static void OnHistoryUpdated(object sender, CandleHistoryCandleUpdatedEventArgs args)
{
CandleHistory history = (CandleHistory)sender;
List <ICandleDataWriter> writers = null;
if (mDataWriters.TryGetValue(history.ID, out writers))
{
foreach (ICandleDataWriter writer in writers)
{
writer.WriteCandleData(args.Candle);
}
}
}
/// <summary>
/// Add tick update to the candle
/// </summary>
public void AddTick(Tick tick)
{
//get date/time of the candle to which the tick belongs
DateTime tickCandle = mCalculator.GetCandle(mTimeframe, tick.Date);
Candle candle;
//if there is no candles yet
//(there shall not be such situation, mostly that means
//that the previous get history request has been failed!)
if (mCandles.Count == 0)
{
//just create a new candle on the base of the tick
candle = new Candle(tickCandle, tick.Bid, tick.Bid, tick.Bid, tick.Bid, tick.Ask, tick.Ask, tick.Ask, tick.Ask, tick.Volume, false, mTimeframe, mPrecision);
mCandles.Add(candle);
mLastMinute = tick.TickMinute;
mLastMinuteVolume = tick.Volume;
}
else
{
//else take the latest candle we have
candle = mCandles[mCandles.Count - 1];
}
if (candle.Date < tickCandle)
{
//if candle is older than the candle
//of the tick
//create a new candle
candle.CloseCandle();
if (OnUpdated != null && mLoaded)
{
CandleHistoryCandleUpdatedEventArgs args = new CandleHistoryCandleUpdatedEventArgs(candle);
OnUpdated(this, args);
}
Candle newcandle = new Candle(tickCandle, candle.BidClose, Math.Max(tick.Bid, candle.BidClose), Math.Min(tick.Bid, candle.BidClose), tick.Bid,
candle.AskClose, Math.Max(tick.Ask, candle.AskClose), Math.Min(tick.Ask, candle.AskClose), tick.Ask,
tick.Volume, false, mTimeframe, mPrecision);
mCandles.Add(newcandle);
mLastMinute = tick.TickMinute;
mLastMinuteVolume = tick.Volume;
}
else if (candle.Date == tickCandle)
{
//or if tick belongs to the candle
//update the current candle using ticks.
//the most complex thing here is how to update the tick volume.
//Problem 1) Some ticks may be filtered off
//Problem 2) In the situation when the historical collection
//is subscribed on the server and then we add ticks - we must
//exactly know how many ticks was added into the tick volume
//
//to solve both problems:
//1) each tick contains the accumulating tick volume for the current minute
//2) the history contains the minute and the volume of the last
// tick minute used to collect the data into the history.
//please also note that the server guarntees delivering
//or the high, low and close ticks of each minute.
bool ignore = false;
double volume = 0;
if (tick.TickMinute == mLastMinute)
{
//if this ticks belongs to the same minute as already processed
//find change of the volume since the last tick
//and add it to the candle
volume = tick.Volume - mLastMinuteVolume;
mLastMinuteVolume = tick.Volume;
}
else if (tick.TickMinute > mLastMinute)
{
//if this ticks belongs to the next minute
//(i.e. it is the first tick of that minute
//add all accumulated volume and then
//keep the data for further updates in the same minute
volume = tick.Volume;
mLastMinute = tick.TickMinute;
mLastMinuteVolume = tick.Volume;
}
else
{
//ignore tick, it's older than the last minute tick we (really-server) already
//processed
ignore = true;
}
if (!ignore)
{
candle.UpdateCandle(tick.Bid, tick.Ask, volume);
if (OnUpdated != null && mLoaded)
{
CandleHistoryCandleUpdatedEventArgs args = new CandleHistoryCandleUpdatedEventArgs(candle);
OnUpdated(this, args);
}
}
}
}