private void ThreadPoolCallback(Object obj)
{
ThreadPoolT arg = (ThreadPoolT)obj;
// execute option update
UpdateOptionDetails(arg.option, false);
// signal done event
arg.done_event.Set();
// update progress bar
if (ThreadPoolT.bw != null)
{
lock (ThreadPoolT.bw)
{
try
{
ThreadPoolT.count++;
ThreadPoolT.current = ThreadPoolT.count * 100 / ThreadPoolT.total;
if (ThreadPoolT.current != ThreadPoolT.last)
{
ThreadPoolT.bw.ReportProgress(ThreadPoolT.current);
ThreadPoolT.last = ThreadPoolT.current;
}
}
catch { }
}
}
}
public ArrayList GetOptionsChain(string ticker)
{
// get corrected ticker
ticker = CorrectSymbol(ticker);
string url = null;
UnderlyingType type = UnderlyingType.Unknown;
// get url
url = GetOptionChainUrl(ticker, out type);
if (url == null || type == UnderlyingType.Unknown)
{
return(null);
}
XmlDocument xml = cap.DownloadXmlPartialWebPage(url, "<tbody", "</tbody>", 1, 1);
if (xml == null)
{
return(null);
}
ArrayList options_list = new ArrayList();
options_list.Clear();
double s_factor, o_factor;
switch (type)
{
case UnderlyingType.Currency:
s_factor = 0.001;
o_factor = 0.0001;
break;
default:
s_factor = 1;
o_factor = 0.01;
break;
}
for (int i = 1; ; i++)
{
XmlNode nd, row_nd = prs.GetXmlNodeByPath(xml.FirstChild, @"tbody\tr(" + i.ToString() + @")");
if (row_nd == null)
{
break;
}
Option option = new Option();
option.stock = ticker;
option.stocks_per_contract = 100;
option.update_timestamp = DateTime.Now;
// type, strike, and symbol
try
{
// get symbol
nd = prs.GetXmlNodeByPath(row_nd, @"td(2)");
if (nd == null || nd.InnerText == null)
{
continue;
}
option.symbol = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim();
if (debug_en)
{
debug_log += "option.symbol = '" + option.symbol.ToString() + "'\r\n";
}
// get type and strike
nd = prs.GetXmlNodeByPath(row_nd, @"td(11)");
if (nd == null || nd.InnerText == null)
{
continue;
}
string[] split = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim().Split(new char[] { ' ' });
int j, n;
for (n = 0, j = -1; j == -1 && n < split.Length; n++)
{
if (split[n] == "C" || split[n] == "P")
{
j = n;
}
}
if (j == -1)
{
continue;
}
option.type = (split[j] == "C") ? "Call" : "Put";
if (debug_en)
{
debug_log += "option.type = '" + option.type.ToString() + "'\r\n";
}
option.strike = double.Parse(split[j + 1]) * s_factor;
if (debug_en)
{
debug_log += "option.strike = '" + option.strike.ToString() + "'\r\n";
}
// get expiration date
DateTime date = DateTime.Parse("1-" + split[j + 2] + "-" + DateTime.Now.Year.ToString()).AddMonths(1).AddDays(-2);
if (date < DateTime.Now)
{
date = date.AddYears(1);
}
while (date.DayOfWeek != DayOfWeek.Thursday)
{
date = date.AddDays(-1);
}
option.expiration = date.AddDays(1);
if (debug_en)
{
debug_log += "option.expiration = '" + option.expiration.ToString() + "'\r\n";
}
}
catch { continue; }
try
{
// open int
nd = prs.GetXmlNodeByPath(row_nd, @"td(5)");
option.open_int = 0;
if (nd != null && nd.InnerText != null)
{
int.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim(), NumberStyles.Number, ci, out option.open_int);
}
if (debug_en)
{
debug_log += "option.open_int = '" + option.open_int.ToString() + "'\r\n";
}
// ask / bid prices
option.price.ask = double.NaN;
option.price.bid = double.NaN;
// last price
nd = prs.GetXmlNodeByPath(row_nd, @"td(10)");
option.price.last = double.NaN;
if (nd != null && nd.InnerText != null)
{
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim(), NumberStyles.Number, ci, out option.price.last);
}
if (debug_en)
{
debug_log += "option.price.last = '" + option.price.last.ToString() + "'\r\n";
}
// price change
nd = prs.GetXmlNodeByPath(row_nd, @"td(9)");
option.price.change = 0;
if (nd != null && nd.InnerText != null)
{
double d = 0;
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim(), NumberStyles.Number, ci, out d);
option.price.change = option.price.last * d / (1.0 + d);
}
if (debug_en)
{
debug_log += "option.price.change = '" + option.price.change.ToString() + "'\r\n";
}
// volume
nd = prs.GetXmlNodeByPath(xml.FirstChild, @"td(6)");
option.volume.total = 0;
if (nd != null && nd.InnerText != null)
{
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim(), NumberStyles.Number, ci, out option.volume.total);
}
if (debug_en)
{
debug_log += "option.volume.total = '" + option.volume.total.ToString() + "'\r\n";
}
}
catch { }
options_list.Add(option);
}
if (mode == ModeT.MODE_WITH_ASK_BID_PRICES)
{
if (host != null)
{
ThreadPoolT.bw = host.BackgroundWorker;
ThreadPoolT.current = 0;
ThreadPoolT.last = 0;
ThreadPoolT.count = 0;
ThreadPoolT.total = options_list.Count;
}
List <ManualResetEvent> event_list = new List <ManualResetEvent>();
ThreadPool.SetMaxThreads(16, 16);
for (int i = 0; i < options_list.Count; i++)
{
// update option
Option option = (Option)options_list[i];
// create operation argument
ThreadPoolT arg = new ThreadPoolT(option, new ManualResetEvent(false));
event_list.Add(arg.done_event);
// queue work
ThreadPool.QueueUserWorkItem(ThreadPoolCallback, arg);
// we wait every 64 since the WaitAll is limited by 64 decsriptors
if (event_list.Count == 64)
{
// wait for work to complete
WaitHandle.WaitAll(event_list.ToArray());
event_list.Clear();
}
}
// wait for work to complete
if (event_list.Count > 0)
{
WaitHandle.WaitAll(event_list.ToArray());
}
// reset progress bar
if (ThreadPoolT.bw != null)
{
ThreadPoolT.bw.ReportProgress(0);
}
}
// update
for (int i = 0; i < options_list.Count; i++)
{
Option option = (Option)options_list[i];
option.price.last *= o_factor;
option.price.change *= o_factor;
option.price.ask *= o_factor;
option.price.bid *= o_factor;
}
return(options_list);
}
