/// <summary>
/// BEGIN CALCULATION SWAP OF SYMBOL
/// </summary>
internal void BeginCalculationSwap(string TargetName, Business.TimeEvent timeEvent)
{
return;
List<Business.Investor> listInvestor = new List<Investor>();
#region BUILD TIME CURRENT
DateTime timeCurrent; //USING CHECK THREE DAY SWAP
if (DateTime.Now.Hour < 10)
timeCurrent = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day - 1, 00, 00, 00);
else
timeCurrent = DateTime.Now;
#endregion
//IF DAY OF WEEK == SUNDAY OR SATURDAY
if (timeCurrent.DayOfWeek == DayOfWeek.Saturday || timeCurrent.DayOfWeek == DayOfWeek.Sunday)
return;
#region CALCULATION SWAP
if (Business.Market.CommandExecutor != null)
{
int count = Business.Market.CommandExecutor.Count;
for (int i = 0; i < Business.Market.CommandExecutor.Count; i++)
{
bool isComplete = false;
bool isPending = TradingServer.Model.TradingCalculate.Instance.CheckIsPendingPosition(Business.Market.CommandExecutor[i].Type.ID);
if (!isPending)
{
//Begin log calculation swap
string strBeforeBalance = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].Investor.Balance.ToString(), 2);
string strBeforeSwap = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].Swap.ToString(), 2);
string strBeforeTotalSwap = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].TotalSwap.ToString(), 2);
string strBid = string.Empty;
string strAsk = string.Empty;
#region CHECK IF COMMAND OPEN AFTER TIME CURRENT THEN DON'T CALCULATION SWAP
TimeSpan checkTime = timeCurrent - Business.Market.CommandExecutor[i].OpenTime;
if (checkTime.TotalSeconds < 0)
continue;
#endregion
bool IsEnable = false;
string Type = string.Empty;
double LongPosition = 0;
double ShortPosition = 0;
string ThreeDaySwaps = string.Empty;
bool UseOpenPrice = false;
int SpreadDifference = 0;
double CloseAsk = 0;
double closeAskCurrency = 0;
double SwapPrice = 0;
#region GET PARAMETER CALCULATION SWAP
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems != null)
{
int countParameter = Business.Market.CommandExecutor[i].Symbol.ParameterItems.Count;
for (int j = 0; j < countParameter; j++)
{
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].Code == "S035")
{
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].BoolValue == 1)
IsEnable = true;
}
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].Code == "S036")
{
Type = Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].StringValue;
}
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].Code == "S037")
{
double.TryParse(Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].NumValue, out LongPosition);
}
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].Code == "S038")
{
double.TryParse(Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].NumValue, out ShortPosition);
}
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].Code == "S039")
{
ThreeDaySwaps = Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].StringValue;
}
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].Code == "S040")
{
if (Business.Market.CommandExecutor[i].Symbol.ParameterItems[j].BoolValue == 1)
UseOpenPrice = true;
}
}
}
#endregion
#region CHECK ISENABLE CALCULATION SWAP
if (IsEnable)
{
DayOfWeek ThreeDay = (DayOfWeek)Enum.Parse(typeof(DayOfWeek), ThreeDaySwaps, true);
int numThreeday = 1;
if (ThreeDay == timeCurrent.DayOfWeek)
numThreeday = 3;
switch (Type)
{
#region BY POINTS[ LOTS * LONG_OR_SHORT_POINTS * POINTSIZE ]
case "by points[ lots * long_or_short_points * pointsize ]":
{
#region PROCESS GET SPREAD DIFFIRENCES
if (Business.Market.CommandExecutor[i].IGroupSecurity != null)
{
if (Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig != null)
{
int countIGroupSecurityConfig = Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig.Count;
for (int n = 0; n < countIGroupSecurityConfig; n++)
{
if (Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig[n].Code == "B14")
{
int.TryParse(Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig[n].NumValue, out SpreadDifference);
break;
}
}
}
}
#endregion
#region PROCESS GET PRICE OF DAY
ProcessQuoteLibrary.Business.BarTick BarTick1M = new ProcessQuoteLibrary.Business.BarTick();
ProcessQuoteLibrary.Business.BarTick barTick1MCurrency = new ProcessQuoteLibrary.Business.BarTick();
//Get Price Bid and Ask Close Of Day
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes != null)
{
#region GET ONLINE CANDLE WITH SYMBOL
int countQuote = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes.Count;
for (int n = 0; n < countQuote; n++)
{
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[n].Name == Business.Market.CommandExecutor[i].Symbol.Name)
{
BarTick1M = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[n].BarTick1M;
//CloseAsk = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(BarTick1M.Close, Business.Market.CommandExecutor[i].Symbol.SpreadByDefault,
// Business.Market.CommandExecutor[i].Symbol.Digit, int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()));
CloseAsk = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(Business.Market.CommandExecutor[i].Symbol.Digit,
int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()), BarTick1M.CloseAsk);
break;
}
}
#endregion
#region GET ONLINE CANDLE WITH CURRENCY
for (int m = 0; m < countQuote; m++)
{
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[m].Name.Trim() == Business.Market.CommandExecutor[i].Symbol.Currency.Trim())
{
barTick1MCurrency = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[m].BarTick1M;
//GET DIGIT OF SYMBOL CURRENCY
if (Business.Market.SymbolList != null)
{
int countSymbol = Business.Market.SymbolList.Count;
for (int k = 0; k < countSymbol; k++)
{
if (Business.Market.SymbolList[k].Name.ToUpper().Trim() == Business.Market.CommandExecutor[i].Symbol.Currency.ToUpper().Trim())
{
//closeAskCurrency = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(barTick1MCurrency.Close, 0,
// Business.Market.SymbolList[k].Digit, int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()));
closeAskCurrency = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(Business.Market.SymbolList[k].Digit,
int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()), barTick1MCurrency.CloseAsk);
break;
}
}
}
break;
}
}
#endregion
}
#endregion
if (BarTick1M.Open > 0 && BarTick1M.Close > 0)
{
SwapPrice = Math.Round(Business.Market.CommandExecutor[i].Symbol.Points(Business.Market.CommandExecutor[i].Size, LongPosition, ShortPosition,
BarTick1M.Close, CloseAsk, Business.Market.CommandExecutor[i].Symbol.ContractSize,
Business.Market.CommandExecutor[i].Symbol.Digit, numThreeday, Business.Market.CommandExecutor[i].Type.ID), 2);
//BUILD STRING BID/ASK SYMBOL
strBid = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(BarTick1M.Close.ToString(), Business.Market.CommandExecutor[i].Symbol.Digit);
strAsk = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(CloseAsk.ToString(), Business.Market.CommandExecutor[i].Symbol.Digit);
//if (SwapPrice > 0)
// SwapPrice = -SwapPrice;
Business.Market.CommandExecutor[i].TotalSwap += SwapPrice;
TradingServer.Facade.FacadeUpdateTotalSwapOnlineCommand(Business.Market.CommandExecutor[i].ID, Business.Market.CommandExecutor[i].TotalSwap);
double totalSwaps = Business.Market.CommandExecutor[i].Swap + SwapPrice;
//Set new Swap To Command
Business.Market.CommandExecutor[i].Swap = totalSwaps;
//Call Fucntion Update Swap In Investor List
bool resultUpdateInInvestorList = Market.marketInstance.FindAndUpdateSwapInInvestorList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Investor.InvestorID, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//Call Function Update Swap In Symbol List
bool resultUpdateInSymbolList = Market.marketInstance.FindAndUpdateSwapInSymbolList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Symbol.Name, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//UPDATE SWAP ONLINE COMMAND
TradingServer.Facade.FacadeUpdateSwapOnlineCommand(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Swap);
isComplete = true;
}
}
break;
#endregion
#region BY MONEY [ LOTS * LONG_OR-SHORT ]
case "by money [ lots * long_or-short ]":
{
SwapPrice = Math.Round(Business.Market.CommandExecutor[i].Symbol.Money(Business.Market.CommandExecutor[i].Size, LongPosition, ShortPosition, numThreeday,
Business.Market.CommandExecutor[i].Type.ID), 2);
//BUILD BID/ASK SYMBOL
strBid = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].Symbol.TickValue.Bid.ToString(),
Business.Market.CommandExecutor[i].Symbol.Digit);
strAsk = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].Symbol.TickValue.Ask.ToString(),
Business.Market.CommandExecutor[i].Symbol.Digit);
//if (SwapPrice > 0)
// SwapPrice = -SwapPrice;
Business.Market.CommandExecutor[i].TotalSwap += SwapPrice;
TradingServer.Facade.FacadeUpdateTotalSwapOnlineCommand(Business.Market.CommandExecutor[i].ID, Business.Market.CommandExecutor[i].TotalSwap);
double totalSwaps = Business.Market.CommandExecutor[i].Swap + SwapPrice;
Business.Market.CommandExecutor[i].Swap = totalSwaps;
//Call Fucntion Update Swap In Investor List
bool resultUpdateInInvestorList = Market.marketInstance.FindAndUpdateSwapInInvestorList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Investor.InvestorID, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//Call Function Update Swap In Symbol List
bool resultUpdateInSymbolList = Market.marketInstance.FindAndUpdateSwapInSymbolList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Symbol.Name, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//UPDATE SWAP IN DATABASE
TradingServer.Facade.FacadeUpdateSwapOnlineCommand(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Swap);
isComplete = true;
}
break;
#endregion
#region BY INTEREST [ LOTS * LONG_OR_SHORT / 100 / 360 ]
case "by interest [ lots * long_or_short / 100 / 360 ]":
{
#region PROCESS GET SPREAD DIFFIRENCES
if (Business.Market.CommandExecutor[i].IGroupSecurity != null)
{
if (Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig != null)
{
int countIGroupSecurityConfig = Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig.Count;
for (int n = 0; n < countIGroupSecurityConfig; n++)
{
if (Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig[n].Code == "B14")
{
int.TryParse(Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig[n].NumValue, out SpreadDifference);
break;
}
}
}
}
#endregion
#region PROCESS GET PRICE OF DAY
ProcessQuoteLibrary.Business.BarTick BarTick1M = new ProcessQuoteLibrary.Business.BarTick();
ProcessQuoteLibrary.Business.BarTick barTick1MCurrency = new ProcessQuoteLibrary.Business.BarTick();
//Get Price Bid and Ask Close Of Day
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes != null)
{
#region GET ONLINE CANDLE WITH SYMBOL
int countQuote = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes.Count;
for (int n = 0; n < countQuote; n++)
{
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[n].Name == Business.Market.CommandExecutor[i].Symbol.Name)
{
BarTick1M = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[n].BarTick1M;
//CloseAsk = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(BarTick1M.Close, Business.Market.CommandExecutor[i].Symbol.SpreadByDefault,
// Business.Market.CommandExecutor[i].Symbol.Digit, int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()));
CloseAsk = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(Business.Market.CommandExecutor[i].Symbol.Digit,
int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()), BarTick1M.CloseAsk);
break;
}
}
#endregion
#region GET ONLINE CANDLE WITH CURRENCY
for (int m = 0; m < countQuote; m++)
{
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[m].Name.Trim() == Business.Market.CommandExecutor[i].Symbol.Currency.Trim())
{
barTick1MCurrency = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[m].BarTick1M;
//GET DIGIT OF SYMBOL CURRENCY
if (Business.Market.SymbolList != null)
{
int countSymbol = Business.Market.SymbolList.Count;
for (int k = 0; k < countSymbol; k++)
{
if (Business.Market.SymbolList[k].Name.ToUpper().Trim() == Business.Market.CommandExecutor[i].Symbol.Currency.ToUpper().Trim())
{
//closeAskCurrency = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(barTick1MCurrency.Close, 0,
// Business.Market.SymbolList[k].Digit, int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()));
closeAskCurrency = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(Business.Market.SymbolList[k].Digit,
int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()), barTick1MCurrency.CloseAsk);
break;
}
}
}
break;
}
}
#endregion
}
#endregion
//Call Function Convert If Symbol Is XXXUSD
#region GET LONG AND SHORT IN IGROUPSYMBOL
if (Business.Market.IGroupSymbolList != null)
{
int countIGroupSymbol = Business.Market.IGroupSymbolList.Count;
for (int j = 0; j < countIGroupSymbol; j++)
{
if (Business.Market.IGroupSymbolList[j].SymbolID == Business.Market.CommandExecutor[i].Symbol.SymbolID &&
Business.Market.IGroupSymbolList[j].InvestorGroupID == Business.Market.CommandExecutor[i].Investor.InvestorGroupInstance.InvestorGroupID)
{
if (Business.Market.IGroupSymbolList[j].IGroupSymbolConfig != null)
{
int countParameter = Business.Market.IGroupSymbolList[j].IGroupSymbolConfig.Count;
for (int n = 0; n < countParameter; n++)
{
if (Business.Market.IGroupSymbolList[j].IGroupSymbolConfig[n].Code == "GS01")
{
LongPosition = double.Parse(Business.Market.IGroupSymbolList[j].IGroupSymbolConfig[n].NumValue);
}
if (Business.Market.IGroupSymbolList[j].IGroupSymbolConfig[n].Code == "GS02")
{
ShortPosition = double.Parse(Business.Market.IGroupSymbolList[j].IGroupSymbolConfig[n].NumValue);
}
}
}
}
}
}
#endregion
//Calculation Swaps
SwapPrice = Math.Round(Business.Market.CommandExecutor[i].Symbol.Interest(Business.Market.CommandExecutor[i].Size, LongPosition, ShortPosition, BarTick1M.Close,
Business.Market.CommandExecutor[i].Symbol.ContractSize, numThreeday, Business.Market.CommandExecutor[i].Type.ID), 2);
//BUILD BID/ASK SYMBOL
strBid = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(BarTick1M.Close.ToString(), Business.Market.CommandExecutor[i].Symbol.Digit);
strAsk = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(CloseAsk.ToString(), Business.Market.CommandExecutor[i].Symbol.Digit);
double closePrice = 0;
if (Business.Market.CommandExecutor[i].Type.ID == 1)
closePrice = barTick1MCurrency.Close;
else
closePrice = closeAskCurrency;
SwapPrice = Business.Market.CommandExecutor[i].Symbol.ConvertCurrencyToUSD(Business.Market.CommandExecutor[i].Symbol.Currency, SwapPrice, closePrice, 2);
//if (SwapPrice > 0)
// SwapPrice = -SwapPrice;
Business.Market.CommandExecutor[i].TotalSwap += SwapPrice;
TradingServer.Facade.FacadeUpdateTotalSwapOnlineCommand(Business.Market.CommandExecutor[i].ID, Business.Market.CommandExecutor[i].TotalSwap);
double totalSwaps = Business.Market.CommandExecutor[i].Swap + SwapPrice;
//Set new Swap To Command
Business.Market.CommandExecutor[i].Swap = totalSwaps;
//Call Fucntion Update Swap In Investor List
bool resultUpdateInInvestorList = Market.marketInstance.FindAndUpdateSwapInInvestorList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Investor.InvestorID, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//Call Function Update Swap In Symbol List
bool resultUpdateInSymbolList = Market.marketInstance.FindAndUpdateSwapInSymbolList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Symbol.Name, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//UPDATE SWAP IN DATABASE
TradingServer.Facade.FacadeUpdateSwapOnlineCommand(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Swap);
isComplete = true;
}
break;
#endregion
#region BY MONEY IN MARGIN CURRENCY [ LOTS * LONG_OR_SHORT ]
case "by money in margin currency [ lots * long_or_short ]":
{
#region PROCESS GET SPREAD DIFFIRENCES
if (Business.Market.CommandExecutor[i].IGroupSecurity != null)
{
if (Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig != null)
{
int countIGroupSecurityConfig = Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig.Count;
for (int n = 0; n < countIGroupSecurityConfig; n++)
{
if (Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig[n].Code == "B14")
{
int.TryParse(Business.Market.CommandExecutor[i].IGroupSecurity.IGroupSecurityConfig[n].NumValue, out SpreadDifference);
break;
}
}
}
}
#endregion
#region PROCESS GET PRICE OF DAY
ProcessQuoteLibrary.Business.BarTick BarTick1M = new ProcessQuoteLibrary.Business.BarTick();
ProcessQuoteLibrary.Business.BarTick barTick1MCurrency = new ProcessQuoteLibrary.Business.BarTick();
//Get Price Bid and Ask Close Of Day
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes != null)
{
#region GET ONLINE CANDLE WITH SYMBOL
int countQuote = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes.Count;
for (int n = 0; n < countQuote; n++)
{
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[n].Name == Business.Market.CommandExecutor[i].Symbol.Name)
{
BarTick1M = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[n].BarTick1M;
//CloseAsk = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(BarTick1M.Close, Business.Market.CommandExecutor[i].Symbol.SpreadByDefault,
// Business.Market.CommandExecutor[i].Symbol.Digit, int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()));
CloseAsk = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(Business.Market.CommandExecutor[i].Symbol.Digit,
int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()), BarTick1M.CloseAsk);
break;
}
}
#endregion
#region GET ONLINE CANDLE WITH CURRENCY
for (int m = 0; m < countQuote; m++)
{
if (ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[m].Name.Trim() == Business.Market.CommandExecutor[i].Symbol.Currency.Trim())
{
barTick1MCurrency = ProcessQuoteLibrary.Business.QuoteProcess.listQuotes[m].BarTick1M;
//GET DIGIT OF SYMBOL CURRENCY
if (Business.Market.SymbolList != null)
{
int countSymbol = Business.Market.SymbolList.Count;
for (int k = 0; k < countSymbol; k++)
{
if (Business.Market.SymbolList[k].Name.ToUpper().Trim() == Business.Market.CommandExecutor[i].Symbol.Currency.ToUpper().Trim())
{
//closeAskCurrency = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(barTick1MCurrency.Close, 0,
// Business.Market.SymbolList[k].Digit, int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()));
closeAskCurrency = Business.Market.CommandExecutor[i].Symbol.CreateAskPrices(Business.Market.SymbolList[k].Digit,
int.Parse(Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade.ToString()), barTick1MCurrency.CloseAsk);
break;
}
}
}
break;
}
}
#endregion
}
#endregion
//Calculation Swap
SwapPrice = Math.Round(Business.Market.CommandExecutor[i].Symbol.MoneyInMarginCurrency(Business.Market.CommandExecutor[i].Size,
LongPosition, ShortPosition, numThreeday, Business.Market.CommandExecutor[i].Type.ID), 2);
//BUILD BID/ASK SYMBOL
strBid = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(BarTick1M.Close.ToString(), Business.Market.CommandExecutor[i].Symbol.Digit);
strAsk = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(CloseAsk.ToString(), Business.Market.CommandExecutor[i].Symbol.Digit);
double closePrice = 0;
if (Business.Market.CommandExecutor[i].Type.ID == 1)
closePrice = barTick1MCurrency.Close;
else
closePrice = closeAskCurrency;
Business.Market.CommandExecutor[i].Symbol.ConvertCurrencyToUSD(Business.Market.CommandExecutor[i].Symbol.Currency, SwapPrice, closePrice, 2);
//if (SwapPrice > 0)
// SwapPrice = -SwapPrice;
Business.Market.CommandExecutor[i].TotalSwap += SwapPrice;
TradingServer.Facade.FacadeUpdateTotalSwapOnlineCommand(Business.Market.CommandExecutor[i].ID, Business.Market.CommandExecutor[i].TotalSwap);
double totalSwaps = Business.Market.CommandExecutor[i].Swap + SwapPrice;
Business.Market.CommandExecutor[i].Swap = totalSwaps;
//Call Fucntion Update Swap In Investor List
bool resultUpdateInInvestorList = Market.marketInstance.FindAndUpdateSwapInInvestorList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Investor.InvestorID, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//Call Function Update Swap In Symbol List
bool resultUpdateInSymbolList = Market.marketInstance.FindAndUpdateSwapInSymbolList(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Symbol.Name, totalSwaps, Business.Market.CommandExecutor[i].TotalSwap);
//UPDATE SWAP IN DATABASE
TradingServer.Facade.FacadeUpdateSwapOnlineCommand(Business.Market.CommandExecutor[i].ID,
Business.Market.CommandExecutor[i].Swap);
isComplete = true;
}
break;
#endregion
}
if (isComplete)
{
//End login calculation swap
string strAfterBalance = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].Investor.Balance.ToString(), 2);
string strAfterSwap = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(SwapPrice.ToString(), 2);
string strAfterTotalSwap = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].TotalSwap.ToString(), 2);
string strSize = TradingServer.Model.TradingCalculate.Instance.BuildStringWithDigit(Business.Market.CommandExecutor[i].Size.ToString(), 2);
//'00001140: calculation swap order #004432443 - current balance: 40000 - old swap: 5.00'
string content = "'" + Business.Market.CommandExecutor[i].Investor.Code + "': calculation swap order #" + Business.Market.CommandExecutor[i].CommandCode +
" name: " + Business.Market.CommandExecutor[i].Symbol.Name + " size: " + strSize + " old balance: " + strBeforeBalance + " - old swap: " + strBeforeSwap +
" - old total swap: " + strBeforeTotalSwap + " -> " + "current balance: " + strAfterBalance + " - current swap: " + strAfterSwap + " - current total swap: " + strAfterTotalSwap + "(" + strBid + "/" + strAsk + ")";
TradingServer.Facade.FacadeAddNewSystemLog(5, content, "[calculation swap]", "", Business.Market.CommandExecutor[i].Investor.Code);
//SEND NOTIFY TO MANAGER CHANGE COMMAND
TradingServer.Facade.FacadeSendNoticeManagerRequest(1, Business.Market.CommandExecutor[i]);
//SEND NOTIFY TO MANAGER CHANGE ACCOUNT
TradingServer.Facade.FacadeSendNotifyManagerRequest(3, Business.Market.CommandExecutor[i].Investor);
#region SEND NOTIFY TO INVESTOR IF IT ONLINE
if (Business.Market.CommandExecutor[i].Investor.IsOnline)
{
//Send Command To Client, Get Account And Online Command
string MessageGetAccount = "CSW5789";
if (Business.Market.CommandExecutor[i].Investor.ClientCommandQueue == null)
Business.Market.CommandExecutor[i].Investor.ClientCommandQueue = new List<string>();
Business.Market.CommandExecutor[i].Investor.ClientCommandQueue.Add(MessageGetAccount);
}
#endregion
#region SEND NOTIFY TO AGENT SYSTEM
string msg = "UpdateCommand$True,Update Command," + Business.Market.CommandExecutor[i].ID + "," +
Business.Market.CommandExecutor[i].Investor.InvestorID + "," + Business.Market.CommandExecutor[i].Symbol.Name + "," +
Business.Market.CommandExecutor[i].Size + "," + true + "," + Business.Market.CommandExecutor[i].OpenTime + "," +
Business.Market.CommandExecutor[i].OpenPrice + "," + Business.Market.CommandExecutor[i].StopLoss + "," +
Business.Market.CommandExecutor[i].TakeProfit + "," + Business.Market.CommandExecutor[i].ClosePrice + "," +
Business.Market.CommandExecutor[i].Commission + "," + Business.Market.CommandExecutor[i].Swap + "," +
Business.Market.CommandExecutor[i].Profit + "," + Business.Market.CommandExecutor[i].Comment + "," +
Business.Market.CommandExecutor[i].ID + "," + Business.Market.CommandExecutor[i].Type.Name + "," + 1 + "," +
Business.Market.CommandExecutor[i].ExpTime + "," + Business.Market.CommandExecutor[i].ClientCode + "," +
Business.Market.CommandExecutor[i].CommandCode + "," + Business.Market.CommandExecutor[i].IsHedged + "," +
Business.Market.CommandExecutor[i].Type.ID + "," + Business.Market.CommandExecutor[i].Margin + ",Update" + "," +
Business.Market.CommandExecutor[i].AgentRefConfig + "," + Business.Market.CommandExecutor[i].SpreaDifferenceInOpenTrade;
//SEND NOTIFY UPDATE COMMAND TO AGENT
Business.AgentNotify newAgentNotify = new AgentNotify();
newAgentNotify.NotifyMessage = msg;
TradingServer.Agent.AgentConfig.Instance.AddNotifyToAgent(newAgentNotify, Business.Market.CommandExecutor[i].Investor.InvestorGroupInstance);
#endregion
}
}
#endregion
}
}
}
#endregion
if (Business.Market.InvestorList != null)
{
TradingServer.Facade.FacadeAddNewCommandHistory(Business.Market.InvestorList, timeCurrent);
}
}
/// <summary>
///
/// </summary>
/// <param name="command"></param>
/// <param name="digits"></param>
internal void AutoSuperDealerOpen(Business.RequestDealer command, int digits)
{
ProcessQuoteLibrary.Business.BarTick barBid = new ProcessQuoteLibrary.Business.BarTick();
barBid = this.GetCandlesTwoM(command.Request.Symbol.Name);
barBid.High = Math.Round(barBid.High, digits);
barBid.Low = Math.Round(barBid.Low, digits);
barBid.HighAsk = Math.Round(barBid.HighAsk, digits);
barBid.LowAsk = Math.Round(barBid.LowAsk, digits);
//double spreadDifference = command.Request.Symbol.SpreadDifference;
double spreadDifference = command.Request.SpreaDifferenceInOpenTrade;
double spreadDefault = 0;
for (int i = command.Request.Symbol.ParameterItems.Count - 1; i >= 0; i--)
{
if (command.Request.Symbol.ParameterItems[i].Code == "S013")
{
double.TryParse(command.Request.Symbol.ParameterItems[i].NumValue, out spreadDefault);
break;
}
}
int type = Business.Symbol.ConvertCommandIsBuySell(command.Request.Type.ID);
if (type == 1)
{
ProcessQuoteLibrary.Business.BarTick barAsk = new ProcessQuoteLibrary.Business.BarTick();
barAsk = barBid;
double spreadDiff = Business.Symbol.ConvertNumberPip(digits, spreadDifference);
double spreadDef = Business.Symbol.ConvertNumberPip(digits, spreadDefault);
if (command.Request.Symbol.ApplySpread)
{
double high = (double)barBid.High + (double)spreadDiff + (double)spreadDef;
barAsk.High = Math.Round(high, digits);
double low = (double)barBid.Low + (double)spreadDiff + (double)spreadDef;
barAsk.Low = Math.Round(low, digits);
}
else
{
double high = (double)barBid.HighAsk + (double)spreadDiff;
barAsk.High = Math.Round(high, digits);
double low = (double)barBid.LowAsk + (double)spreadDiff;
barAsk.Low = Math.Round(low, digits);
}
if (barAsk.High >= command.Request.OpenPrice && command.Request.OpenPrice >= barAsk.Low)
{
command.FlagConfirm = true;
command.Notice = "RD03";
//this.AddRequestDealerToInvestor(command);
command.Request.Symbol.MarketAreaRef.AddCommand(command.Request);
command.AgentCode = "system";
command.Answer = "Confirm";
TradingServer.Facade.FacadeSendNoticeManagerDealerRequest(command);
return;
}
else
{
command.FlagConfirm = false;
command.Notice = "RD04";
this.AddRequestDealerToInvestor(command);
command.AgentCode = "system";
command.Answer = "Requote";
TradingServer.Facade.FacadeSendNoticeManagerDealerRequest(command);
TradingServer.Facade.FacadeAddNewSystemLog(3, "'" + command.Request.Investor.Code + "': system requote " + command.LogRequestSuper(barAsk.Low, barAsk.High), "Requote", "", "system");
return;
}
}
else if (type == 2)
{
if (barBid.Low <= command.Request.OpenPrice && command.Request.OpenPrice <= barBid.High)
{
command.FlagConfirm = true;
command.Notice = "RD06";
//this.AddRequestDealerToInvestor(command);
command.Request.Symbol.MarketAreaRef.AddCommand(command.Request);
command.AgentCode = "system";
command.Answer = "Confirm";
TradingServer.Facade.FacadeSendNoticeManagerDealerRequest(command);
return;
}
else
{
command.FlagConfirm = false;
command.Notice = "RD07";
this.AddRequestDealerToInvestor(command);
command.AgentCode = "system";
command.Answer = "Requote";
TradingServer.Facade.FacadeSendNoticeManagerDealerRequest(command);
TradingServer.Facade.FacadeAddNewSystemLog(3, "'" + command.Request.Investor.Code + "': system requote " + command.LogRequestSuper(barBid.Low, barBid.High), "Requote", "", "system");
return;
}
}
}
/// <summary>
///
/// </summary>
/// <param name="symbol"></param>
/// <returns></returns>
internal ProcessQuoteLibrary.Business.BarTick GetCandlesTwoM(string symbol)
{
ProcessQuoteLibrary.Business.BarTick bar = new ProcessQuoteLibrary.Business.BarTick();
if (CandlesOffline.ContainsKey(symbol))
{
bar = CandlesOffline[symbol];
}
if (bar.Low == 0 | bar.High == 0)
{
bar = ProcessQuoteLibrary.Business.QuoteProcess.GetCandles(1, symbol);
}
else
{
ProcessQuoteLibrary.Business.BarTick temp = new ProcessQuoteLibrary.Business.BarTick();
temp = ProcessQuoteLibrary.Business.QuoteProcess.GetCandles(1, symbol);
if (temp.High > bar.High)
{
bar.High = temp.High;
}
if (temp.HighAsk > bar.HighAsk)
{
bar.HighAsk = temp.HighAsk;
}
if (temp.Low < bar.Low)
{
bar.Low = temp.Low;
}
if (temp.LowAsk < bar.LowAsk)
{
bar.LowAsk = temp.LowAsk;
}
}
return bar;
}
/// <summary>
///
/// </summary>
/// <param name="temp"></param>
internal void ArchiveCandlesOffline(ProcessQuoteLibrary.Business.BarTick temp)
{
ProcessQuoteLibrary.Business.BarTick bar = new ProcessQuoteLibrary.Business.BarTick();
bar.Symbol = temp.Symbol;
bar.High = temp.High;
bar.Low = temp.Low;
bar.HighAsk = temp.HighAsk;
bar.LowAsk = temp.LowAsk;
if (CandlesOffline.ContainsKey(bar.Symbol))
{
CandlesOffline[bar.Symbol] = bar;
}
else
{
CandlesOffline.Add(bar.Symbol, bar);
}
}
/// <summary>
///
/// </summary>
/// <returns></returns>
internal List<Business.Symbol> GetAllSymbol()
{
List<Business.Symbol> Result = new List<Business.Symbol>();
List<Business.Tick> listTickTemp = new List<Business.Tick>();
System.Data.SqlClient.SqlConnection conn = new System.Data.SqlClient.SqlConnection(DBConnection.DBConnection.Connection);
DSTableAdapters.SymbolTableAdapter adap = new DSTableAdapters.SymbolTableAdapter();
DSTableAdapters.TradingConfigTableAdapter adapTradingConfig = new DSTableAdapters.TradingConfigTableAdapter();
DS.SymbolDataTable tbSymbol = new DS.SymbolDataTable();
DS.TradingConfigDataTable tbTradingConfig = new DS.TradingConfigDataTable();
try
{
conn.Open();
adap.Connection = conn;
adapTradingConfig.Connection = conn;
tbSymbol = adap.GetData();
#region GET TICK FROM SERVER ANOTHER
try
{
string[] tickData = new string[] { };
tickData = Business.Market.client.ServerCommandList("GetTickOnline", "");
if (tickData != null)
{
int countTick = tickData.Count();
for (int j = 0; j < countTick; j++)
{
string message = tickData[j];
string[] splipTick = message.Split('▼');
if (splipTick.Length == 6)
{
Business.Tick newTick = new Business.Tick();
newTick.Bid = double.Parse(splipTick[0]);
newTick.TickTime = DateTime.Parse(splipTick[1]);
newTick.SymbolName = splipTick[2];
newTick.HighInDay = double.Parse(splipTick[3]);
newTick.LowInDay = double.Parse(splipTick[4]);
newTick.Status = splipTick[5];
listTickTemp.Add(newTick);
}
}
}
}
catch (Exception ex)
{
}
#endregion
if (tbSymbol != null)
{
int count = tbSymbol.Count;
for (int i = 0; i < count; i++)
{
if (tbSymbol[i].RefSymbolID == -1)
{
Business.Symbol newSymbol = new Business.Symbol();
newSymbol.Name = tbSymbol[i].Name;
newSymbol.SymbolID = tbSymbol[i].SymbolID;
newSymbol.SecurityID = tbSymbol[i].SecurityID;
#region GET SPREAD DIFFERENCE SET TO SPREAD DIFFERENCE OF SYMBOL
if (Business.Market.IGroupSecurityList != null)
{
int countIGroupSecurity = Business.Market.IGroupSecurityList.Count;
for (int n = 0; n < countIGroupSecurity; n++)
{
if (Business.Market.IGroupSecurityList[n].SecurityID == newSymbol.SecurityID)
{
if (Business.Market.IGroupSecurityList[n].IGroupSecurityConfig != null)
{
int countIGroupSecurityConfig = Business.Market.IGroupSecurityList[n].IGroupSecurityConfig.Count;
for (int m = 0; m < countIGroupSecurityConfig; m++)
{
if (Business.Market.IGroupSecurityList[n].IGroupSecurityConfig[m].Code == "B04")
{
newSymbol.SpreadDifference = double.Parse(Business.Market.IGroupSecurityList[n].IGroupSecurityConfig[m].NumValue);
break;
}
}
}
break;
}
}
}
#endregion
newSymbol.RefSymbol = this.GetSymbolReference(newSymbol.SymbolID, tbSymbol);
//newSymbol.ParameterItems = DBWSymbol.TradingConfigInstance.GetParameterItemBySymbolID(tbSymbol[i].SymbolID);
tbTradingConfig = adapTradingConfig.GetTradingConfigBySymbolID(tbSymbol[i].SymbolID);
if (tbTradingConfig != null)
{
int countTradingConfig = tbTradingConfig.Count;
for (int j = 0; j < countTradingConfig; j++)
{
Business.ParameterItem newParameter = new Business.ParameterItem();
newParameter.ParameterItemID = tbTradingConfig[j].TradingConfigID;
newParameter.BoolValue = tbTradingConfig[j].BoolValue;
newParameter.Code = tbTradingConfig[j].Code;
newParameter.DateValue = tbTradingConfig[j].DateValue;
newParameter.NumValue = tbTradingConfig[j].NumValue;
newParameter.SecondParameterID = tbTradingConfig[j].SymbolID;
newParameter.StringValue = tbTradingConfig[j].StringValue;
newParameter.Name = tbTradingConfig[j].Name;
if (newSymbol.ParameterItems == null)
newSymbol.ParameterItems = new List<Business.ParameterItem>();
newSymbol.ParameterItems.Add(newParameter);
#region GET DIGIT SET TO DIGIT OF SYMBOL
if (tbTradingConfig[j].Code == "S003")
{
int Digit = 0;
int.TryParse(tbTradingConfig[j].NumValue, out Digit);
newSymbol.Digit = Digit;
}
#endregion
#region GET CURRENCY SET TO CURRENCY OF SYMBOL
if (tbTradingConfig[j].Code == "S007")
{
newSymbol.Currency = tbTradingConfig[j].StringValue;
}
#endregion
#region GET ISTRADE SET TO TRADE OF SYMBOL
if (tbTradingConfig[j].Code == "S008")
{
newSymbol.Trade = tbTradingConfig[j].StringValue;
}
#endregion
#region GET SPREAD BY DEFAULT SET TO SPREAD BY DEFAULT OF SYMBOL
if (tbTradingConfig[j].Code == "S013")
{
double SpreadByDefault = 0;
double.TryParse(tbTradingConfig[j].NumValue, out SpreadByDefault);
newSymbol.SpreadByDefault = SpreadByDefault;
}
#endregion
#region GET LONG ONLY SET TO LONG ONLY OF SYMBOL
if (tbTradingConfig[j].Code == "S014")
{
if (tbTradingConfig[j].BoolValue == 0)
{
newSymbol.LongOnly = false;
}
else
{
newSymbol.LongOnly = true;
}
}
#endregion
#region GET LIMIT STOP LEVEL SET TO LIMIT STOP LEVEL OF SYMBOL
if (tbTradingConfig[j].Code == "S015")
{
int LimitLevel = 0;
int.TryParse(tbTradingConfig[j].NumValue, out LimitLevel);
newSymbol.LimitLevel = LimitLevel;
}
if (tbTradingConfig[j].Code == "S046")
{
int StopLevel = 0;
int.TryParse(tbTradingConfig[j].NumValue, out StopLevel);
newSymbol.StopLevel = StopLevel;
}
if (tbTradingConfig[j].Code == "S047")
{
int SLTP = 0;
int.TryParse(tbTradingConfig[j].NumValue, out SLTP);
newSymbol.StopLossTakeProfitLevel = SLTP;
}
#endregion
#region GET SPREAD BALANCE SET TO SPREAD BALANCE OF SYMBOL
if (tbTradingConfig[j].Code == "S016")
{
double SpreadBalace = 0;
if (tbTradingConfig[j].NumValue != "NaN")
{
double.TryParse(tbTradingConfig[j].NumValue, out SpreadBalace);
}
newSymbol.SpreadBalace = SpreadBalace;
}
#endregion
#region GET FREEZE LEVEL SET TO FREEZE LEVEL TO SYMBOL
if (tbTradingConfig[j].Code == "S017")
{
int FreezeLevel = 0;
int.TryParse(tbTradingConfig[j].NumValue, out FreezeLevel);
newSymbol.FreezeLevel = FreezeLevel;
}
#endregion
#region GET ALLOW READ TIME SET TO ALLOW READ TIME OF SYMBOL
if (tbTradingConfig[j].Code == "S018")
{
if (tbTradingConfig[j].BoolValue == 0)
{
newSymbol.AllowReadTime = false;
}
else
{
newSymbol.AllowReadTime = true;
}
}
#endregion
#region GET FILTTRATIONS LEVEL SET TO FILTRATIONS OF SYMBOL
if (tbTradingConfig[j].Code == "S020")
{
int FiltrationLevel = 0;
int.TryParse(tbTradingConfig[j].NumValue, out FiltrationLevel);
newSymbol.FiltrationsLevel = FiltrationLevel;
}
#endregion
#region GET AUTO LIMIT SET TO AUTO LIMIT OF SYMBOL
if (tbTradingConfig[j].Code == "S021")
{
newSymbol.AutoLimit = tbTradingConfig[j].StringValue;
}
#endregion
#region GET FILTER SET TO FILTER OF SYMBOL
if (tbTradingConfig[j].Code == "S022")
{
int Filter = 0;
int.TryParse(tbTradingConfig[j].NumValue, out Filter);
newSymbol.Filter = Filter;
}
#endregion
#region GET CONTRACT SIZE SET TO CONTRACT SIZE OF SYMBOL
if (tbTradingConfig[j].Code == "S025")
{
double ContractSize = 0;
double.TryParse(tbTradingConfig[j].NumValue, out ContractSize);
newSymbol.ContractSize = ContractSize;
}
#endregion
#region GET TICK SIZE SET TO TICK SIZE OF SYMBOL
if (tbTradingConfig[j].Code == "S029")
{
double TickSize = 0;
double.TryParse(tbTradingConfig[j].NumValue, out TickSize);
newSymbol.TickSize = TickSize;
}
#endregion
#region GET TICK PRICE SET TO TICK PRICE OF SYMBOL
if (tbTradingConfig[j].Code == "S030")
{
double TickPrice = 0;
double.TryParse(tbTradingConfig[j].NumValue, out TickPrice);
newSymbol.TickPrice = TickPrice;
}
#endregion
#region GET PROFIT CALCULATION SET TO PROFIT CALCULATION OF SYMBOL
if (tbTradingConfig[j].Code == "S033")
{
newSymbol.ProfitCalculation = tbTradingConfig[j].StringValue;
}
#endregion
#region GET ISHEDGED SET TO ISHEDGED OF SYMBOL
if (tbTradingConfig[j].Code == "S034")
{
if (tbTradingConfig[j].BoolValue == 0)
{
newSymbol.IsHedged = false;
}
else
{
newSymbol.IsHedged = true;
}
}
#endregion
#region GET TIME CLOSE ONLY OF SYMBOL FUTURE
if (tbTradingConfig[j].Code == "S044")
{
newSymbol.TimeCloseOnly = tbTradingConfig[j].DateValue;
}
#endregion
#region GET TIME EXP OF SYMBOL FUTURE
if (tbTradingConfig[j].Code == "S045")
{
newSymbol.TimeExp = tbTradingConfig[j].DateValue;
}
#endregion
#region GET APPLY SPREAD OF SYMBOL
if (tbTradingConfig[j].Code == "S050")
{
if (tbTradingConfig[j].BoolValue == 1)
{
newSymbol.ApplySpread = true;
}
}
#endregion
#region GET FREEZE MARGIN
if (tbTradingConfig[j].Code == "S051")
{
bool useFreezeLevel = false;
if (tbTradingConfig[j].BoolValue == 1)
useFreezeLevel = true;
newSymbol.IsEnableFreezeMargin = useFreezeLevel;
}
#endregion
#region GET USE FREEZE MARGIN
if (tbTradingConfig[j].Code == "S052")
{
double freezeMargin = 0;
double.TryParse(tbTradingConfig[j].NumValue.ToString(), out freezeMargin);
newSymbol.FreezeMargin = freezeMargin;
}
#endregion
#region GET FREEZE MARGIN HEDGED
if (tbTradingConfig[j].Code == "S053")
{
double freezeMarginH = 0;
double.TryParse(tbTradingConfig[j].NumValue, out freezeMarginH);
newSymbol.FreezeMarginHedged = freezeMarginH;
}
#endregion
#region GET MARGIN HEDGED
if (tbTradingConfig[j].Code == "S028")
{
double marginH = 0;
double.TryParse(tbTradingConfig[j].NumValue, out marginH);
newSymbol.MarginHedged = marginH;
}
#endregion
#region GET INIT MARGIN
if (tbTradingConfig[j].Code == "S026")
{
double initMargin = 0;
double.TryParse(tbTradingConfig[j].NumValue, out initMargin);
newSymbol.InitialMargin = initMargin;
}
#endregion
}
}
bool flagTick = false;
if (listTickTemp != null)
{
int countTick = listTickTemp.Count;
for (int j = 0; j < countTick; j++)
{
if (listTickTemp[j].SymbolName == tbSymbol[i].Name)
{
if (newSymbol.TickValue == null)
newSymbol.TickValue = new Business.Tick();
//newSymbol.TickValue.Ask = Math.Round(newSymbol.CreateAskPrices(listTickTemp[j].Bid, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
//Apply Spread Change Function CreateAskPrices
newSymbol.TickValue.Ask = Math.Round(newSymbol.CreateAskPrices(newSymbol.Digit,int.Parse(newSymbol.SpreadDifference.ToString()),listTickTemp[j].Ask),newSymbol.Digit);
newSymbol.TickValue.Bid = listTickTemp[j].Bid;
newSymbol.TickValue.Status = listTickTemp[j].Status;
newSymbol.TickValue.SymbolID = newSymbol.SymbolID;
newSymbol.TickValue.SymbolName = newSymbol.Name;
newSymbol.TickValue.TickTime = listTickTemp[j].TickTime;
newSymbol.TickValue.TimeCurrent = listTickTemp[j].TickTime;
newSymbol.TickValue.HighInDay = listTickTemp[j].HighInDay;
newSymbol.TickValue.LowInDay = listTickTemp[j].LowInDay;
newSymbol.ArchiveTick(newSymbol.TickValue);
#region BUILD HIGH LOW
if (newSymbol.TickCurrent == null)
newSymbol.TickCurrent = new Business.TickLog();
newSymbol.TickCurrent.Close = listTickTemp[j].Bid;
newSymbol.TickCurrent.Date = listTickTemp[j].TickTime;
newSymbol.TickCurrent.HighBid = listTickTemp[j].HighInDay;
newSymbol.TickCurrent.LowBid = listTickTemp[j].LowInDay;
newSymbol.TickCurrent.Name = listTickTemp[j].SymbolName;
newSymbol.TickCurrent.Open = listTickTemp[j].Bid;
//newSymbol.TickValue.HighAsk = Math.Round(newSymbol.CreateAskPrices(listTickTemp[j].HighInDay, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
newSymbol.TickValue.HighAsk = Math.Round(newSymbol.CreateAskPrices(newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString()), listTickTemp[j].HighAsk), newSymbol.Digit);
//newSymbol.TickValue.HighAsk = ResultDataLog.HighAsk;
//newSymbol.TickValue.HighInDay = ResultDataLog.High;
//newSymbol.TickValue.LowAsk = Math.Round(newSymbol.CreateAskPrices(listTickTemp[j].LowInDay, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
newSymbol.TickValue.LowAsk = Math.Round(newSymbol.CreateAskPrices(newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString()), listTickTemp[j].LowAsk), newSymbol.Digit);
//newSymbol.TickValue.LowAsk = ResultDataLog.LowAsk;
//newSymbol.TickValue.LowInDay = ResultDataLog.Low;
newSymbol.TickCurrent.HighAsk = newSymbol.TickValue.HighAsk;
newSymbol.TickCurrent.LowAsk = newSymbol.TickValue.LowAsk;
int tickID = ProcessQuoteLibrary.FacadeDataLog.AddNewDataLog(listTickTemp[j].TickTime, listTickTemp[j].Bid, listTickTemp[j].HighInDay,
listTickTemp[j].LowInDay, listTickTemp[j].HighAsk, listTickTemp[j].LowAsk, listTickTemp[j].Bid, listTickTemp[j].SymbolName);
newSymbol.TickCurrent.ID = tickID;
newSymbol.TickValue.ID = tickID;
#endregion
flagTick = true;
break;
}
}
}
if (!flagTick)
{
#region GET TICK OF SYMBOL
ProcessQuoteLibrary.Business.BarTick resultTick = ProcessQuoteLibrary.FacadeDataLog.FacadeGetClosePriceBySymbol(newSymbol.Name);
if (resultTick != null && resultTick.ID > 0)
{
if (newSymbol.TickValue == null)
newSymbol.TickValue = new Business.Tick();
//newSymbol.TickValue.Ask = Math.Round(newSymbol.CreateAskPrices(resultTick.Close, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
newSymbol.TickValue.Ask = Math.Round(newSymbol.CreateAskPrices(newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString()), resultTick.Close), newSymbol.Digit);
newSymbol.TickValue.Bid = resultTick.Close;
newSymbol.TickValue.Status = "up";
newSymbol.TickValue.SymbolID = newSymbol.SymbolID;
newSymbol.TickValue.SymbolName = newSymbol.Name;
newSymbol.TickValue.TickTime = resultTick.Time;
newSymbol.TickValue.TimeCurrent = resultTick.Time;
newSymbol.ArchiveTick(newSymbol.TickValue);
}
else
{
if (newSymbol.TickValue == null)
newSymbol.TickValue = new Business.Tick();
//newSymbol.TickValue.Ask = Math.Round(newSymbol.CreateAskPrices(resultTick.Close, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
newSymbol.TickValue.Ask = 0;
newSymbol.TickValue.Bid = 0;
newSymbol.TickValue.Status = "down";
newSymbol.TickValue.SymbolID = newSymbol.SymbolID;
newSymbol.TickValue.SymbolName = newSymbol.Name;
newSymbol.TickValue.TickTime = DateTime.Now;
newSymbol.TickValue.TimeCurrent = DateTime.Now;
}
#endregion
#region GET DATA HIGH LOW IN DAY SET TO DATA HIGH LOW OF SYMBOL
ProcessQuoteLibrary.Business.BarTick ResultDataLog = new ProcessQuoteLibrary.Business.BarTick();
ResultDataLog = ProcessQuoteLibrary.FacadeDataLog.FacadeGetDataLogByName(newSymbol.Name);
if (ResultDataLog.Time.Day == DateTime.Now.Day)
{
if (ResultDataLog != null && ResultDataLog.High != 0)
{
if (newSymbol.TickValue == null)
newSymbol.TickValue = new Business.Tick();
if (newSymbol.TickCurrent == null)
newSymbol.TickCurrent = new Business.TickLog();
newSymbol.TickCurrent.Close = ResultDataLog.Close;
newSymbol.TickCurrent.Date = ResultDataLog.Time;
newSymbol.TickCurrent.HighBid = ResultDataLog.High;
newSymbol.TickCurrent.ID = ResultDataLog.ID;
newSymbol.TickValue.ID = ResultDataLog.ID;
newSymbol.TickCurrent.LowBid = ResultDataLog.Low;
newSymbol.TickCurrent.Name = ResultDataLog.Symbol;
newSymbol.TickCurrent.Open = ResultDataLog.Open;
//newSymbol.TickValue.HighAsk = Math.Round(newSymbol.CreateAskPrices(resultTick.High, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
newSymbol.TickValue.HighAsk = Math.Round(newSymbol.CreateAskPrices(newSymbol.Digit,int.Parse(newSymbol.SpreadDifference.ToString()),resultTick.High));
//newSymbol.TickValue.HighAsk = ResultDataLog.HighAsk;
newSymbol.TickValue.HighInDay = ResultDataLog.High;
//newSymbol.TickValue.LowAsk = Math.Round(newSymbol.CreateAskPrices(resultTick.Low, newSymbol.SpreadByDefault, newSymbol.Digit, int.Parse(newSymbol.SpreadDifference.ToString())), newSymbol.Digit);
newSymbol.TickValue.LowAsk = Math.Round(newSymbol.CreateAskPrices(newSymbol.Digit,int.Parse(newSymbol.SpreadDifference.ToString()),resultTick.Low),newSymbol.Digit);
//newSymbol.TickValue.LowAsk = ResultDataLog.LowAsk;
newSymbol.TickValue.LowInDay = ResultDataLog.Low;
newSymbol.TickCurrent.HighAsk = ResultDataLog.HighAsk;
newSymbol.TickCurrent.LowAsk = ResultDataLog.LowAsk;
}
}
#endregion
}
#region FIND IMARKET AREA AND ADD TO SYMBOL
//Find IMarketArea
if (Business.Market.MarketArea != null)
{
int countMarketArea = Business.Market.MarketArea.Count;
for (int j = 0; j < countMarketArea; j++)
{
if (Business.Market.MarketArea[j].IMarketAreaID == tbSymbol[i].MarketAreaID)
{
newSymbol.MarketAreaRef = Business.Market.MarketArea[j];
//Add Symbol To MarketArea
if (Business.Market.MarketArea[j].ListSymbol == null)
Business.Market.MarketArea[j].ListSymbol = new List<Business.Symbol>();
Business.Market.MarketArea[j].ListSymbol.Add(newSymbol);
break;
}
}
}
#endregion
Result.Add(newSymbol);
}
}
}
}
catch (Exception ex)
{
return null;
}
finally
{
adap.Connection.Close();
adapTradingConfig.Connection.Close();
conn.Close();
}
return Result;
}
