private List <Rate> DecodeRates(string packet, ref TickTime origin)
{
List <Rate> Rates = new List <Rate>();
string[] DelimitedData = Asmodat.Abbreviate.String.ToList(packet, "$");
if (DelimitedData == null)
{
return(Rates);
}
foreach (string data in DelimitedData)
{
Rate Rate = this.ToRate(data, ref origin);
if (Rate != null)
{
Rates.Add(Rate);
}
}
return(Rates);
}
/// <summary>
/// Decodes data and sets reciving time if origin != TickTime.MinValue
/// </summary>
/// <param name="packet"></param>
/// <param name="origin"></param>
/// <returns></returns>
private List <Rate> DecodeRates(string packet, ref TickTime origin)
{
List <Rate> Rates = new List <Rate>();
string[] DelimitedData = Asmodat.Abbreviate.String.ToList(packet, "$");
if (DelimitedData == null)
{
return(Rates);
}
for (int i = 0; i < DelimitedData.Length; i++)
{
Rate Rate = this.ToRateOnConnect(DelimitedData[i], ref origin);
if (Rate != null)
{
Rates.Add(Rate);
}
}
return(Rates);
}
public void DealRequest(bool TFBuySell, Rate rate, int amount, int tolerance, int expiration = 1000)
{
string product = rate.Pair;
if (!IsReady || !ForexConfiguration.ProductSettings.ContainsKey(product) || !ForexRates.Data.ContainsKey(product))
{
return;
}
ProductSetting Settings = ForexConfiguration.ProductSettings[product];
DealRequest DRequest = new DealRequest(expiration);
DRequest.Product = product;
DRequest.Executed = false;
DRequest.Buy = TFBuySell;
DRequest.Close = false;
DRequest.ASK = rate.OFFER;
DRequest.BID = rate.BID;
DRequest.Amount = amount; //DRequest.Lots = (lots * int.Parse(Settings.OrderSize)).ToString();
DRequest.Tolerance = tolerance;
this.Save(DRequest);
}
public bool UpdateDataRate(Rate rate)
{
string pair = rate.Pair;
if (!Data.ContainsKey(pair))
{
Data.Add(pair, rate);
return(false);
}
else if (Data[pair].DateTime > rate.DateTime) //Update only new Rates
{
return(false);
}
Dictionary <object, object> Properties = Objects.GetProperties(rate, true, true);
Dictionary <string, object> PropertiesNew = new Dictionary <string, object>();
bool bSuccess = true;
foreach (KeyValuePair <object, object> KVP in Properties)
{
object oValue = KVP.Value;
object oKey = KVP.Key;
if (!(oKey is string))
{
continue;
}
if (oValue == null)
{
continue;
}
if (oValue is int || oValue is double)
{
if (System.Convert.ToDouble(oValue) < 0)
{
continue;
}
}
else if (oValue is string)
{
if (System.String.IsNullOrEmpty((string)oValue))
{
continue;
}
}
else if (oValue is DateTime)
{
if (((DateTime)oValue) < Data[pair].DateTime)
{
bSuccess = false;
break;
}
}
PropertiesNew.Add((string)oKey, oValue);
}
if (!bSuccess)
{
return(false);
}
Rate rateCurrent = Data[pair];
if (Objects.SetProperties(ref rateCurrent, PropertiesNew, true))
{
Data[pair] = rateCurrent;
}
else
{
return(false);
}
DateUpdateData = DateTime.Now;
return(true);
}
/// <summary>
/// Converts string data into Rate property
/// Example rate: "EUR/USD\\1.17684\\1.17701\\D\\1.18485\\1.17619\\5\\A\\1.18385\\EUR/USD\\EUR/USD$"
/// Example data: "Pair\BID\OFFER\STATUS\HIGH\LOW\DECIMALS\NOTATION\CLOSINGBID\CONTRACTPAIR\COUNTERPAIR$"
/// @"Pair\BID\OFFER\STATUS\HIGH\LOW\DECIMALS\NOTATION\CLOSINGBID\CONTRACTPAIR\COUNTERPAIR\DateTime\Token\OPEN\CLOSE", @"\");
/// </summary>
/// <param name="getRateString">Sting formattes as: Pair\BID\OFFER\STATUS\HIGH\LOW\DECIMALS\NOTATION\CLOSINGBID\CONTRACTPAIR\COUNTERPAIR$ without $ char</param>
/// <returns>Rate based on string input.</returns>
private Rate ToRate(string data, ref TickTime origin)
{
if (System.String.IsNullOrEmpty(data) || data.Length < 11)
{
return(null);
}
data = data.Replace("$", "");
string[] properties = Asmodat.Abbreviate.String.ToList(data, "\\");
if (properties.Length != 11)
{
return(null);
}
string status = properties[3];
string notation = properties[7];
if (status != "D" && status != "R")
{
return(null);
}
if (notation != "E" && notation != "A")
{
return(null);
}
Rate rate = new Rate();
try
{
rate.Pair = properties[0];
rate.DECIMALS = int.Parse(properties[6]);
if (rate.DECIMALS != ForexConfiguration.GetDecimals(rate.Pair))
{
return(null);
}
rate.BID = Doubles.Parse(properties[1], rate.DECIMALS);
rate.OFFER = Doubles.Parse(properties[2], rate.DECIMALS);
rate.STATUS = status;
rate.NOTATION = notation;
//rate.HIGH = Doubles.Parse(properties[4], rate.DECIMALS);
//rate.LOW = Doubles.Parse(properties[5], rate.DECIMALS);
//rate.CLOSINGBID = Doubles.Parse(properties[8], rate.DECIMALS);
//rate.CONTRACTPAIR = properties[9];
//rate.COUNTERPAIR = properties[10];
rate.ChartData.TickTime = (origin += 1);
//backtest
double pchange = RateInfo.ChangePercentage(rate.BID, rate.OFFER);
if (pchange < 25)
{
return(null);
}
}
catch (Exception e)
{
Exceptions.Add(e);
return(null);
}
return(rate);
}
/// <summary>
/// @"Token\BID\OFFER\\\\\"
/// "R27\\89.514\\89.549\\D\\\\\\02/19/2015 09:25:55\\"
/// TimeZoneInfo.ConvertTime(DateTime.Now, TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time"));
/// </summary>
/// <param name="data"></param>
/// <param name="dateTimeFormat"></param>
/// <returns></returns>
public Rate ToRateOnChange(string data, ref TickTime origin)
{
if (System.String.IsNullOrEmpty(data) || data.Length < 7)
{
return(null);
}
char cMessageType = data[0];
if (!Char.IsLetter(cMessageType))
{
return(null); //This is not RateChange frame
}
data = data.Substring(1, data.Length - 1); //Remove Message Type Rate
string[] properties = Asmodat.Abbreviate.String.ToList(data, "\\");
if (properties.Length != 7)
{
return(null);
}
string status = properties[3];
if (status != "D" && status != "R")
{
return(null);
}
Rate rate = new Rate();
try
{
rate.Token = int.Parse(properties[0]);
rate.Pair = ForexConfiguration.OrderPair[rate.Token];
rate.DECIMALS = ForexConfiguration.GetDecimals(rate.Pair);
rate.BID = Doubles.Parse(properties[1], rate.DECIMALS);
rate.OFFER = Doubles.Parse(properties[2], rate.DECIMALS);
rate.STATUS = status;
rate.ChartData.TickTime = (origin += 1);
//backtest
double pchange = RateInfo.ChangePercentage(rate.BID, rate.OFFER);
if (pchange < 50)
{
return(null);
}
}
catch (Exception e)
{
Exceptions.Add(e);
return(null);
}
return(rate);
}
