private void StartGetData()
{
ServerLog.ClearList();
for (int i = 0; i < SiArray.Count; i++)
{
if (!RunningST.ContainsKey(SiArray[i].Market))
{
string market = SiArray[i].Market;
string dllname = TradeSDK.getDllName(market);
Assembly assembly = Assembly.Load(TradeSDK.getSDK(dllname));
Type ClassTradeAPI = assembly.GetType(string.Format("{0}.TradeAPI", dllname.Substring(0, dllname.Length - 4)));
Object ObjectTradeAPI = assembly.CreateInstance(ClassTradeAPI.FullName, true, BindingFlags.CreateInstance, null, new object[] { }, null, null);
BaseTradeAPI bta = ((BaseTradeAPI)ObjectTradeAPI);
RunningST.Add(market, bta);
TraderAccount sa = new TraderAccount(bta);
bta.queryDataArrival += queryArrival;
if (showTradeView)
{
CurrentBalances.Insert(market);
Trader trader = Trader.CreateTrader(sa);
traders.Add(market, trader);
frm_TradeMonitor tradeform = new frm_TradeMonitor(trader);
tradeform.tradePolicyResult_Arrival += PolicyResultArraival;
tradeform.tradeFunPolicyResult_Arrival += PolicyFunArraival;
tradeform.Left = 0;
tradeform.Top = 3 * logform.Height;
tradeform.Show();
tradeform.ConnectTrade();
}
}
foreach (var st in RunningST)
{
BaseTradeAPI bta = ((BaseTradeAPI)st.Value);
if (bta.AbortedWs)
{
bta.InitWebSocket();
}
if (bta.market == SiArray[i].Market)
{
if (!bta.DicSi.ContainsKey(SiArray[i].Code))
{
bta.DicSi.Add(SiArray[i].Code, SiArray[i]);
CurrentTicker.Insert(SiArray[i].Market + SiArray[i].Code);
}
bta.Subscribe(SiArray[i].Code, "marketDepth", SiArray[i].Type);
bta.Subscribe(SiArray[i].Code, "trade", SiArray[i].Type);
if (showTradeView)
{
bta.Subscribe(SiArray[i].Code, "order", SiArray[i].Type);
bta.Subscribe(SiArray[i].Code, "account", SiArray[i].Type);
if (SiArray[i].Type != "spot")
{
bta.Subscribe(SiArray[i].Code, "position", SiArray[i].Type);
}
}
}
}
}
}
void QueryZiJin(JObject jomsg)
{
JObject ZiJinInfo = jomsg;
JArray zijins = (JArray)ZiJinInfo["data"];
List <CurrentBanalce> cbs = new List <CurrentBanalce>();
for (int i = 0; i < zijins.Count; i++)
{
if (System.Convert.ToDecimal(zijins[i]["balance"].ToString()) > 0)
{
StockZiJing zj = new StockZiJing();
zj.Equity = zijins[i]["available"].ToString().Substring(0, 10);
zj.Instrument_id = zijins[i]["currency"].ToString();
zj.Frozen = zijins[i]["frozen"].ToString().Substring(0, 10);
zj.Total_avail_balance = zijins[i]["balance"].ToString().Substring(0, 10);
bool find = false;
for (int m = 0; m < ZiJinList.Count; m++)
{
if (zj.Instrument_id == ZiJinList[m].Instrument_id)
{
find = true;
ZiJinList[m] = zj;
break;
}
}
if (!find)
{
ZiJinList.Add(zj);
}
CurrentBanalce cb = new CurrentBanalce();
cb.Code = zj.Instrument_id;
cb.Ava = System.Convert.ToDouble(zj.Equity);
cb.Total = System.Convert.ToDouble(zj.Total_avail_balance);
cb.Frz = System.Convert.ToDouble(zj.Frozen);
cbs.Add(cb);
}
}
CurrentBalances.Update(market, cbs);
RaiseZiJin(ZiJinList);
}
protected override void dataReceiver_Data_Arrival(object sender, StockData.TickData tickdata)
{
if (tickdata.Code == string.Empty)
{
IsSimulateFinished = true;
HistoryFinished();
LiveDataUpdate(tickdata);
}
else
{
if (currentDay != tickdata.Time.Date)
{
loseArr.Add(loseCount);
currentDay = tickdata.Time.Date;
this.Reset();
}
currentTick = tickdata;
SecondTick = CurrentStockData.GetTick(SecondSi);
liveDataProcessor.ReceiveTick(tickdata);
if (this.SecInfo.isLive(tickdata.Time.TimeOfDay))
{
if (IsSimulateFinished || (!IsSimulateFinished && !tickdata.IsReal))
{
if (CanOpen())
{
if (Math.Abs((tickdata.Time - SecondTick.Time).Seconds) <= 1)
{
double a = tickdata.Bid - SecondTick.Ask;
double b = (tickdata.Bid * parameter.Fee + SecondTick.Ask * parameter.SecondFee + tickdata.Last * parameter.Lirun);
double c = SecondTick.Bid - tickdata.Ask;
double d = (tickdata.Ask * parameter.Fee + SecondTick.Bid * parameter.SecondFee + tickdata.Last * parameter.Lirun);
List <CurrentBanalce> ACBS = CurrentBalances.getCurrentBalance(SecInfo.Market);
List <CurrentBanalce> BCBS = CurrentBalances.getCurrentBalance(parameter.SecondMarket);
foreach (CurrentBanalce aCBS in ACBS)
{
if (aCBS.Code.ToUpper() == parameter.Code.ToUpper() || aCBS.Code.ToUpper() == parameter.Code.ToUpper() + "-SPOT")
{
if (aCBS.Ava > parameter.Qty * 2)
{
Code1AtoB = true;
}
else
{
Code1AtoB = false;
}
}
if (aCBS.Code.ToUpper() == parameter.Code2.ToUpper() || aCBS.Code.ToUpper() == parameter.Code2.ToUpper() + "-SPOT")
{
if (aCBS.Ava > parameter.Qty * tickdata.Last * 2)
{
Code2BtoA = true;
}
else
{
Code2BtoA = false;
}
}
}
foreach (CurrentBanalce bCBS in BCBS)
{
if (bCBS.Code.ToUpper() == parameter.Code.ToUpper() || bCBS.Code.ToUpper() == parameter.Code.ToUpper() + "-SPOT")
{
if (bCBS.Ava > parameter.Qty * 2)
{
Code1BtoA = true;
}
else
{
Code1BtoA = false;
}
}
if (bCBS.Code.ToUpper() == parameter.Code2.ToUpper() || bCBS.Code.ToUpper() == parameter.Code2.ToUpper() + "-SPOT")
{
if (bCBS.Ava > parameter.Qty * tickdata.Last * 2)
{
Code2AtoB = true;
}
else
{
Code2AtoB = false;
}
}
}
if (a > b)
{
if (Code1AtoB && Code2AtoB)
{
firstDeal = false;
secondDeal = false;
string tr = DateTime.Now.ToString("yyyyMMddHHmmss") + Rand6Int().ToString();
OpenArgs oa = new OpenArgs(
tickdata.Bid - parameter.HuaDian,
parameter.qty,
OpenType.Sell,
SecInfo,
tickdata,
tr);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
OpenArgs oa2 = new OpenArgs(
SecondTick.Ask + parameter.HuaDian,
parameter.qty,
OpenType.Buy,
SecondSi,
SecondTick,
tr);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
}
else
{
loseCount += 1;
}
}
if (c > d)
{
if (Code1BtoA && Code2BtoA)
{
firstDeal = false;
secondDeal = false;
string tr = DateTime.Now.ToString("yyyyMMddHHmmss") + Rand6Int().ToString();
OpenArgs oa = new OpenArgs(
tickdata.Ask + parameter.HuaDian,
parameter.qty,
OpenType.Buy,
SecInfo,
tickdata,
tr);
OpenDelete od = new OpenDelete(OpenThread);
od.BeginInvoke(oa, null, null);
OpenArgs oa2 = new OpenArgs(
SecondTick.Bid - parameter.HuaDian,
parameter.qty,
OpenType.Sell,
SecondSi,
SecondTick,
tr);
OpenDelete od2 = new OpenDelete(OpenThread);
od2.BeginInvoke(oa2, null, null);
}
else
{
loseCount += 1;
}
}
}
}
}
}
LiveDataUpdate(tickdata);
}
}
void QueryZiJin(JObject jomsg)
{
JObject ZiJinInfo = jomsg;
JArray ziJins = (JArray)ZiJinInfo["data"];
if (ziJins != null)
{
List <CurrentBanalce> cbs = new List <CurrentBanalce>();
for (int j = 0; j < ziJins.Count; j++)
{
if (ziJins[j]["type"].ToString() == "spot")
{
JArray zijins = (JArray)ziJins[j]["list"];
for (int i = 0; i < zijins.Count; i++)
{
bool find = false;
int index = 0;
for (int m = 0; m < cbs.Count; m++)
{
if (cbs[m].Code == zijins[i]["currency"].ToString())
{
find = true;
index = m;
break;
}
}
if (find)
{
if (zijins[i]["type"].ToString() == "trade")
{
cbs[index].Ava = System.Convert.ToDouble(zijins[i]["balance"].ToString());
}
else
{
cbs[index].Frz = System.Convert.ToDouble(zijins[i]["balance"].ToString());
}
cbs[index].Total = cbs[index].Ava + cbs[index].Frz;
}
else
{
CurrentBanalce cb = new CurrentBanalce();
if (zijins[i]["type"].ToString() == "trade")
{
cb.Ava = System.Convert.ToDouble(zijins[i]["balance"].ToString());
cb.Code = zijins[i]["currency"].ToString();
cb.Frz = 0;
cb.Total = cb.Ava;
}
else
{
cb.Ava = 0;
cb.Code = zijins[i]["currency"].ToString();
cb.Frz = System.Convert.ToDouble(zijins[i]["balance"].ToString());
cb.Total = cb.Frz;
}
cbs.Add(cb);
}
}
}
}
for (int i = 0; i < cbs.Count(); i++)
{
if (cbs[i].Total == 0)
{
cbs.RemoveAt(i);
i--;
}
}
CurrentBalances.Update(market, cbs);
List <StockZiJing> ZiJinList = new List <StockZiJing>();
for (int i = 0; i < cbs.Count; i++)
{
StockZiJing szj = new StockZiJing();
szj.Instrument_id = cbs[i].Code;
szj.Total_avail_balance = cbs[i].Total.ToString();
szj.Frozen = cbs[i].Frz.ToString();
szj.Equity = cbs[i].Ava.ToString();
ZiJinList.Add(szj);
}
RaiseZiJin(ZiJinList);
}
}
