//
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
public DropRules2(FillHub fillHub)
{
this.UniqueUserName = fillHub.Name;
this.m_FillHub = fillHub;
this.DropFileStartDateTime = fillHub.Log.GetTime(); // time stamp "label" used for archiving current drop file.
#if (DEBUG)
BookDropPeriod = new TimeSpan(0, 5, 0);
#endif
this.LastBookDrop = fillHub.Log.GetTime().Subtract(this.BookDropPeriod).AddMinutes(5.0);
this.m_LocalTimeLast = this.LastBookDrop;
this.NextResetDateTime = this.NextResetDateTime.Subtract(this.NextResetDateTime.TimeOfDay).Add(ResetTimeOfDay);
string path = this.GetLocalPath();
string fileName = this.GetLocalFileName();
this.m_FillHub.Log.NewEntry(LogLevel.Major, "DropRules: Dropping to {0}{1}", path, fileName);
m_DropWriter = new DropQueueWriter(path, fileName);
// Raw Fill drops
string dropDirPath = this.GetArchivePath(DateTime.Now);
string dropFileName = this.GetArchiveFileName(DateTime.Now, "Fills");
m_DropFills = new DropQueueWriter(dropDirPath, dropFileName);
}
//
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
/// <summary>
/// After constructing the drop rules, one can load a previous file or change
/// parameters before writing. The writers are created only after calling "Start()".
/// </summary>
/// <param name="fillHub"></param>
public DropRules(FillHub fillHub)
{
// Create the unique user name.
// UserLoginID + FillHubName (usually acct#)
//
TTApiService api = TTApiService.GetInstance();
this.UniqueUserName = string.Format("{0}_{1}", api.LoginUserName, fillHub.Name);
//this.UniqueUserName = fillHub.Name;
this.m_FillHub = fillHub;
this.DropFileStartDateTime = fillHub.Log.GetTime(); // time stamp "label" used for archiving current drop file.
m_StringifyOverrideTable = new Dictionary <Type, string[]>();
m_StringifyOverrideTable.Add(m_FillHub.GetType(), new string[] { string.Empty, "GetAttributesDrop", "GetElementsDrop" });
//#if (DEBUG)
//BookDropPeriod = new TimeSpan(0, 5, 0);
//PushToRepository = false;
//#endif
this.LastBookDrop = fillHub.Log.GetTime().Subtract(this.BookDropPeriod).AddMinutes(5.0);
this.m_LocalTimeLast = this.LastBookDrop;
//this.NextResetDateTime = this.NextResetDateTime.Subtract(this.NextResetDateTime.TimeOfDay).Add(ResetTimeOfDay);
}
// *****************************************************************
// **** Constructors ****
// *****************************************************************
public FormRejectViewer(FillHub fillHub)
{
m_FillHub = fillHub;
//m_FillHub.FillRejectionsUdated += new EventHandler(FillHub_FillRejectionsUpdate);
InitializeComponent();
UpdateSelectedItem(null);
}
private List <string> m_PropertyFormat = new List <string>(); // column formats
//
//
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
public FormFillBookViewer(Ambre.TTServices.Markets.MarketTTAPI priceHub, FillHub aFillHub)
{
InitializeComponent();
Log = aFillHub.Log;
m_FillHub = aFillHub;
m_Market = priceHub;
UpdateNewFills();
}// FormFillBookViewer()
//
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
public FormAddFills(Ambre.TTServices.Markets.MarketTTAPI priceHub, FillHub aFillHub)
{
InitializeComponent();
Log = aFillHub.Log;
m_FillHub = aFillHub;
m_Market = priceHub;
this.buttonDeleteBook.Text = ButtonDeleteBook_Normal; // set this to normal
this.buttonDeleteBook.Enabled = false; // TODO: disable until i can work out the "dupe key" problems.
#if (DEBUG)
this.buttonDeleteBook.Enabled = false;
#endif
}
}// UpdateInstruments()
//
//
private void UpdateInstrumentDetails()
{
// Get selected fill hub.
if (comboBoxFillHubs.SelectedItem == null)
{
return;
}
string fillHubName = comboBoxFillHubs.SelectedItem.ToString();
FillHub fillHub = null;
if (!m_FillHubs.TryGetValue(fillHubName, out fillHub))
{
return;
}
// Get selected instrument
if (comboBoxInstruments.SelectedItem == null)
{
return;
}
InstrumentName instrument = new InstrumentName();
if (comboBoxInstruments.SelectedItem is InstrumentName)
{
instrument = (InstrumentName)comboBoxInstruments.SelectedItem;
}
// Get information about this instrument.
IFillBook posBook = null;
if ((!instrument.IsEmpty) && fillHub.TryEnterReadBook(instrument, out posBook))
{
double x = posBook.RealizedDollarGains;
this.textBoxRealPnL.Text = x.ToString();
this.textBoxRealPnLNew.Text = "0";
x = posBook.RealizedStartingDollarGains;
this.textBoxStartRealPnL.Text = x.ToString();
this.textBoxStartRealPnLNew.Text = "0";
fillHub.ExitReadBook(instrument);
}
else
{ // No specific instrument is selected
this.textBoxRealPnL.Text = "0";
this.textBoxRealPnLNew.Text = "0";
this.textBoxStartRealPnL.Text = "0";
this.textBoxStartRealPnLNew.Text = "0";
}
}// UpdateInstrumentDetails()
//
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
/// <summary>
/// After constructing the drop rules, one can load a previous file or change
/// parameters before writing. The writers are created only after calling "Start()".
/// </summary>
/// <param name="fillHub"></param>
public DropSimple(FillHub fillHub)
{
// Create the unique user name.
TTApiService api = TTApiService.GetInstance();
this.UniqueUserName = string.Format("{0}_{1}", api.LoginUserName, fillHub.Name);
this.m_FillHub = fillHub;
this.DropFileStartDateTime = fillHub.Log.GetTime(); // time stamp "label" used for archiving current drop file.
m_StringifyOverrideTable = new Dictionary <Type, string[]>();
m_StringifyOverrideTable.Add(m_FillHub.GetType(), new string[] { string.Empty, "GetAttributesDrop", "GetElementsDrop" });
this.LastBookDrop = fillHub.Log.GetTime().Subtract(this.BookDropPeriod).AddMinutes(5.0);
this.m_LocalTimeLast = this.LastBookDrop;
}
//
//
#endregion//Constructors
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
/// <summary>
/// When an instrument is clicked on in the position viewer window, that window
/// calls this routine letting us know which instrument is active.
/// </summary>
/*
* public void SetInstrument(FillHub fillHub, UV.Lib.Products.InstrumentBase instrument)
* {
* m_CurrentInstrument = instrument; // set current instrument
* m_FillHub = fillHub; // set current fill hub
* this.Text = string.Format("Add Fills - {0}", m_CurrentInstrument.FullName);
* this.labelInstrumentName.Text = m_CurrentInstrument.FullName;
* this.labelExpirationDate.Text = string.Format("{0:ddd dd MMM yyyy}", m_CurrentInstrument.ExpirationDate);
*
* // Update Markets
* UV.Lib.BookHubs.Book aBook;
* if (m_Market.TryEnterReadBook(out aBook))
* {
* foreach (UV.Lib.BookHubs.MarketInstrument mktInstr in aBook.Instruments.Values)
* {
* if (mktInstr.Name.Equals(m_CurrentInstrument.FullName))
* {
* labelAskPrice.Text = mktInstr.Price[UV.Lib.Utilities.QTMath.AskSide][0].ToString();
* labelBidPrice.Text = mktInstr.Price[UV.Lib.Utilities.QTMath.BidSide][0].ToString();
* labelAskQty.Text = mktInstr.Qty[UV.Lib.Utilities.QTMath.AskSide][0].ToString();
* labelBidQty.Text = mktInstr.Qty[UV.Lib.Utilities.QTMath.BidSide][0].ToString();
* break;
* }
* }
* m_Market.ExitReadBook(aBook);
* }
* // Reset defaults
* SetConfirmMode(buttonSubmitFill,false,0);
* }//SetInstrument()
* //
*/
//
//
public void SetInstrument(FillHub fillHub, InstrumentName instrument)
{
m_CurrentInstrument = instrument; // set current instrument
m_FillHub = fillHub; // set current fill hub
this.Text = string.Format("Add Fills - {0}", m_CurrentInstrument.FullName);
this.labelInstrumentName.Text = m_CurrentInstrument.FullName;
/*
* UV.Lib.Products.InstrumentBase instrBase;
* if (m_Market.TryGetInstrument(instrument, out instrBase))
* {
* this.labelExpirationDate.Text = string.Format("{0:ddd dd MMM yyyy}", instrBase.ExpirationDate);
* }
* else
* this.labelExpirationDate.Text = "unknown market instr";
*/
TradingTechnologies.TTAPI.InstrumentDetails details;
if (m_Market.TryLookupInstrumentDetails(instrument, out details))
{
this.labelExpirationDate.Text = string.Format("{0:ddd dd MMM yyyy}", details.ExpirationDate.ToDateTime());
}
else
{
this.labelExpirationDate.Text = "unknown market instr";
}
// Update Markets
Book aBook;
if (m_Market.TryEnterReadBook(out aBook))
{
foreach (Market mktInstr in aBook.Instruments.Values)
{
if (mktInstr.Name.Equals(m_CurrentInstrument))
{
labelAskPrice.Text = mktInstr.Price[QTMath.AskSide][0].ToString();
labelBidPrice.Text = mktInstr.Price[QTMath.BidSide][0].ToString();
labelAskQty.Text = mktInstr.Qty[QTMath.AskSide][0].ToString();
labelBidQty.Text = mktInstr.Qty[QTMath.BidSide][0].ToString();
break;
}
}
m_Market.ExitReadBook(aBook);
}
// Reset defaults
SetConfirmMode(buttonSubmitFill, false, 0);
}//SetInstrument()
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
//
//
//
// **** ShutDown() ****
//
/// <summary>
/// Called when the form is about to close to release resources nicely.
/// </summary>
private void ShutDown()
{
if (!m_IsAppShuttingDown)
{
m_IsAppShuttingDown = true;
if (Log != null)
{
Log.RequestStop();
Log = null;
}
if (m_FillHub != null)
{
//m_FillHub.PositionBookCreated -= new EventHandler(FillHub_PositionBookCreated);
//m_FillHub.PositionBookChanged -= new EventHandler(FillHub_PositionBookChanged);
//m_FillHub.PositionBookPnLChanged -= new EventHandler(FillHub_PositionBookPnLChanged);
m_FillHub.Request(new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestShutdown));
m_FillHub = null;
}
if (m_MarketHub != null)
{
m_MarketHub.RequestStop();
m_MarketHub = null;
}
if (m_TTServices != null)
{
m_TTServices.ServiceStateChanged -= new EventHandler(TTServices_ServiceStateChanged);
m_TTServices.Dispose();
m_TTServices = null;
}
if (m_TalkerHub != null)
{
m_TalkerHub.ServiceStateChanged -= new EventHandler(TalkerHub_ServiceStateChanged);
m_TalkerHub.Request(TalkerHubRequest.StopService);
//m_TalkerHub = null;
}
}
}//Shutdown().
//
private void CollectStateInfo(ControlPnLTransferTool control, out FillHub leftFillHub, out InstrumentName leftInstrumentName, out List <double> leftDoubles)
{
leftFillHub = null;
leftInstrumentName = new InstrumentName();
leftDoubles = new List <double>();
int ptr = 0;
List <object> leftStates = control.GetCurrentState();
string fillHubName = leftStates[ptr].ToString();
ptr++;
if (!m_FillHubs.TryGetValue(fillHubName, out leftFillHub))
{
return;
}
//bool leftInstrumentSelected = false;
if (leftStates[ptr] is InstrumentName)
{
leftInstrumentName = (InstrumentName)leftStates[ptr];
//leftInstrumentSelected = true;
}
else
{
leftInstrumentName = new InstrumentName();
}
ptr++;
// Load all the remaining numbers in data set.
while (ptr < leftStates.Count)
{
double x = double.NaN;
if (double.TryParse(leftStates[ptr].ToString(), out x))
{
leftDoubles.Add(x);
}
ptr++;
}
}
//
//
//
#endregion//Constructors
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
// *********************************************
// **** AddHub() ****
// *********************************************
/// <summary>
/// User must add hub to which this page will listen to/and display
/// position changes.
/// </summary>
/// <param name="newFillHub"></param>
public void AddHub(FillHub newFillHub)
{
// Add to our fillhubs
m_FillHub = newFillHub;
if (Log == null)
{
Log = m_FillHub.Log; // Use first fillHub's log as my own.
}
// Listen to its events
newFillHub.PositionBookCreated += new EventHandler(FillHub_PositionBookCreated);
newFillHub.PositionBookDeleted += new EventHandler(FillHub_PositionBookDeleted);
newFillHub.PositionBookChanged += new EventHandler(FillHub_PositionBookChanged);
// Rename this page after the fill hub it describes.
if (string.IsNullOrEmpty(newFillHub.Name))
{
this.Text = "Total";
}
else
{
this.Text = newFillHub.Name;
}
}//AddHub()
}//constructor
//
//
private void InitializeServices()
{
AppInfo info = AppInfo.GetInstance("Bret");
bool isLogViewerVisible = false;
#if (DEBUG)
isLogViewerVisible = true;
#endif
Log = new LogHub("TalkerForm", info.LogPath, isLogViewerVisible, LogLevel.ShowAllMessages);
// Instantiate TT API.
m_TTServices = TTServices.TTApiService.GetInstance();
m_TTServices.ServiceStateChanged += new EventHandler(TTServices_ServiceStateChanged);
m_TTServices.Start(true);
// Instantiate hubs
m_MarketHub = new MarketTTAPI();
m_MarketHub.Log.IsViewActive = isLogViewerVisible;
//m_MarketHub.InstrumentChanged += new EventHandler(MarketHub_InstrumentChanged);
m_MarketHub.Start();
m_FillHub = new FillHub(string.Empty, isLogViewerVisible);
m_FillHub.MarketHub = m_MarketHub;
//m_FillHub.PositionBookCreated += new EventHandler(FillHub_PositionBookCreated);
//m_FillHub.PositionBookChanged += new EventHandler(FillHub_PositionBookChanged);
//m_FillHub.PositionBookPnLChanged += new EventHandler(FillHub_PositionBookPnLChanged);
m_FillHub.Start();
m_TalkerHub = new TalkerHub(isLogViewerVisible);
m_TalkerHub.ServiceStateChanged += new EventHandler(TalkerHub_ServiceStateChanged);
m_TalkerHub.RequestAddHub(m_FillHub);
m_TalkerHub.Start();
}
private List <UV.Lib.OrderHubs.Fill> m_DropFillList = new List <UV.Lib.OrderHubs.Fill>(); // workspace
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
public DropRulesOld(FillHub fillHub, UV.Lib.IO.Drops.DropQueueWriter dropWriter)
{
m_FillHub = fillHub;
Log = m_FillHub.Log;
m_DropWriter = dropWriter;
}
//
//
#endregion//Constructors
#region Properties
// *****************************************************************
// **** Properties ****
// *****************************************************************
public void UpdateNow(FillHub fillHub)
{
m_FillHub = fillHub;
UpdateRejectList();
}
}//
//
//
//
//
#endregion//Constructors
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
//
//
public void ControlPanel_ButtonClicked(object sender, EventArgs eventArgs)
{
if (!(sender is Button))
{
return;
}
Button button = (Button)sender;
try
{
if (button.Parent != m_LeftControl)
{
return; // at present, only buttons active on left control
}
//
// Collect the state of the LEFT control
//
FillHub leftFillHub;
InstrumentName leftInstrumentName;
List <double> leftDoubles;
CollectStateInfo(m_LeftControl, out leftFillHub, out leftInstrumentName, out leftDoubles);
//
// Collect the state of the RIGHT control
//
FillHub rightFillHub = null;
InstrumentName rightInstrumentName = new InstrumentName();
List <double> rightDoubles = new List <double>();
if (m_IsRightControlVisible)
{
CollectStateInfo(m_RightControl, out rightFillHub, out rightInstrumentName, out rightDoubles);
}
//
// Process and submit request
//
string buttonName = button.Name;
if (m_IsRightControlVisible)
{ // Transfer mode: transfer between left "from account" (left) to the "to account" (right)
// Transfer from account:
Misty.Lib.OrderHubs.OrderHubRequest leftRequest = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestRealPnLReset);
leftRequest.Data = new object[3];
if (!leftInstrumentName.IsEmpty)
{
leftRequest.Data[0] = leftInstrumentName;
}
else
{
System.Windows.Forms.MessageBox.Show("Transfers must be from one Instrument to another.", "Request not submitted");
return; // Now, only transfers from specific instr to another is allowed.
}
double moneyToTransfer = 0;
if (buttonName.Equals("buttonSubmitRealPnL"))
{
if (!double.IsNaN(leftDoubles[0])) // previous value
{
moneyToTransfer = leftDoubles[0];
}
leftRequest.Data[1] = 0; // new value is zero.
leftRequest.Data[2] = null; // leave starting-pnl alone.
}
else if (buttonName.Equals("buttonSubmitStartRealPnL"))
{
if (!double.IsNaN(leftDoubles[2]))
{
moneyToTransfer = leftDoubles[2];
}
leftRequest.Data[1] = null;
leftRequest.Data[2] = 0; // new value is zero.
}
else
{
System.Windows.Forms.MessageBox.Show(string.Format("Unknown button {0}", buttonName), "Request not submitted");
return;
}
// Transfer to account:
Misty.Lib.OrderHubs.OrderHubRequest rightRequest = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestRealPnLReset);
rightRequest.Data = new object[3];
if (!rightInstrumentName.IsEmpty)
{
rightRequest.Data[0] = rightInstrumentName;
}
else
{
MessageBox.Show("Transfers must be from one Instrument to another.", "Request not submitted");
return; // Now, only transfers from specific instr to another is allowed.
}
double currentMoney = 0;
if (buttonName.Equals("buttonSubmitRealPnL"))
{
if (!double.IsNaN(rightDoubles[0])) // previous value
{
currentMoney = rightDoubles[0];
}
else
{
MessageBox.Show(" \"Transfer to\" account has bad value for current PnL.", "Request not submitted");
return;
}
rightRequest.Data[1] = currentMoney + moneyToTransfer; // new value is sum
rightRequest.Data[2] = null; // leave starting-pnl alone.
}
else if (buttonName.Equals("buttonSubmitStartRealPnL"))
{
if (!double.IsNaN(rightDoubles[2]))
{
currentMoney = rightDoubles[2];
}
else
{
MessageBox.Show(" \"Transfer to\" account has bad value for current PnL.", "Request not submitted");
return;
}
rightRequest.Data[1] = null; // leave value alone
rightRequest.Data[2] = currentMoney + moneyToTransfer; // new value
}
// Submit both requests now.
StringBuilder msg = new StringBuilder();
msg.AppendFormat("From: \r\nAccount: {0} \r\nInstrument:{1}", leftFillHub.ServiceName, leftRequest.Data[0]);
if (leftRequest.Data[1] != null)
{
msg.AppendFormat("\r\nDaily PnL: {0}", leftRequest.Data[1]);
}
else if (leftRequest.Data[2] != null)
{
msg.AppendFormat("\r\nStarting PnL: {0}", leftRequest.Data[2]);
}
else
{
MessageBox.Show(" \"Transfer from\" request has no values in data.", "Request not submitted");
return;
}
msg.Append("\r\n");
msg.AppendFormat("To: \r\nAccount: {0} \r\nInstrument:{1}", rightFillHub.ServiceName, rightRequest.Data[0]);
if (rightRequest.Data[1] != null)
{
msg.AppendFormat("\r\nDaily PnL: {0}", rightRequest.Data[1]);
}
else if (rightRequest.Data[2] != null)
{
msg.AppendFormat("\r\nStarting PnL: {0}", rightRequest.Data[2]);
}
else
{
MessageBox.Show(" \"Transfer to\" request has no values in data.", "Request not submitted");
return;
}
msg.Append("\r\nPlease confirm these final amounts.");
DialogResult result = MessageBox.Show(msg.ToString(), "Confirm transfer", MessageBoxButtons.YesNo);
if (result == DialogResult.Yes)
{
leftFillHub.Request(leftRequest); // Subtract the money first.
rightFillHub.Request(rightRequest);
}
}
else
{ // User supplied MANUAL values for PnL.
if (buttonName.Equals("buttonSubmitRealPnL"))
{
Misty.Lib.OrderHubs.OrderHubRequest request = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestRealPnLReset);
request.Data = new object[3];
if (!leftInstrumentName.IsEmpty)
{
request.Data[0] = leftInstrumentName;
}
else
{
request.Data[0] = null; // means update all instruments.
}
if (!double.IsNaN(leftDoubles[1]))
{
request.Data[1] = leftDoubles[1]; // value to update all instrument pnl.
}
else
{
MessageBox.Show("Manual value is not set.", "Request not submitted");
return;
}
request.Data[2] = null; // null means leave starting PnL alone.
leftFillHub.Request(request);
}
else if (buttonName.Equals("buttonSubmitStartRealPnL"))
{
Misty.Lib.OrderHubs.OrderHubRequest request = new Misty.Lib.OrderHubs.OrderHubRequest(Misty.Lib.OrderHubs.OrderHubRequest.RequestType.RequestRealPnLReset);
request.Data = new object[3];
if (!leftInstrumentName.IsEmpty)
{
request.Data[0] = leftInstrumentName;
}
else
{
request.Data[0] = null; // means update all instruments.
}
request.Data[1] = null; // null means leave daily real pnl alone.
if (!double.IsNaN(leftDoubles[3])) // update the starting pnl.
{
request.Data[2] = leftDoubles[3];
}
else
{
MessageBox.Show("Manual value is not set.", "Request not submitted");
return;
}
leftFillHub.Request(request);
}
}
}
catch (Exception)
{
}
}
}//HubEventHandler()
//
//
// *********************************************************
// **** Process Hub Request ****
// *********************************************************
/// <summary>
/// Direct requests from outsiders for managing this TalkerHub.
/// </summary>
private void ProcessRequest(TalkerHubEventArg eventArg)
{
switch (eventArg.Request)
{
case TalkerHubRequest.AmberXLConnect: // try to connect to Excel
if (m_SocketBreTalker == null)
{
m_SocketBreTalker = new SocketManager();
m_SocketBreTalker.Connected += new EventHandler(HubEventEnqueue);
m_SocketBreTalker.Disconnected += new EventHandler(HubEventEnqueue);
m_SocketBreTalker.MessageReceived += new EventHandler(HubEventEnqueue);
}
if (!TryToConnectToExcel())
{ // Failed to connect.
// TODO: Put this request in our waiting queue and try again periodically.
m_AmbreXLReconnectFailureCount++;
m_AmbreXLReconnectCounter = Math.Min(AmbreXLReconnectCounterMin * m_AmbreXLReconnectFailureCount, AmbreXLReconnectCounterMax);
Log.NewEntry(LogLevel.Major, "ProcessRequest: Failed {0} times to connect to socket. Try again in {1:0.0} seconds.", m_AmbreXLReconnectFailureCount, (m_AmbreXLReconnectCounter / 1000.0));
}
else
{
Log.NewEntry(LogLevel.Major, "ProcessRequest: Connected to Socket.");
}
break;
case TalkerHubRequest.AmbreXLDisconnect:
m_SocketBreTalker.StopConversation();
break;
case TalkerHubRequest.StopService:
if (m_SocketBreTalker != null)
{
m_SocketBreTalker.StopConversation();
if (m_SocketBreTalker.IsServing)
{
m_SocketBreTalker.StopServer();
}
}
this.Stop();
break;
case TalkerHubRequest.RequestAddHub:
if (eventArg.Data != null)
{
foreach (object newHub in eventArg.Data)
{
if (newHub is FillHub)
{
FillHub newFillHub = (FillHub)newHub;
FillHub oldFillHub;
if (m_FillHubs.TryGetValue(newFillHub.Name, out oldFillHub))
{ // User must want to replace fill hub with same name...
m_FillHubs.Remove(oldFillHub.Name);
oldFillHub.PositionBookCreated -= new EventHandler(HubEventEnqueue); // unsubscribe to this old hub
oldFillHub.PositionBookChanged -= new EventHandler(HubEventEnqueue);
oldFillHub.PositionBookDeleted -= new EventHandler(HubEventEnqueue);
}
m_FillHubs.Add(newFillHub.Name, newFillHub);
newFillHub.PositionBookCreated += new EventHandler(HubEventEnqueue); // subscribe to this new hub
newFillHub.PositionBookChanged += new EventHandler(HubEventEnqueue);
newFillHub.PositionBookDeleted += new EventHandler(HubEventEnqueue);
} // if new hub is FillHub type.
else if (newHub is MarketTTAPI)
{
//UV.Lib.MarketHubs.MarketHub marketHub = (UV.Lib.MarketHubs.MarketHub)newHub;
MarketTTAPI marketHub = (MarketTTAPI)newHub;
m_MarketHub = marketHub;
}
} //for each hub passed to us.
} // if request contains data.
break;
default:
break;
}
}//ProcessRequest()
}//UpdateMarketTopics.
//
//
//
//
private void CategorizeTopic(Topic topic)
{
string hubName = topic.HubName;
if (string.IsNullOrEmpty(hubName))
{
hubName = DefaultHubName;
}
// New
Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > > m_Subscriptions = null;
if (!m_SubscriptionsByHubName.TryGetValue(hubName, out m_Subscriptions))
{ // Create a new subscription list for this hub.
m_Subscriptions = new Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > >();
m_SubscriptionsByHubName.Add(hubName, m_Subscriptions);
}
// Create subscription lists for any new Instruments found.
if (topic.Type != SubscriptionType.Unknown && !m_Subscriptions.ContainsKey(topic.Instrument))
{
m_Subscriptions.Add(topic.Instrument, new Dictionary <SubscriptionType, List <Topic> >());
}
Dictionary <SubscriptionType, List <Topic> > subscriptionList; // A list of all subscriptions of the desired type!
if (m_Subscriptions.TryGetValue(topic.Instrument, out subscriptionList))
{
if (!subscriptionList.ContainsKey(topic.Type))
{
subscriptionList.Add(topic.Type, new List <Topic>());
}
List <Topic> topicList;
if (subscriptionList.TryGetValue(topic.Type, out topicList)) // list of subscriptions for desired type and instrument.
{
if (!topicList.Contains(topic))
{ // This is a new topic. The user may ask for same subscription multiple times.
// That would be inefficient, but if he does then this list will contain multiple topics
// that all show the same information.
Log.NewEntry(LogLevel.Minor, "New subscription {0}.", topic);
topicList.Add(topic);
}
else
{ // We have already categorized this topic. Do nothing.
}
}
else
{
Log.NewEntry(LogLevel.Warning, "CategorizeTopic problem 1.");
}
}
else
{
Log.NewEntry(LogLevel.Warning, "CategorizeTopic problem 2.");
}
//
// Calculate initial value.
//
FillHub m_FillHub = null;
if (m_FillHubs.TryGetValue(hubName, out m_FillHub))
{
switch (topic.Type)
{
case SubscriptionType.Position:
FillBookLifo book;
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.NetPosition.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("0");
}
break;
case SubscriptionType.AvePositionCost:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.AveragePrice.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.RealPnL:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.RealizedDollarGains.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.StartingRealPnL:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.RealizedStartingDollarGains.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.UnRealPnL:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.UnrealizedDollarGains().ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.Volume:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.Volume.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
case SubscriptionType.StartingVolume:
if (m_FillHub.TryEnterReadBook(topic.Instrument, out book))
{
topic.SetValue(book.StartingVolume.ToString());
m_FillHub.ExitReadBook(topic.Instrument);
}
else
{
topic.SetValue("");
}
break;
default:
break;
}
}
else
{
topic.SetValue("Unknown HubName");
}
}//CategorizeTopic()
}//ProcessRequest()
//
//
// *********************************************************
// **** Process FillHub Event ****
// *********************************************************
/// <summary>
/// Processes events from a fill hub. Events include PositionBook changed or created events.
/// The fillhub ptr and InstrumentName (corresponding to the book) is passed to us. We lookup any subscription
/// topics for these.
/// </summary>
/// <param name="eventArg"></param>
private void ProcessFillHubEvent(FillHub.PositionBookChangedEventArgs eventArg)
{
FillHub callingHub = eventArg.Sender; // pointer to the particular FillHub from which event was created.
string name = callingHub.Name;
if (string.IsNullOrEmpty(name))
{
name = DefaultHubName;
}
InstrumentName instrument = eventArg.Instrument;
// Search for the FillHub in our list of subscriptions.
Dictionary <InstrumentName, Dictionary <SubscriptionType, List <Topic> > > m_Subscriptions = null;
if (!m_SubscriptionsByHubName.TryGetValue(name, out m_Subscriptions))
{
return;
}
Dictionary <SubscriptionType, List <Topic> > subscriptionList;
if (m_Subscriptions.TryGetValue(instrument, out subscriptionList) && subscriptionList.Count > 0)
{ // We have some active subscriptions for this instrument.
string newValue;
FillBookLifo book;
if (callingHub.TryEnterReadBook(instrument, out book))
{ // We found the book that changed its position. Update all things that may have changed.
//
// Update everything about this book.
//
List <Topic> topicList;
if (subscriptionList.TryGetValue(SubscriptionType.Position, out topicList))
{
newValue = book.NetPosition.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.AvePositionCost, out topicList))
{
newValue = book.AveragePrice.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.RealPnL, out topicList))
{
newValue = book.RealizedDollarGains.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingRealPnL, out topicList))
{
newValue = book.RealizedStartingDollarGains.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.UnRealPnL, out topicList))
{
newValue = book.UnrealizedDollarGains().ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.Volume, out topicList))
{
newValue = book.Volume.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingVolume, out topicList))
{
newValue = book.StartingVolume.ToString();
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
callingHub.ExitReadBook(instrument);
}
else
{ // We have a subscription request for this instrument, we obtained an event from it,
// yet, when we inquire about this instrument, it is unknown!?!?
// This CAN happen whenever an specific fill book is deleted by the user.
List <Topic> topicList;
newValue = "0";
if (subscriptionList.TryGetValue(SubscriptionType.Position, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.AvePositionCost, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.RealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingRealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.UnRealPnL, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.Volume, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
if (subscriptionList.TryGetValue(SubscriptionType.StartingVolume, out topicList))
{
foreach (Topic topic in topicList)
{
if (!topic.PeekAtValue().Equals(newValue))
{
topic.SetValue(newValue);
}
}
}
}
}
//else
// Log.NewEntry(LogLevel.Minor, "ProcessFillHubEvent: No subscriptions for {0}.",instrument); // user hasn't subscribed to this instrument.
}//ProcessFillHubEvent().
