void OnReceiveQuotes(object sender, EventHandler.XingAPI.Quotes e)
{
if (int.TryParse(e.Time, out int time) && (time < 090007 && time > 045959) == false && (time > 153459 && time < 180000) == false && string.IsNullOrEmpty(API.Classification) == false)
{
double[] bp = new double[] { e.Price[e.Price.Length - 3], e.Price[e.Price.Length - 4], e.Price[e.Price.Length - 5] }, sp = new double[] { e.Price[2], e.Price[3], e.Price[4] };
API.MaxAmount = specify.Assets / ((API.Classification.Equals(buy) ? bp[2] : -sp[2]) * Const.TransactionMultiplier * specify.MarginRate);
foreach (var kv in API.BuyOrder)
{
if (Array.Exists(bp, o => o == kv.Value) == false && API.OnReceiveBalance && API.BuyOrder.ContainsKey(kv.Key) && SendClearingOrder(kv.Key))
{
return;
}
}
foreach (var kv in API.SellOrder)
{
if (Array.Exists(sp, o => o == kv.Value) == false && API.OnReceiveBalance && API.SellOrder.ContainsKey(kv.Key) && SendClearingOrder(kv.Key))
{
return;
}
}
}
else if (time > 153559 && time < 153959 && RollOver)
{
RollOver = false;
SendLiquidationOrder();
}
else if (specify.Time == 1440 && time > 153959 && time < 154459 && Assets > 0 && Math.Abs(API.MaxAmount) > 0)
{
SendLiquidationOrder(GetUserAssets((long)specify.Assets));
}
}
void OnReceiveQuotes(object sender, EventHandler.XingAPI.Quotes e)
{
if (strategy && int.TryParse(e.Time, out int time) && (time > 153459 && time < 180000) == false)
{
bool accumulate = e.Price[4] == Sell && e.Price[5] == Buy;
if (API.OnReceiveBalance && API.WindingClass.Equals(string.Empty) == false)
{
SendNewOrder(e.Price, API.WindingClass);
}
if (API.OnReceiveBalance && API.Classification.Equals(string.Empty) == false)
{
SendNewOrder(e.Price, API.Classification);
}
if (API.OnReceiveBalance && accumulate)
{
if (e.Price[4] == Sell && e.Price[5] == Buy)
{
OnDetermineTheTrend(AccumulateSell += e.Sell, AccumulateBuy += e.Buy, e.Price[4], e.Price[5]);
}
else if (Sell > e.Price[4] || Buy > e.Price[5])
{
OnDetermineTheTrend(1, 0, e.Price[4], e.Price[5]);
}
else if (Sell < e.Price[4] || Buy < e.Price[5])
{
OnDetermineTheTrend(0, 1, e.Price[4], e.Price[5]);
}
}
if (accumulate == false)
{
AccumulateSell = 0;
AccumulateBuy = 0;
Sell = e.Price[4];
Buy = e.Price[5];
}
}
else if (strategy && API.Trend.Count > 0 && int.TryParse(e.Time, out int roll) && roll > 153459 && roll < 154500)
{
int over = 0;
foreach (var kv in API.Trend)
{
over += kv.Value.Contains("-") ? -1 : 1;
}
API.Trend.Clear();
if (over != 0)
{
SendRollOverOrder(over);
}
}
}
public void OnReceiveQuotes(object sender, EventHandler.XingAPI.Quotes e) => BeginInvoke(new Action(() =>
{
var time = DateTime.ParseExact(e.Time, "HHmmss", null).ToString("HH : mm : ss");
if (quotes10.ForeColor.Equals(e.Color) == false)
{
quotes10.ForeColor = e.Color;
}
if (quotes10.Text.Equals(time) == false)
{
quotes10.Text = time;
}
for (int i = 0; i < e.Price.Length; i++)
{
var temp = string.Concat("quotes", i).FindByName <Label>(this);
var param = e.Price[i].ToString("N2");
var temporary = string.Concat("order", i).FindByName <Label>(this);
if (temp.Text.Equals(param) == false)
{
temp.Text = param;
}
if (e.SellOrder != null && i < 5 && e.SellOrder.ContainsValue(e.Price[i]))
{
var number = int.Parse(e.SellOrder.First(o => o.Value == e.Price[i]).Key).ToString();
if (temporary.Text.Equals(number))
{
continue;
}
temporary.Text = number;
}
else if (e.BuyOrder != null && i > 4 && e.BuyOrder.ContainsValue(e.Price[i]))
{
var number = int.Parse(e.BuyOrder.First(o => o.Value == e.Price[i]).Key).ToString();
if (temporary.Text.Equals(number))
{
continue;
}
temporary.Text = number;
}
else
{
temporary.Text = string.Empty;
}
}
Application.DoEvents();
}));
void OnReceiveQuotes(object sender, EventHandler.XingAPI.Quotes e)
{
if (int.TryParse(e.Time, out int time) && (time < 090007 && time > 045959) == false && (time > 153459 && time < 180000) == false && string.IsNullOrEmpty(API.Classification) == false)
{
string classification = API.Classification, price;
var check = classification.Equals(buy);
var max = Max(specify.Assets / ((check ? e.Price[5] : e.Price[4]) * Const.TransactionMultiplier * specify.MarginRate), classification);
double[] sp = new double[10], bp = new double[10];
API.MaxAmount = max * (check ? 1 : -1);
for (int i = 0; i < 10; i++)
{
if (double.TryParse((e.Price[5] - Const.ErrorRate * (9 - i)).ToString("F2"), out double bt) && double.TryParse((e.Price[4] + Const.ErrorRate * (9 - i)).ToString("F2"), out double st))
{
sp[i] = st;
bp[i] = bt;
}
}
if (API.AvgPurchase != null && API.AvgPurchase.Equals(avg) == false && API.OnReceiveBalance && API.Quantity != 0)
{
price = GetExactPrice(API.AvgPurchase);
switch (classification)
{
case sell:
if (API.Quantity < 0)
{
if (API.BuyOrder.Count == 0 && max < 1 - API.Quantity && ForTheLiquidationOfSellOrder(price, bp))
{
return;
}
if (API.BuyOrder.Count > 0 && ForTheLiquidationOfSellOrder(bp))
{
return;
}
if (API.SellOrder.Count > 0 && SetCorrectionSellOrder(price, sp[sp.Length - 1]))
{
return;
}
}
else if (API.BuyOrder.Count > 1 && SetBuyDecentralize(bp[bp.Length - 1]))
{
return;
}
break;
case buy:
if (API.Quantity > 0)
{
if (API.SellOrder.Count == 0 && max < API.Quantity - 1 && ForTheLiquidationOfBuyOrder(price, sp))
{
return;
}
if (API.SellOrder.Count > 0 && ForTheLiquidationOfBuyOrder(sp))
{
return;
}
if (API.BuyOrder.Count > 0 && SetCorrectionBuyOrder(price, bp[bp.Length - 1]))
{
return;
}
}
else if (API.SellOrder.Count > 1 && SetSellDecentralize(sp[sp.Length - 1]))
{
return;
}
break;
}
}
foreach (var kv in check ? API.BuyOrder : API.SellOrder)
{
if (Array.Exists(check ? bp : sp, o => o == kv.Value) == false && API.OnReceiveBalance && (check ? API.BuyOrder.ContainsKey(kv.Key) : API.SellOrder.ContainsKey(kv.Key)) && SendClearingOrder(kv.Key))
{
return;
}
}
if (API.OnReceiveBalance && SendNewOrder(e.Price, classification))
{
return;
}
}
else if (time > 153559 && time < 154459 && RollOver)
{
RollOver = false;
SendLiquidationOrder();
}
}
void OnReceiveQuotes(object sender, EventHandler.XingAPI.Quotes e)
{
if (int.TryParse(e.Time, out int time) && (time > 153459 && time < 180000) == false && string.IsNullOrEmpty(API.Classification) == false)
{
string classification = API.Classification;
var check = classification.Equals(buy);
var max = Max(specify.Assets / ((check ? e.Price[5] : e.Price[4]) * Const.TransactionMultiplier * Const.MarginRate200402), classification);
int i, being = (int)max;
double[] sp = new double[5], bp = new double[5];
API.MaxAmount = max * (classification.Equals(buy) ? 1 : -1);
for (i = 0; i < 5; i++)
{
sp[i] = e.Price[i];
bp[i] = e.Price[9 - i];
}
switch (classification)
{
case sell:
if (API.OnReceiveBalance && API.Quantity < 0 && API.AvgPurchase != null && API.AvgPurchase.Equals(avg) == false)
{
var price = GetExactPrice(API.AvgPurchase);
switch (API.BuyOrder.Count)
{
case 0:
if (API.OnReceiveBalance && price.Equals(Price) == false)
{
SendNewOrder(price, buy);
Price = price;
return;
}
else if (API.OnReceiveBalance && max < Math.Abs(API.Quantity))
{
SendNewOrder(e.Price, max, buy);
return;
}
break;
case 1:
var number = API.BuyOrder.First().Key;
if (API.BuyOrder.TryGetValue(number, out double cbp))
{
if (cbp.ToString("F2").Equals(price) == false && API.OnReceiveBalance)
{
SendCorrectionOrder(price, number);
return;
}
else if (Array.Exists(bp, o => o == cbp) == false && API.OnReceiveBalance)
{
SendClearingOrder(number);
return;
}
}
break;
default:
var order = API.BuyOrder.First(f => f.Value == API.BuyOrder.Max(o => o.Value)).Key;
if (API.OnReceiveBalance && API.BuyOrder.ContainsKey(order))
{
SendClearingOrder(order);
return;
}
break;
}
}
for (i = 4; i > -1; i--)
{
if (being + API.Quantity <= i && API.SellOrder.ContainsValue(sp[i]))
{
var number = API.SellOrder.First(o => o.Value == API.SellOrder.Min(m => m.Value)).Key;
var price = API.SellOrder.Max(o => o.Value) + Const.ErrorRate;
if (API.OnReceiveBalance && API.SellOrder.ContainsKey(number))
{
SendCorrectionOrder(price.ToString("F2"), number);
return;
}
}
}
break;
case buy:
if (API.OnReceiveBalance && API.Quantity > 0 && API.AvgPurchase != null && API.AvgPurchase.Equals(avg) == false)
{
var price = GetExactPrice(API.AvgPurchase);
switch (API.SellOrder.Count)
{
case 0:
if (API.OnReceiveBalance && (price.Equals(Price) == false))
{
SendNewOrder(price, sell);
Price = price;
return;
}
else if (API.OnReceiveBalance && max < API.Quantity)
{
SendNewOrder(e.Price, max, sell);
return;
}
break;
case 1:
var number = API.SellOrder.First().Key;
if (API.SellOrder.TryGetValue(number, out double csp))
{
if (csp.ToString("F2").Equals(price) == false && API.OnReceiveBalance)
{
SendCorrectionOrder(price, number);
return;
}
else if (Array.Exists(sp, o => o == csp) == false && API.OnReceiveBalance)
{
SendClearingOrder(number);
return;
}
}
break;
default:
var order = API.SellOrder.First(f => f.Value == API.SellOrder.Min(o => o.Value)).Key;
if (API.OnReceiveBalance && API.SellOrder.ContainsKey(order))
{
SendClearingOrder(order);
return;
}
break;
}
}
for (i = 4; i > -1; i--)
{
if (being - API.Quantity <= i && API.BuyOrder.ContainsValue(bp[i]))
{
var number = API.BuyOrder.First(o => o.Value == API.BuyOrder.Max(m => m.Value)).Key;
var price = API.BuyOrder.Min(o => o.Value) - Const.ErrorRate;
if (API.OnReceiveBalance && API.BuyOrder.ContainsKey(number))
{
SendCorrectionOrder(price.ToString("F2"), number);
return;
}
}
}
break;
}
foreach (var kv in check ? API.BuyOrder : API.SellOrder)
{
if (Array.Exists(check ? bp : sp, o => o == kv.Value) == false && API.OnReceiveBalance && (check ? API.BuyOrder.ContainsKey(kv.Key) : API.SellOrder.ContainsKey(kv.Key)))
{
SendClearingOrder(kv.Key);
return;
}
}
if (API.OnReceiveBalance)
{
SendNewOrder(e.Price, max, classification);
}
}
}
