Exemple #1
0
        public DomDataModel(String tableName, string symbol)
        {
            SymbolName = symbol;
            _tableName = tableName;

            Instrument = null;
            FirstTride = true;
            IsNewTrade = true;
            PrevTradePrice = 0;
            PrevTradeVol = 0;
            PrevTradeTime = new DateTime();

            TsFirstTride = true;
            TsIsNewTrade = true;
            TsPrevTradePrice = 0;
            TsPrevTradeVol = 0;
            TsPrevTradeTime = new DateTime();

            IsCanceled = false;
            GroupId = 0;
            TsGroupId = 0;
            Depth = 1;
        }
Exemple #2
0
        public SymbolData(String tableName)
        {
            Instrument = null;
            _tableName = tableName;
            SymbolName = String.Empty;
            FirstTride = true;
            IsNewTrade = true;
            PrevTradePrice = 0;
            PrevTradeVol = 0;
            PrevTradeTime = new DateTime();

            TsFirstTride = true;
            TsIsNewTrade = true;
            TsPrevTradePrice = 0;
            TsPrevTradeVol = 0;
            TsPrevTradeTime = new DateTime();

            IsCanceled = false;
            GroupId = 0;
            TsGroupId = 0;
            Depth = 1;
            MsgObject = null;
        }
Exemple #3
0
        public DomDataModel(String tableName, string symbol)
        {
            SymbolName = symbol;
            _tableName = tableName;

            Instrument     = null;
            FirstTride     = true;
            IsNewTrade     = true;
            PrevTradePrice = 0;
            PrevTradeVol   = 0;
            PrevTradeTime  = new DateTime();

            TsFirstTride     = true;
            TsIsNewTrade     = true;
            TsPrevTradePrice = 0;
            TsPrevTradeVol   = 0;
            TsPrevTradeTime  = new DateTime();

            IsCanceled = false;
            GroupId    = 0;
            TsGroupId  = 0;
            Depth      = 1;
        }
        public void CEL_InstrumentSubscribed(string symbol1, ICQGInstrument instrument)
        {
            var sdata = new SymbolData();
            try
            {
                var symbol = symbol1;
                var symbolLen = symbol.Length;
                sdata = new SymbolData("DM_" + symbol.Substring(5, symbolLen - 5).ToUpper()) { Instrument = instrument, Depth = GetDepthForSymbol(instrument.FullName) };
                sdata.SymbolName = symbol;

                if (_addSybolsList.Count == 0) return;
                sdata.MsgObject = _addSybolsList[symbol];
                var tdata = new TickData("TS_" + symbol.Substring(5, symbol.Length - 5).ToUpper(), symbol);

                DatabaseManager.DoSqlLive(QueryBuilder.createTable_tick(tdata.TableName));
                DatabaseManager.DoSqlLive(QueryBuilder.createTable_dom(sdata.TableName));

                if (_isMoreInfo)
                {
                    sdata.MsgObject.Text = @"Subscribed. Waiting for data...";
                    sdata.MsgObject.ForeColor = Color.Green;
                }
                else
                {
                    sdata.MsgObject.Text = @"Subscribed";
                    sdata.MsgObject.ForeColor = Color.Green;
                }
                instrument.DataSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndDOM;
                sdata.GroupId = 0;

                Console.WriteLine(@"dom:" + sdata.GroupId);
                if (!_symbolsTable.ContainsKey(instrument.FullName))
                    _symbolsTable.Add(instrument.FullName, sdata);

                tdata.GroupID = 0;
                if (!_tickTable.ContainsKey(instrument.FullName))
                    _tickTable.Add(instrument.FullName, tdata);

                if (!_subscribedSymbols.Exists(oo => oo == symbol1))
                    _subscribedSymbols.Add(symbol1);
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
                if (sdata.MsgObject != null)
                {
                    sdata.MsgObject.ForeColor = Color.OrangeRed;
                    sdata.MsgObject.Text = ex.Message;
                }
            }
        }
Exemple #5
0
        public void CEL_InstrumentSubscribed(string symbol1, ICQGInstrument instrument)
        {
            var sdata = new SymbolData();

            try
            {
                var symbol    = symbol1;
                var symbolLen = symbol.Length;
                sdata = new SymbolData("DM_" + symbol.Substring(5, symbolLen - 5).ToUpper())
                {
                    Instrument = instrument, Depth = GetDepthForSymbol(instrument.FullName)
                };
                sdata.SymbolName = symbol;

                if (_addSybolsList.Count == 0)
                {
                    return;
                }
                sdata.MsgObject = _addSybolsList[symbol];
                var tdata = new TickData("TS_" + symbol.Substring(5, symbol.Length - 5).ToUpper(), symbol);

                DatabaseManager.DoSqlLive(QueryBuilder.createTable_tick(tdata.TableName));
                DatabaseManager.DoSqlLive(QueryBuilder.createTable_dom(sdata.TableName));

                if (_isMoreInfo)
                {
                    sdata.MsgObject.Text      = @"Subscribed. Waiting for data...";
                    sdata.MsgObject.ForeColor = Color.Green;
                }
                else
                {
                    sdata.MsgObject.Text      = @"Subscribed";
                    sdata.MsgObject.ForeColor = Color.Green;
                }
                instrument.DataSubscriptionLevel = eDataSubscriptionLevel.dsQuotesAndDOM;
                sdata.GroupId = 0;

                Console.WriteLine(@"dom:" + sdata.GroupId);
                if (!_symbolsTable.ContainsKey(instrument.FullName))
                {
                    _symbolsTable.Add(instrument.FullName, sdata);
                }

                tdata.GroupID = 0;
                if (!_tickTable.ContainsKey(instrument.FullName))
                {
                    _tickTable.Add(instrument.FullName, tdata);
                }

                if (!_subscribedSymbols.Exists(oo => oo == symbol1))
                {
                    _subscribedSymbols.Add(symbol1);
                }
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
                if (sdata.MsgObject != null)
                {
                    sdata.MsgObject.ForeColor = Color.OrangeRed;
                    sdata.MsgObject.Text      = ex.Message;
                }
            }
        }