0
        private void UpdateValues()
        {
            if (_perfEnabled)
            {
                PerfAnalyzer.startTime(_performanceLabel + "_UpdateValuesDuration");
            }

            while (!_tradeQueue.IsEmpty)
            {
                TradeInfo t;
                if (_tradeQueue.TryDequeue(out t))
                {
                    _tradeList.Add(new TASTableObj(t, lastPrice));
                    lastPrice = t.Prc;
                    UpdateTextFields(t);
                }
            }
            while (_tradeList.Count > MAXHISTORY)
            {
                _tradeList.RemoveAt(0);
            }
            PopulateGrid();

            if (_perfEnabled)
            {
                PerfAnalyzer.endTime(_performanceLabel + "_UpdateValuesDuration");
            }
        }
Example #2
0
        private void gridView1_RowCellStyle(object sender, RowCellStyleEventArgs e)
        {
            if (_perfEnabled)
            {
                PerfAnalyzer.startTime(_perfLabel + "_RowColoringTime");
            }
            GridView view = sender as GridView;

            Lvl2TableObj cellObject = null;

            lock (_bindingList)
            {
                if (_bindingList.Count > gridView1.GetDataSourceRowIndex(e.RowHandle))
                {
                    cellObject = _bindingList[gridView1.GetDataSourceRowIndex(e.RowHandle)];
                }
            }
            if (cellObject != null)
            {
                if (cellObject.IsOurOrder)
                {
                    if (e.Column.Caption.Equals("Exch"))
                    {
                        e.Appearance.BackColor = Color.Red;
                        e.Appearance.ForeColor = Color.White;
                    }
                    else
                    {
                        e.Appearance.BackColor = Color.Black;
                        e.Appearance.ForeColor = Color.White;
                    }
                }
                else
                {
                    float px = cellObject.Price;
                    for (int j = 0; j < _sortedPriceLvls.Length; j++)
                    {
                        if (_sortedPriceLvls.ElementAt(j) == px)
                        {
                            e.Appearance.BackColor = _priceLevelBGColors[j % 6];
                        }
                    }
                }
                if (_perfEnabled)
                {
                    PerfAnalyzer.endTime(_perfLabel + "_RowColoringTime");
                }
            }
        }
Example #3
0
        private void UpdateTextFields(TradeInfo ti)
        {
            if (_perfEnabled)
            {
                PerfAnalyzer.startTime(_performanceLabel + "_UpdateTextFieldsDuration");
            }

            textEditVol.Text  = ti.TotVol.ToString("##########");
            textEditOpen.Text = ti.Open.ToString("0.00");
            textEditHigh.Text = ti.High.ToString("0.00");
            textEditLow.Text  = ti.Low.ToString("0.00");

            double last;

            if (textEditLast.Text == "")
            {
                textEditLast.Text = lastPrice.ToString("0.00");
            }
            else if ((last = Convert.ToDouble(textEditLast.Text)) != lastPrice)
            {
                textEditLast.Text      = lastPrice.ToString("0.00");
                textEditLast.BackColor = last > lastPrice ? Color.Red : Color.LightGreen;
            }
            else
            {
                textEditLast.BackColor = DefaultBackColor;
            }

            float change   = lastPrice - ti.Open;
            Color dayColor = (change > 0) ? Color.LightGreen : Color.Red;

            textEditChng.Text    = change.ToString("0.00");
            textEditPercent.Text = (change / ti.Open).ToString("0.00");

            textEditChng.BackColor = textEditPercent.BackColor = (change == 0 ? DefaultBackColor : dayColor);

            if (_perfEnabled)
            {
                PerfAnalyzer.endTime(_performanceLabel + "_UpdateTextFieldsDuration");
            }
        }
Example #4
0
        private void RepopulateGrid()
        {
            QuoteBookStruct book = mergeQuoteBooks();

            //if the book is empty, remove all exchange quotes (can't just clear list or our orders will be removes as well)
            if ((_buy && book.NumBid == 0 || (!_buy && book.NumAsk == 0)))
            {
                foreach (byte key in _exchBookDict.Keys)
                {
                    Lvl2TableObj obj;
                    _exchBookDict.TryRemove(key, out obj);
                    lock (_bindingList)
                    {
                        _bindingList.Remove(obj);
                    }
                }
            }
            else
            {
                //if any exchange has a quote in our dictionary, but not the latest quotebook, it doesn't exist anymore, so remove it
                foreach (byte key in _exchBookDict.Keys)
                {
                    if ((_buy && !book.BidExch.Contains(key)) ||
                        (!_buy && !book.AskExch.Contains(key)))
                    {
                        Lvl2TableObj obj;
                        _exchBookDict.TryRemove(key, out obj);
                        lock (_bindingList)
                        {
                            _bindingList.Remove(obj);
                        }
                    }
                }
            }

            if (_perfEnabled)
            {
                PerfAnalyzer.startTime(_perfLabel + "_SetAllOrdersTime");
            }
            _priceLevels.Clear();
            List <OrderBook> books = ConvertQuoteBookToOrders(book);

            foreach (OrderBook b in books)
            {
                _priceLevels.Add(b._ordprc);
                if (_exchBookDict.ContainsKey(b._exch))
                {
                    _exchBookDict[b._exch].UpdateQuote(b);
                }
                else
                {
                    Lvl2TableObj obj = new Lvl2TableObj(b);
                    _exchBookDict.TryAdd(b._exch, obj);
                    lock (_bindingList)
                    {
                        _bindingList.Add(obj);
                    }
                }
            }
            _sortedPriceLvls = _buy ? _priceLevels.Reverse().ToArray() : _priceLevels.ToArray();
            if (_perfEnabled)
            {
                PerfAnalyzer.endTime(_perfLabel + "_SetAllOrdersTime");
            }
        }