public void OnUpdate(int itemPos, string itemName, IUpdateInfo updateInfo)
{
string key = updateInfo.GetNewValue("key");
string action = updateInfo.GetNewValue("command");
FeedMessage feedMsg = new FeedMessage();
int indexOfSchemaSpliter = itemName.IndexOf('#');
string schemacode = itemName.Remove(indexOfSchemaSpliter);
IEnumerable <dsSchema.SchemaInfoRow> rows = m_dsSchema.SchemaInfo.Where(r => r.SchemaCode == schemacode);
Dictionary <string, string> data = new Dictionary <string, string>();
foreach (dsSchema.SchemaInfoRow dr in rows)
{
string fieldName = dr.FieldName;
string value = updateInfo.GetNewValue(dr.FieldName.Trim());
if (fieldName == "command" || fieldName == "key")
{
continue;
}
data.Add(fieldName, value);
}
feedMsg.ItemName = itemName;
feedMsg.DataItems = data;
feedMsg.Code = key.Trim();
feedMsg.Action = action.Trim();
m_ReceivedFeedBCollecion.Add(feedMsg);
}
protected override L1LsPriceData LoadUpdate(IUpdateInfo update)
{
try
{
var l1LsPriceData = new L1LsPriceData
{
//If you don't subscribe to the data then you cannot obtain it without an exception
//MidOpen = StringToNullableDecimal(update.GetNewValue("MID_OPEN")),
Bid = StringToNullableDecimal(update.GetNewValue("BID")),
//Change = StringToNullableDecimal(update.GetNewValue("CHANGE")),
//ChangePct = StringToNullableDecimal(update.GetNewValue("CHANGE_PCT")),
//High = StringToNullableDecimal(update.GetNewValue("HIGH")),
//Low = StringToNullableDecimal(update.GetNewValue("LOW")),
//MarketDelay = StringToNullableInt(update.GetNewValue("MARKET_DELAY")),
//MarketState = update.GetNewValue("MARKET_STATE"),
Offer = StringToNullableDecimal(update.GetNewValue("OFFER")),
UpdateTime = EpocStringToNullableDateTime(update.GetNewValue("UPDATE_TIME")),
};
return(l1LsPriceData);
}
catch (Exception ex)
{
return(null);
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(confirms)))
{
ProcessConfirmsMessage(confirms);
}
if (!(String.IsNullOrEmpty(opu)))
{
ProcessOpuMessage(opu);
}
if (!(String.IsNullOrEmpty(wou)))
{
ProcessWouMessage(wou);
}
}
catch (Exception ex)
{
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var receivers = _tradingService.CandleReceivers.OfType <TicksDataReceiver>().Where(r => itemName.Contains(r.Epic)).ToList();
if (receivers.Count > 0)
{
var bidStr = update.GetNewValue("BID");
var offerStr = update.GetNewValue("OFR");
if (bidStr == null || offerStr == null)
{
return;
}
var bid = Convert.ToDouble(bidStr);
var offer = Convert.ToDouble(offerStr);
receivers.ForEach(r => r.AddTick(bid, offer));
}
}
catch (Exception ex)
{
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Trade Subscription Update");
try
{
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(opu)))
{
UpdateTs(itemPos, itemName, update, opu, TradeSubscriptionType.Opu);
}
if (!(String.IsNullOrEmpty(wou)))
{
UpdateTs(itemPos, itemName, update, wou, TradeSubscriptionType.Wou);
}
if (!(String.IsNullOrEmpty(confirms)))
{
UpdateTs(itemPos, itemName, update, confirms, TradeSubscriptionType.Confirm);
}
}
catch (Exception ex)
{
_applicationViewModel.ApplicationDebugData += "Exception thrown in TradeSubscription Lightstreamer update" + ex.Message;
}
}
public void OnItemUpdate(int itemPos, string itemName, IUpdateInfo update)
{
if (textMeshFound && suscribedItemName.Equals(itemName))
{
textMeshStr = update.GetNewValue(1) + ": " + update.GetNewValue(2); //update.ToString();
}
Debug.Log("OnItemUpdate: " + itemName + ", update: " + update);
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Console.WriteLine(NotifyUpdate(update) +
" for " + itemPos + ":" +
" key = " + update.GetNewValue(1) +
" command = " + update.GetNewValue(2) +
NotifyValue(update, 3, "qty"));
}
new public void RTUpdates(IUpdateInfo update)
{
if (!update.ItemName.Equals(this.ItemName))
{
return;
}
if (update.IsValueChanged("message"))
{
Debug.Log("Message:" + update.GetNewValue("message"));
GetComponent <TextMesh>().text = update.GetNewValue("message");
}
}
public void OnItemUpdate(int phase, int itemPos, string itemName, IUpdateInfo update)
{
if (!App.checkPhase(phase))
{
return;
}
Dictionary <int, UpdateCell> TextMap;
if (RowMap.TryGetValue(itemPos, out TextMap))
{
for (int i = 0; i < App.fields.Length; i++)
{
string field = App.fields[i];
if (update.IsValueChanged(field) || update.Snapshot)
{
UpdateCell cell;
if (TextMap.TryGetValue(i, out cell))
{
cell.SetText(update.GetNewValue(field));
if (field.Equals("last_price"))
{
cell.Animate(update, field, TextMap);
}
}
}
}
}
Debug.WriteLine("OnItemUpdate: " + itemName + ", " + update + ", pos: " + itemPos);
}
public void Animate(IUpdateInfo update, string field, Dictionary <int, UpdateCell> TextMap)
{
string oldval = update.GetOldValue(field);
string newval = update.GetNewValue(field);
int action = 0;
try
{
if (Convert.ToDouble(oldval) > Convert.ToDouble(newval))
{
action = -1;
}
else
{
action = 1;
}
} catch (FormatException) {
// ignore
}
foreach (UpdateCell cell in TextMap.Values)
{
if (action > 0)
{
cell.AnimateUp();
}
else if (action < 0)
{
cell.AnimateDown();
}
else
{
cell.AnimateSame();
}
}
}
public void Animate(IUpdateInfo update, string field, Dictionary<int, UpdateCell> TextMap)
{
string oldval = update.GetOldValue(field);
string newval = update.GetNewValue(field);
int action = 0;
try
{
if (Convert.ToDouble(oldval) > Convert.ToDouble(newval))
action = -1;
else
action = 1;
}
catch (FormatException)
{
// ignore
}
foreach (UpdateCell cell in TextMap.Values)
{
if (action > 0)
cell.AnimateUp();
else if (action < 0)
cell.AnimateDown();
else
cell.AnimateSame();
}
}
protected override TradeData LoadUpdate(IUpdateInfo update)
{
try
{
TradeData tradeData = new TradeData();
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(opu)))
{
System.Console.WriteLine("Update type is opu");
tradeData.Type = TradeSubscriptionType.Opu;
tradeData.OPUResponse = JsonConvert.DeserializeObject <TradeDataOPUResponse>(opu);
return(tradeData);
}
if (!(String.IsNullOrEmpty(wou)))
{
System.Console.WriteLine("Update type is wou");
tradeData.Type = TradeSubscriptionType.Wou;
tradeData.WOUResponse = JsonConvert.DeserializeObject <TradeDataWOUResponse>(wou);
return(tradeData);
}
if (!(String.IsNullOrEmpty(confirms)))
{
System.Console.WriteLine("Update type is confirms");
tradeData.Type = TradeSubscriptionType.Confirm;
tradeData.ConfirmResponse = JsonConvert.DeserializeObject <TradeDataConfirmResponse>(confirms);
return(tradeData);
}
return(null);
}
catch (Exception ex)
{
return(null);
}
}
protected override StreamingAccountData LoadUpdate(IUpdateInfo update)
{
try
{
var streamingAccountData = new StreamingAccountData
{
ProfitAndLoss = StringToNullableDecimal(update.GetNewValue("PNL")),
Deposit = StringToNullableDecimal(update.GetNewValue("DEPOSIT")),
UsedMargin = StringToNullableDecimal(update.GetNewValue("USED_MARGIN")),
AmountDue = StringToNullableDecimal(update.GetNewValue("AMOUNT_DUE")),
AvailableCash = StringToNullableDecimal(update.GetNewValue("AVAILABLE_CASH"))
};
return(streamingAccountData);
}
catch (Exception)
{
return(null);
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
var receiver = _tradingService.CandleReceivers.OfType <CandleDataReceiver>().Skip(itemPos - 1).FirstOrDefault();
if (receiver != null)
{
var end = update.GetNewValue("CONS_END");
var timeStr = update.GetNewValue("UTM");
DateTime time = DateTime.Now;
if (timeStr != null)
{
time = FromUnixTime(Convert.ToInt64(timeStr) / 1000).ToLocalTime();
}
var bidStr = update.GetNewValue("BID_CLOSE");
var offerStr = update.GetNewValue("OFR_CLOSE");
if (string.IsNullOrEmpty(bidStr) || string.IsNullOrEmpty(offerStr))
{
return;
}
var close = (Convert.ToDouble(bidStr) + Convert.ToDouble(offerStr)) / 2;
var open = (Convert.ToDouble(update.GetNewValue("BID_OPEN")) +
Convert.ToDouble(update.GetNewValue("OFR_OPEN"))) / 2;
var low = (Convert.ToDouble(update.GetNewValue("BID_LOW")) +
Convert.ToDouble(update.GetNewValue("OFR_LOW"))) / 2;
var high = (Convert.ToDouble(update.GetNewValue("BID_HIGH")) +
Convert.ToDouble(update.GetNewValue("OFR_HIGH"))) / 2;
receiver.CandleUpdate(time, open, close, high, low, end == "1");
}
}
catch (Exception ex)
{
}
}
private string NotifyValue(IUpdateInfo update, string fldName)
{
string newValue = update.GetNewValue(fldName);
string notify = " " + fldName + " = " + (newValue != null ? newValue : "null");
if (update.IsValueChanged(fldName))
{
string oldValue = update.GetOldValue(fldName);
notify += " (was " + (oldValue != null ? oldValue : "null") + ")";
}
return notify;
}
new public void RTUpdates(IUpdateInfo update)
{
if (!update.ItemName.Equals(this.ItemName))
{
return;
}
if (update.ItemName.StartsWith("item"))
{
if (update.IsValueChanged(2))
{
float ftmp = 1;
float.TryParse(update.GetNewValue(2), out ftmp);
int iValue = Mathf.FloorToInt(ftmp);
int iValue2 = Mathf.FloorToInt(ftmp / 2.0F);
if (this.cc == 0)
{
this.redC = (this.redC + iValue) % 255;
this.blueC = (this.blueC + iValue2) % 255;
}
else
{
this.greenC = (this.greenC + iValue) % 255;
this.blueC = (this.blueC + iValue2) % 255;
}
}
if (update.IsValueChanged(4))
{
float ftmp = 1;
float.TryParse(update.GetNewValue(4), out ftmp);
Debug.Log(">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>: " + ftmp);
this.scale = 3.0F + (3.0F * ftmp / 5000.0F);
Debug.Log("New scale: " + this.scale);
}
}
}
private string NotifyValue(IUpdateInfo update, string fldName)
{
string newValue = update.GetNewValue(fldName);
string notify = " " + fldName + " = " + (newValue != null ? newValue : "null");
if (update.IsValueChanged(fldName))
{
string oldValue = update.GetOldValue(fldName);
notify += " (was " + (oldValue != null ? oldValue : "null") + ")";
}
return(notify);
}
/// <summary>
/// It seems some streams have a 'spin-up' process that can return an all null update
/// until the data starts streaming. We were not catching this and null updates were
/// sometimes throwing exceptions that were logged and then swallowed by LS. I think
/// a better way is to determine if the update is emtpy (null) and simply not fire if so.
///
/// Follows is a very simple check
/// </summary>
/// <param name="update"></param>
/// <returns></returns>
private static bool IsUpdateNull(IUpdateInfo update)
{
for (int i = 1; i < update.NumFields + 1; i++)
{
object value = update.IsValueChanged(i) ? update.GetNewValue(i) : update.GetOldValue(i);
if (value != null)
{
return(false);
}
}
return(true);
}
/// <summary>
/// SimpleTableInfo
/// </summary>
/// <param name="itemPos"></param>
/// <param name="itemName"></param>
/// <param name="updateInfo"></param>
public void _OnUpdate(int itemPos, string itemName, IUpdateInfo updateInfo)
{
itemName = updateInfo.GetNewValue(6); // will be modified to remove hard coded value.
FeedMessage feedMsg = new FeedMessage();
int indexOfSchemaSpliter = itemName.IndexOf('#');
string schemacode = itemName.Remove(indexOfSchemaSpliter);
IEnumerable <dsSchema.SchemaInfoRow> rows = m_dsSchema.SchemaInfo.Where(r => r.SchemaCode == schemacode);
Dictionary <string, string> data = new Dictionary <string, string>();
foreach (dsSchema.SchemaInfoRow dr in rows)
{
string fieldName = dr.FieldName;
string value = updateInfo.GetNewValue(dr.FieldIndex);
data.Add(fieldName, value);
}
feedMsg.ItemName = itemName;
feedMsg.DataItems = data;
m_ReceivedFeedBCollecion.Add(feedMsg);
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo updateInfo)
{
// string itemsubCode = updateInfo.GetNewValue(1);
Console.WriteLine("===============================================================");
// Console.WriteLine("Item of Code : {0} received at : {1}", itemsubCode, DateTime.Now);
Console.WriteLine("Value = {0} at inedex 1 received", updateInfo.GetNewValue(1));
Console.WriteLine("Value = {0} at inedex 2 received", updateInfo.GetNewValue(2));
Console.WriteLine("Value = {0} at inedex 3 received", updateInfo.GetNewValue(3));
Console.WriteLine("Value = {0} at inedex 4 received", updateInfo.GetNewValue(4));
Console.WriteLine("Value = {0} at inedex 5 received", updateInfo.GetNewValue(5));
Console.WriteLine("***************************************************************");
UpdateMessage msg = new UpdateMessage();
// msg.MessagePrefix = itemsubCode.Substring(0,2);
msg.ItemName = itemName;//itemsubCode;
// msg.Code = itemsubCode.Substring(2, itemsubCode.Length - 2);
msg.UpdateInfo = updateInfo;
m_ReceivedFeedBCollecion.Add(msg);
}
public StreamingAccountData StreamingAccountDataUpdates(int itemPos, string itemName, IUpdateInfo update)
{
var streamingAccountData = new StreamingAccountData();
try
{
var pnl = update.GetNewValue("PNL");
var deposit = update.GetNewValue("DEPOSIT");
var usedMargin = update.GetNewValue("USED_MARGIN");
var amountDue = update.GetNewValue("AMOUNT_DUE");
var availableCash = update.GetNewValue("AVAILABLE_CASH");
if (!String.IsNullOrEmpty(pnl))
{
streamingAccountData.ProfitAndLoss = Convert.ToDecimal(pnl);
}
if (!String.IsNullOrEmpty(deposit))
{
streamingAccountData.Deposit = Convert.ToDecimal(deposit);
}
if (!String.IsNullOrEmpty(usedMargin))
{
streamingAccountData.UsedMargin = Convert.ToDecimal(usedMargin);
}
if (!String.IsNullOrEmpty(amountDue))
{
streamingAccountData.AmountDue = Convert.ToDecimal(amountDue);
}
if (!String.IsNullOrEmpty(availableCash))
{
streamingAccountData.AmountDue = Convert.ToDecimal(availableCash);
}
}
catch (Exception)
{
}
return(streamingAccountData);
}
private static string GetCurrentValue(IUpdateInfo updateInfo, int pos)
{
string value;
if (updateInfo.IsValueChanged(pos))
{
value = updateInfo.GetNewValue(pos);
}
else
{
value = updateInfo.GetOldValue(pos);
}
return(value);
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
if (_tickReceiver != null)
{
var bidStr = update.GetNewValue("BID");
var offerStr = update.GetNewValue("OFR");
if (bidStr == null || offerStr == null)
{
return;
}
var bid = Convert.ToDouble(bidStr);
var offer = Convert.ToDouble(offerStr);
_tickReceiver.AddTick(bid, offer);
}
}
catch (Exception ex)
{
}
}
protected override L1LsPriceData LoadUpdate(IUpdateInfo update)
{
try
{
var lsL1PriceData = new L1LsPriceData
{
MidOpen = StringToNullableDecimal(update.GetNewValue("MID_OPEN")),
High = StringToNullableDecimal(update.GetNewValue("HIGH")),
Low = StringToNullableDecimal(update.GetNewValue("LOW")),
Change = StringToNullableDecimal(update.GetNewValue("CHANGE")),
ChangePct = StringToNullableDecimal(update.GetNewValue("CHANGE_PCT")),
UpdateTime = update.GetNewValue("UPDATE_TIME"),
MarketDelay = StringToNullableInt(update.GetNewValue("MARKET_DELAY")),
MarketState = update.GetNewValue("MARKET_STATE"),
Bid = StringToNullableDecimal(update.GetNewValue("BID")),
Offer = StringToNullableDecimal(update.GetNewValue("OFFER"))
};
return(lsL1PriceData);
}
catch (Exception)
{
return(null);
}
}
private static string GetCurrentValue(IUpdateInfo updateInfo, int pos)
{
string result;
if (updateInfo.IsValueChanged(pos))
{
result = updateInfo.GetNewValue(pos);
}
else
{
result = updateInfo.GetOldValue(pos);
}
return(result);
}
public string L1PriceUpdates(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Item Position: " + itemPos);
sb.AppendLine("Item Name: " + itemName);
try
{
var midOpen = update.GetNewValue("MID_OPEN");
var high = update.GetNewValue("HIGH");
var low = update.GetNewValue("LOW");
var change = update.GetNewValue("CHANGE");
var changePct = update.GetNewValue("CHANGE_PCT");
var updateTime = update.GetNewValue("UPDATE_TIME");
var marketDelay = update.GetNewValue("MARKET_DELAY");
var marketState = update.GetNewValue("MARKET_STATE");
var bid = update.GetNewValue("BID");
var offer = update.GetNewValue("OFFER");
if (!String.IsNullOrEmpty(midOpen))
{
sb.AppendLine("mid open: " + midOpen);
}
if (!String.IsNullOrEmpty(high))
{
sb.AppendLine("high: " + high);
}
if (!String.IsNullOrEmpty(low))
{
sb.AppendLine("low: " + low);
}
if (!String.IsNullOrEmpty(change))
{
sb.AppendLine("change: " + change);
}
if (!String.IsNullOrEmpty(changePct))
{
sb.AppendLine("change percent: " + changePct);
}
if (!String.IsNullOrEmpty(updateTime))
{
sb.AppendLine("update time: " + updateTime);
}
if (!String.IsNullOrEmpty(marketDelay))
{
sb.AppendLine("market delay: " + marketDelay);
}
if (!String.IsNullOrEmpty(marketState))
{
sb.AppendLine("market state: " + marketState);
}
if (!String.IsNullOrEmpty(bid))
{
sb.AppendLine("bid: " + bid);
}
if (!String.IsNullOrEmpty(offer))
{
sb.AppendLine("offer: " + offer);
}
}
catch (Exception ex)
{
sb.AppendLine("Exception in L1 Prices");
sb.AppendLine(ex.Message);
}
return(sb.ToString());
}
public L1LsPriceData L1LsPriceUpdateData (int itemPos, string itemName, IUpdateInfo update)
{
var lsL1PriceData = new L1LsPriceData();
try
{
var midOpen = update.GetNewValue("MID_OPEN");
var high = update.GetNewValue("HIGH");
var low = update.GetNewValue("LOW");
var change = update.GetNewValue("CHANGE");
var changePct = update.GetNewValue("CHANGE_PCT");
var updateTime = update.GetNewValue("UPDATE_TIME");
var marketDelay = update.GetNewValue("MARKET_DELAY");
var marketState = update.GetNewValue("MARKET_STATE");
var bid = update.GetNewValue("BID");
var offer = update.GetNewValue("OFFER");
if (!String.IsNullOrEmpty(midOpen))
{
lsL1PriceData.MidOpen = Convert.ToDecimal(midOpen);
}
if (!String.IsNullOrEmpty(high))
{
lsL1PriceData.High = Convert.ToDecimal(high);
}
if (!String.IsNullOrEmpty(low))
{
lsL1PriceData.Low = Convert.ToDecimal(low);
}
if (!String.IsNullOrEmpty(change))
{
lsL1PriceData.Change = Convert.ToDecimal(change);
}
if (!String.IsNullOrEmpty(changePct))
{
lsL1PriceData.ChangePct = Convert.ToDecimal(changePct);
}
if (!String.IsNullOrEmpty(updateTime))
{
lsL1PriceData.UpdateTime = updateTime;
}
if (!String.IsNullOrEmpty(marketDelay))
{
lsL1PriceData.MarketDelay = Convert.ToInt32(marketDelay);
}
if (!String.IsNullOrEmpty(marketState))
{
lsL1PriceData.MarketState = marketState;
}
if (!String.IsNullOrEmpty(bid))
{
lsL1PriceData.Bid = Convert.ToDecimal(bid);
}
if (!String.IsNullOrEmpty(offer))
{
lsL1PriceData.Offer = Convert.ToDecimal(offer);
}
}
catch (Exception)
{
}
return lsL1PriceData;
}
public L1LsPriceData L1LsPriceUpdateData(int itemPos, string itemName, IUpdateInfo update)
{
var lsL1PriceData = new L1LsPriceData();
try
{
var midOpen = update.GetNewValue("MID_OPEN");
var high = update.GetNewValue("HIGH");
var low = update.GetNewValue("LOW");
var change = update.GetNewValue("CHANGE");
var changePct = update.GetNewValue("CHANGE_PCT");
var updateTime = update.GetNewValue("UPDATE_TIME");
var marketDelay = update.GetNewValue("MARKET_DELAY");
var marketState = update.GetNewValue("MARKET_STATE");
var bid = update.GetNewValue("BID");
var offer = update.GetNewValue("OFFER");
if (!String.IsNullOrEmpty(midOpen))
{
lsL1PriceData.MidOpen = Convert.ToDecimal(midOpen);
}
if (!String.IsNullOrEmpty(high))
{
lsL1PriceData.High = Convert.ToDecimal(high);
}
if (!String.IsNullOrEmpty(low))
{
lsL1PriceData.Low = Convert.ToDecimal(low);
}
if (!String.IsNullOrEmpty(change))
{
lsL1PriceData.Change = Convert.ToDecimal(change);
}
if (!String.IsNullOrEmpty(changePct))
{
lsL1PriceData.ChangePct = Convert.ToDecimal(changePct);
}
if (!String.IsNullOrEmpty(updateTime))
{
lsL1PriceData.UpdateTime = updateTime;
}
if (!String.IsNullOrEmpty(marketDelay))
{
lsL1PriceData.MarketDelay = Convert.ToInt32(marketDelay);
}
if (!String.IsNullOrEmpty(marketState))
{
lsL1PriceData.MarketState = marketState;
}
if (!String.IsNullOrEmpty(bid))
{
lsL1PriceData.Bid = Convert.ToDecimal(bid);
}
if (!String.IsNullOrEmpty(offer))
{
lsL1PriceData.Offer = Convert.ToDecimal(offer);
}
}
catch (Exception)
{
}
return(lsL1PriceData);
}
public string L1PriceUpdates(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Item Position: " + itemPos);
sb.AppendLine("Item Name: " + itemName);
try
{
var midOpen = update.GetNewValue("MID_OPEN");
var high = update.GetNewValue("HIGH");
var low = update.GetNewValue("LOW");
var change = update.GetNewValue("CHANGE");
var changePct = update.GetNewValue("CHANGE_PCT");
var updateTime = update.GetNewValue("UPDATE_TIME");
var marketDelay = update.GetNewValue("MARKET_DELAY");
var marketState = update.GetNewValue("MARKET_STATE");
var bid = update.GetNewValue("BID");
var offer = update.GetNewValue("OFFER");
if (!String.IsNullOrEmpty(midOpen))
{
sb.AppendLine("mid open: " + midOpen);
}
if (!String.IsNullOrEmpty(high))
{
sb.AppendLine("high: " + high);
}
if (!String.IsNullOrEmpty(low))
{
sb.AppendLine("low: " + low);
}
if (!String.IsNullOrEmpty(change))
{
sb.AppendLine("change: " + change);
}
if (!String.IsNullOrEmpty(changePct))
{
sb.AppendLine("change percent: " + changePct);
}
if (!String.IsNullOrEmpty(updateTime))
{
sb.AppendLine("update time: " + updateTime);
}
if (!String.IsNullOrEmpty(marketDelay))
{
sb.AppendLine("market delay: " + marketDelay);
}
if (!String.IsNullOrEmpty(marketState))
{
sb.AppendLine("market state: " + marketState);
}
if (!String.IsNullOrEmpty(bid))
{
sb.AppendLine("bid: " + bid);
}
if (!String.IsNullOrEmpty(offer))
{
sb.AppendLine("offer: " + offer);
}
}
catch (Exception ex)
{
sb.AppendLine("Exception in L1 Prices");
sb.AppendLine(ex.Message);
}
return sb.ToString();
}
private void OnLightstreamerUpdate(int item, IUpdateInfo values)
{
dataGridview.SuspendLayout();
if (this.isDirty)
{
this.isDirty = false;
CleanGrid();
}
DataGridViewRow row = dataGridview.Rows[item - 1];
ArrayList cells = new ArrayList();
int len = values.NumFields;
for (int i = 0; i < len; i++) {
if (values.IsValueChanged(i + 1)) {
string val = values.GetNewValue(i + 1);
DataGridViewCell cell = row.Cells[i];
switch (i) {
case 1: // last_price
case 5: // bid
case 6: // ask
case 8: // min
case 9: // max
case 10: // ref_price
case 11: // open_price
double dVal = Double.Parse(val, CultureInfo.GetCultureInfo("en-US").NumberFormat);
cell.Value = dVal;
break;
case 3: // pct_change
double dVal2 = Double.Parse(val, CultureInfo.GetCultureInfo("en-US").NumberFormat);
cell.Value = dVal2;
cell.Style.ForeColor = ((dVal2 < 0.0) ? Color.Red : Color.Green);
break;
case 4: // bid_quantity
case 7: // ask_quantity
int lVal = Int32.Parse(val);
cell.Value = lVal;
break;
case 2: // time
DateTime dtVal = DateTime.Parse(val);
cell.Value = dtVal;
break;
default: // stock_name, ...
cell.Value = val;
break;
}
if (blinkEnabled) {
cell.Style.BackColor = blinkOnColor;
cells.Add(cell);
}
}
}
dataGridview.ResumeLayout();
if (blinkEnabled) {
long now = DateTime.Now.Ticks;
ScheduleBlinkOff(cells, now);
}
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Stock stock = gridModel[itemPos - 1];
stock.StockName = update.GetNewValue("stock_name");
stock.LastPrice = update.GetNewValue("last_price");
stock.Time = update.GetNewValue("time");
stock.PctChange = update.GetNewValue("pct_change");
stock.BidQuantity = update.GetNewValue("bid_quantity");
stock.Bid = update.GetNewValue("bid");
stock.Ask = update.GetNewValue("ask");
stock.AskQuantity = update.GetNewValue("ask_quantity");
stock.Min = update.GetNewValue("min");
stock.Max = update.GetNewValue("max");
stock.RefPrice = update.GetNewValue("ref_price");
stock.OpenPrice = update.GetNewValue("open_price");
this.page.setData(this.phase, stock);
}
private void OnLightstreamerUpdate(int item, IUpdateInfo values)
{
dataGridview.SuspendLayout();
if (this.isDirty)
{
this.isDirty = false;
CleanGrid();
}
DataGridViewRow row = dataGridview.Rows[item - 1];
ArrayList cells = new ArrayList();
int len = values.NumFields;
for (int i = 0; i < len; i++)
{
if (values.IsValueChanged(i + 1))
{
string val = values.GetNewValue(i + 1);
DataGridViewCell cell = row.Cells[i];
switch (i)
{
case 1: // last_price
case 5: // bid
case 6: // ask
case 8: // min
case 9: // max
case 10: // ref_price
case 11: // open_price
double dVal = Double.Parse(val, CultureInfo.GetCultureInfo("en-US").NumberFormat);
cell.Value = dVal;
break;
case 3: // pct_change
double dVal2 = Double.Parse(val, CultureInfo.GetCultureInfo("en-US").NumberFormat);
cell.Value = dVal2;
cell.Style.ForeColor = ((dVal2 < 0.0) ? Color.Red : Color.Green);
break;
case 4: // bid_quantity
case 7: // ask_quantity
int lVal = Int32.Parse(val);
cell.Value = lVal;
break;
case 2: // time
DateTime dtVal = DateTime.Parse(val);
cell.Value = dtVal;
break;
default: // stock_name, ...
cell.Value = val;
break;
}
if (blinkEnabled)
{
cell.Style.BackColor = blinkOnColor;
cells.Add(cell);
}
}
}
dataGridview.ResumeLayout();
if (blinkEnabled)
{
long now = DateTime.Now.Ticks;
ScheduleBlinkOff(cells, now);
}
}
public void OnItemUpdate(int phase, int itemPos, string itemName, IUpdateInfo update)
{
if (!App.checkPhase(phase))
{
return;
}
Dictionary<int, UpdateCell> TextMap;
if (RowMap.TryGetValue(itemPos, out TextMap))
{
for (int i = 0; i < App.fields.Length; i++)
{
string field = App.fields[i];
if (update.IsValueChanged(field) || update.Snapshot)
{
UpdateCell cell;
if (TextMap.TryGetValue(i, out cell))
{
cell.SetText(update.GetNewValue(field));
if (field.Equals("last_price"))
cell.Animate(update, field, TextMap);
}
}
}
}
Debug.WriteLine("OnItemUpdate: " + itemName + ", " + update + ", pos: " + itemPos);
}
protected override ChartTickData LoadUpdate(IUpdateInfo update)
{
try
{
var updateData = new ChartTickData
{
Bid = StringToNullableDecimal(update.GetNewValue("BID")),
Offer = StringToNullableDecimal(update.GetNewValue("OFR")),
LastTradedPrice = StringToNullableDecimal(update.GetNewValue("LTP")),
LastTradedVolume = StringToNullableDecimal(update.GetNewValue("LTV")),
IncrimetalTradingVolume = StringToNullableDecimal(update.GetNewValue("TTV")),
UpdateTime = EpocStringToNullableDateTime(update.GetNewValue("UTM")),
DayMidOpenPrice = StringToNullableDecimal(update.GetNewValue("DAY_OPEN_MID")),
DayChange = StringToNullableDecimal(update.GetNewValue("DAY_NET_CHG_MID")),
DayChangePct = StringToNullableDecimal(update.GetNewValue("DAY_PERC_CHG_MID")),
DayHigh = StringToNullableDecimal(update.GetNewValue("DAY_HIGH")),
DayLow = StringToNullableDecimal(update.GetNewValue("DAY_LOW"))
};
return(updateData);
}
catch (Exception)
{
return(null);
}
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
_form.AppendStreamingDataMessage("account balance update - P/L : " + update.GetNewValue("PNL"));
_form.AppendStreamingDataMessage("account balance update - DEPOSIT : " + update.GetNewValue("DEPOSIT"));
_form.AppendStreamingDataMessage("account balance update - AVAILABLE_CASH : " + update.GetNewValue("AVAILABLE_CASH"));
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
_form.AppendStreamingDataMessage("trade confirm: " + update.GetNewValue("CONFIRMS"));
_form.AppendStreamingDataMessage("open position updates: " + update.GetNewValue("OPU"));
_form.AppendStreamingDataMessage("working order updates: " + update.GetNewValue("WOU"));
}
protected override ChartCandelData LoadUpdate(IUpdateInfo update)
{
try
{
var updateData = new ChartCandelData
{
Bid = new HlocData {
High = StringToNullableDecimal(update.GetNewValue("BID_HIGH")), Low = StringToNullableDecimal(update.GetNewValue("BID_LOW")), Open = StringToNullableDecimal(update.GetNewValue("BID_OPEN")), Close = StringToNullableDecimal(update.GetNewValue("BID_CLOSE"))
},
Offer = new HlocData {
High = StringToNullableDecimal(update.GetNewValue("OFR_HIGH")), Low = StringToNullableDecimal(update.GetNewValue("OFR_LOW")), Open = StringToNullableDecimal(update.GetNewValue("OFR_OPEN")), Close = StringToNullableDecimal(update.GetNewValue("OFR_CLOSE"))
},
LastTradedPrice = new HlocData {
High = StringToNullableDecimal(update.GetNewValue("LTP_HIGH")), Low = StringToNullableDecimal(update.GetNewValue("LTP_LOW")), Open = StringToNullableDecimal(update.GetNewValue("LTP_OPEN")), Close = StringToNullableDecimal(update.GetNewValue("LTP_CLOSE"))
},
LastTradedVolume = StringToNullableDecimal(update.GetNewValue("LTV")),
IncrimetalTradingVolume = StringToNullableDecimal(update.GetNewValue("TTV")),
UpdateTime = EpocStringToNullableDateTime(update.GetNewValue("UTM")),
DayMidOpenPrice = StringToNullableDecimal(update.GetNewValue("DAY_OPEN_MID")),
DayChange = StringToNullableDecimal(update.GetNewValue("DAY_NET_CHG_MID")),
DayChangePct = StringToNullableDecimal(update.GetNewValue("DAY_PERC_CHG_MID")),
DayHigh = StringToNullableDecimal(update.GetNewValue("DAY_HIGH")),
DayLow = StringToNullableDecimal(update.GetNewValue("DAY_LOW")),
TickCount = StringToNullableInt(update.GetNewValue("CONS_TICK_COUNT"))
};
var conEnd = StringToNullableInt(update.GetNewValue("CONS_END"));
updateData.EndOfConsolidation = conEnd.HasValue ? conEnd > 0 : (bool?)null;
return(updateData);
}
catch (Exception)
{
return(null);
}
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Stock stock = gridModel[itemPos - 1];
stock.StockName = update.GetNewValue("stock_name");
stock.LastPrice = update.GetNewValue("last_price");
stock.Time = update.GetNewValue("time");
stock.PctChange = update.GetNewValue("pct_change");
stock.BidQuantity = update.GetNewValue("bid_quantity");
stock.Bid = update.GetNewValue("bid");
stock.Ask = update.GetNewValue("ask");
stock.AskQuantity = update.GetNewValue("ask_quantity");
stock.Min = update.GetNewValue("min");
stock.Max = update.GetNewValue("max");
stock.RefPrice = update.GetNewValue("ref_price");
stock.OpenPrice = update.GetNewValue("open_price");
this.page.setData(this.phase, stock);
}
public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
var sb = new StringBuilder();
sb.AppendLine("Trade Subscription Update");
try
{
var confirms = update.GetNewValue("CONFIRMS");
var opu = update.GetNewValue("OPU");
var wou = update.GetNewValue("WOU");
if (!(String.IsNullOrEmpty(opu)))
{
UpdateTs(itemPos, itemName, update, opu, TradeSubscriptionType.Opu);
}
if (!(String.IsNullOrEmpty(wou)))
{
UpdateTs(itemPos, itemName, update, wou, TradeSubscriptionType.Wou);
}
if (!(String.IsNullOrEmpty(confirms)))
{
UpdateTs(itemPos, itemName, update, confirms, TradeSubscriptionType.Confirm);
}
}
catch (Exception ex)
{
_applicationViewModel.ApplicationDebugData += "Exception thrown in TradeSubscription Lightstreamer update" + ex.Message;
}
}
public void OnItemUpdate(int itemPos, string itemName, IUpdateInfo update)
{
List <string> item_fields = null;
flowForm.AppendLightstreamerLog("OnItemUpdate, pos: " + itemPos + ", name: " +
itemName + ", update:" + update);
flowForm.TickItemsCountLabel();
if (!feedingToggle)
{
flowForm.AppendLightstreamerLog("OnItemUpdate, not feeding Excel.");
return;
}
itemCache[itemName] = update;
if (subsDone.TryGetValue(itemName, out item_fields))
{
bool updatesExist = false;
foreach (string field in item_fields)
{
try
{
if (update.IsValueChanged(field))
{
if (update.GetNewValue(field) != null)
{
// push to update queue
if (updateQueue.Count() < updateQueueMaxLength)
{
int topicId;
if (reverseTopicIdMap.TryGetValue(itemName + "@" + field, out topicId))
{
updatesExist = true;
updateQueue.Enqueue(new RtdUpdateQueueItem(topicId, field, update));
if (field.Equals("time"))
{
int topicId_Last;
if (reverseTopicIdMap.TryGetValue("LAST", out topicId_Last))
{
updateQueue.Enqueue(new RtdUpdateQueueItem(topicId_Last, "", update.GetNewValue(field)));
}
}
if (field.Equals("last_price"))
{
int topicId_Last_px;
if (reverseTopicIdMap.TryGetValue("PX", out topicId_Last_px))
{
updateQueue.Enqueue(new RtdUpdateQueueItem(topicId_Last_px, "", update.GetNewValue(field)));
}
}
}
}
}
}
} catch (ArgumentException)
{
// Skip ...
}
}
if (updatesExist && (rtdUpdateEvent != null))
{
// notify Excel that updates exist
// if this fails, it means that Excel is not ready
rtdUpdateEvent.UpdateNotify();
flowForm.AppendExcelLog("OnItemUpdate, Excel notified. HB interval: " + rtdUpdateEvent.HeartbeatInterval);
}
}
}
public StreamingAccountData StreamingAccountDataUpdates(int itemPos, string itemName, IUpdateInfo update)
{
var streamingAccountData = new StreamingAccountData();
try
{
var pnl = update.GetNewValue("PNL");
var deposit = update.GetNewValue("DEPOSIT");
var usedMargin = update.GetNewValue("USED_MARGIN");
var amountDue = update.GetNewValue("AMOUNT_DUE");
var availableCash = update.GetNewValue("AVAILABLE_CASH");
if (!String.IsNullOrEmpty(pnl))
{
streamingAccountData.ProfitAndLoss = Convert.ToDecimal(pnl);
}
if (!String.IsNullOrEmpty(deposit))
{
streamingAccountData.Deposit = Convert.ToDecimal(deposit);
}
if (!String.IsNullOrEmpty(usedMargin))
{
streamingAccountData.UsedMargin = Convert.ToDecimal(usedMargin);
}
if (!String.IsNullOrEmpty(amountDue))
{
streamingAccountData.AmountDue = Convert.ToDecimal(amountDue);
}
if (!String.IsNullOrEmpty(availableCash))
{
streamingAccountData.AmountDue = Convert.ToDecimal(availableCash);
}
}
catch (Exception)
{
}
return streamingAccountData;
}
public void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
Console.WriteLine(NotifyUpdate(update) +
" for " + itemPos + ":" +
" key = " + update.GetNewValue(1) +
" command = " + update.GetNewValue(2) +
NotifyValue(update, 3, "qty"));
}