public MsgEventHandler(MainForm mainForm)
{
this.mainForm = mainForm;
taskOption = new ParallelOptions();
taskOption.MaxDegreeOfParallelism = Environment.ProcessorCount;
STRUCT_0374 init1 = new STRUCT_0374();
STRUCT_0374_REPLY init2 = new STRUCT_0374_REPLY();
STRUCT_0393 init3 = new STRUCT_0393();
STRUCT_0393_CANCEL init4 = new STRUCT_0393_CANCEL();
STRUCT_0419 init5 = new STRUCT_0419();
}
public void insertFilledTable(STRUCT_0374_REPLY message)
{
DataTable dt = mainForm.dataTableMap["운용테이블"];
DataRow row = dt.NewRow();
row[0] = message.seq;
row[1] = message.topic;
row[2] = message.formatDateTime;
row[3] = message.TRADING_PRICE;
row[4] = message.TRADING_VOLUMN;
row[5] = message.POSITION;
row[6] = message.netfillCashByPointValue_commision;
row[7] = "";
dt.Rows.Add(row);
}
public void insert운용(STRUCT_0374_REPLY message)
{
운용 data = new 운용();
data.시퀀스1 = message.ticketSeq;
data.시퀀스 = message.seq;
data.토픽 = message.topic;
data.시간 = message.formatDateTime;
data.매수매도 = message.ASK_BID_TYPE_CODE;
data.가격 = message.TRADING_PRICE;
data.수량 = Int32.Parse(message.TRADING_VOLUMN);
data.포지션 = Int32.Parse(message.POSITION);
data.순손익 = Double.Parse(message.netfillCashByPointValue_commision);
lock (MainForm.lockObj)
{
운용테이블.Add(data);
}
}
public void FilledMessageProc(STRUCT_0374_REPLY msg)
{
IEnumerable <신규주문> query = System.Linq.Enumerable.Where <신규주문>(신규주문테이블, n => n.주문번호 == msg.ORDER_IDENTIFICATION);
if (query.Any <신규주문>())
{
foreach (신규주문 find in query)
{
lock (MainForm.lockObj)
{
find.체결 = find.체결 + Int32.Parse(msg.TRADING_VOLUMN);
}
msg.ticketSeq = find.시퀀스1;
msg.orderSeq = find.시퀀스;
}
}
else
{
logger.Error(string.Format("does not exist ticketSeq in filled msg ORRDER_IDENTIFICATION : {0}", msg.ORDER_IDENTIFICATION));
}
filledLogger.Info(string.Format("Filled : {0}", JsonConvert.SerializeObject(msg)));
}
public void listener(string socketID, TCPListenerSet listenerSet)
{
TcpClient client = null;
StreamReader sr;
string getData = "";
string header = "";
try
{
listenerSet.listener.Start();
while (true)
{
socketLogger.Info(string.Format("socket id {0} listen... socket {1}", socketID, listenerSet.listener.LocalEndpoint));
client = listenerSet.listener.AcceptTcpClient();
socketLogger.Info(string.Format("socket id {0} accept socket {1}", socketID, client.Client.RemoteEndPoint));
listenerSet.ns = client.GetStream();
sr = new StreamReader(client.GetStream());
while (client.Connected)
{
int size = 0;
if (socketID.Equals("OMS"))
{
size = listenerSet.ns.Read(listenerSet.readBuffer, 0, listenerSet.readBuffer.Length);
getData = System.Text.Encoding.ASCII.GetString(listenerSet.readBuffer);
}
else
{
getData = sr.ReadLine();
}
if (getData != null)
{
header = getData.Substring(0, 4);
//lock (MainForm.lockObj)
{
switch (header)
{
case "0374":
if (socketID.Equals("OMS"))
{
STRUCT_0374_REPLY msg_oms = new STRUCT_0374_REPLY(socketID, getData);
Task FilledThread = new Task(() => msgHandler.FilledMessageProc(msg_oms));
Task positionCalcThread = new Task(() => msgHandler.PositionCalcFilled(msg_oms));
FilledThread.Start();
positionCalcThread.Start();
}
else
{
STRUCT_0374 msg_ticket = new STRUCT_0374(socketID, getData);
Task CancelCheckThread = new Task(() => msgHandler.CancelCheck(msg_ticket));
Task positionCalcThread = new Task(() => msgHandler.PositionCalcTicket(msg_ticket));
CancelCheckThread.Start();
positionCalcThread.Start();
}
break;
case "0393":
messageQueue_0393.Enqueue(new STRUCT_0393(socketID, getData));
break;
case "0419":
STRUCT_0419 msg_confirm = new STRUCT_0419(socketID, getData);
Task ConfirmThread = new Task(() => msgHandler.ReceiveConfirm(msg_confirm));
ConfirmThread.Start();
break;
default:
break;
}
}
}
else
{
if (listenerSet.ns != null)
{
listenerSet.ns.Close();
}
if (client != null)
{
client.Close();
}
if (client.GetStream() != null)
{
client.GetStream().Close();
}
}
}
}
}
catch (Exception error)
{
logger.Error(error.ToString());
}
finally
{
if (listenerSet.ns != null)
{
listenerSet.ns.Close();
}
if (client.Connected == true)
{
if (client?.GetStream() != null)
{
client.GetStream().Close();
}
}
if (client != null)
{
client.Close();
}
}
}
public void PositionCalcFilled(STRUCT_0374_REPLY data)
{
double askFillCash = 0;
double avgAskFillPrice = 0;
int askQty = 0;
double bidFillCash = 0;
double avgBidFillPrice = 0;
int bidQty = 0;
int netQty = 0;
double fillCash = 0;
double netfillCash = 0;
string dateTime = "";
double netfillCashByPointValue = 0;
double netfillCashByPointValue_commision = 0;
double totalCommision = 0;
double openProfit = 0;
if (calcMap.ContainsKey(data.topic))
{
Dictionary <string, string> subCalcMap = calcMap[data.topic];
double filledPrice = double.Parse(data.TRADING_PRICE);
int filledCount = int.Parse(data.TRADING_VOLUMN);
int side = int.Parse(data.ASK_BID_TYPE_CODE);
dateTime = data.dateTime.ToString("HH:mm:ss.fff");
string topic = data.topic;
askFillCash = Double.Parse(subCalcMap["askFillCash"]);
bidFillCash = Double.Parse(subCalcMap["bidFillCash"]);
avgAskFillPrice = Double.Parse(subCalcMap["avgAskFillPrice"]);
avgBidFillPrice = Double.Parse(subCalcMap["avgBidFillPrice"]);
askQty = Int32.Parse(subCalcMap["askQty"]);
bidQty = Int32.Parse(subCalcMap["bidQty"]);
netQty = Int32.Parse(subCalcMap["netQty"]);
fillCash = Double.Parse(subCalcMap["fillCash"]);
netfillCash = Double.Parse(subCalcMap["netfillCash"]);
totalCommision = Double.Parse(subCalcMap["totalCommision"]);
netfillCashByPointValue = Double.Parse(subCalcMap["netfillCashByPointValue"]);
netfillCashByPointValue_commision = Double.Parse(subCalcMap["netfillCashByPointValue_commision"]);
if ((SIDE)side == SIDE.ASK)
{
askFillCash += filledPrice * filledCount;
askQty += filledCount;
fillCash += filledPrice * filledCount;
avgAskFillPrice = askFillCash / askQty;
}
else
{
bidFillCash += filledPrice * filledCount;
bidQty += filledCount;
fillCash -= filledPrice * filledCount;
avgBidFillPrice = bidFillCash / bidQty;
}
netQty = bidQty - askQty;
if (netQty > 0)
{
netfillCash = netQty * avgBidFillPrice + fillCash;
openProfit = netQty * (filledPrice - avgBidFillPrice);
}
else if (netQty < 0)
{
netfillCash = netQty * avgAskFillPrice + fillCash;
openProfit = netQty * (avgAskFillPrice - filledPrice);
}
else
{
netfillCash = fillCash;
}
totalCommision += commission * filledCount;
netfillCashByPointValue = netfillCash * pointValue + openProfit;
netfillCashByPointValue_commision = netfillCash * pointValue - totalCommision + openProfit;
subCalcMap.Clear();
subCalcMap.Add("topic", data.topic.ToString());
subCalcMap.Add("dateTime", dateTime.ToString());
subCalcMap.Add("askFillCash", askFillCash.ToString());
subCalcMap.Add("bidFillCash", bidFillCash.ToString());
subCalcMap.Add("avgAskFillPrice", avgAskFillPrice.ToString());
subCalcMap.Add("avgBidFillPrice", avgBidFillPrice.ToString());
subCalcMap.Add("askQty", askQty.ToString());
subCalcMap.Add("bidQty", bidQty.ToString());
subCalcMap.Add("netQty", netQty.ToString());
subCalcMap.Add("fillCash", fillCash.ToString());
subCalcMap.Add("netfillCash", netfillCash.ToString());
subCalcMap.Add("netfillCashByPointValue", netfillCashByPointValue.ToString());
subCalcMap.Add("netfillCashByPointValue_commision", netfillCashByPointValue_commision.ToString());
subCalcMap.Add("totalCommision", totalCommision.ToString());
if (netQty > 0)
{
data.POSITION = "+" + netQty.ToString();
}
else
{
data.POSITION = netQty.ToString();
}
data.netPROFIT = netfillCashByPointValue_commision.ToString();
data.netfillCashByPointValue_commision = netfillCashByPointValue_commision.ToString();
}
else
{
Dictionary <string, string> subCalcMap = new Dictionary <string, string>();
double filledPrice = double.Parse(data.TRADING_PRICE);
int filledCount = int.Parse(data.TRADING_VOLUMN);
int side = int.Parse(data.ASK_BID_TYPE_CODE);
string topic = data.topic;
if ((SIDE)side == SIDE.ASK)
{
askFillCash += filledPrice * filledCount;
askQty += filledCount;
fillCash += filledPrice * filledCount;
avgAskFillPrice = askFillCash / askQty;
}
else
{
bidFillCash += filledPrice * filledCount;
bidQty += filledCount;
fillCash -= filledPrice * filledCount;
avgBidFillPrice = bidFillCash / bidQty;
}
netQty = bidQty - askQty;
if (netQty > 0)
{
netfillCash = netQty * avgBidFillPrice + fillCash;
}
else if (netQty < 0)
{
netfillCash = netQty * avgAskFillPrice + fillCash;
}
else
{
netfillCash = fillCash;
}
totalCommision += commission * filledCount;
netfillCashByPointValue = netfillCash * pointValue + openProfit;
netfillCashByPointValue_commision = netfillCash * pointValue - totalCommision + openProfit;
subCalcMap.Add("topic", data.topic.ToString());
subCalcMap.Add("dateTime", dateTime.ToString());
subCalcMap.Add("askFillCash", askFillCash.ToString());
subCalcMap.Add("bidFillCash", bidFillCash.ToString());
subCalcMap.Add("avgAskFillPrice", avgAskFillPrice.ToString());
subCalcMap.Add("avgBidFillPrice", avgBidFillPrice.ToString());
subCalcMap.Add("askQty", askQty.ToString());
subCalcMap.Add("bidQty", bidQty.ToString());
subCalcMap.Add("netQty", netQty.ToString());
subCalcMap.Add("fillCash", fillCash.ToString());
subCalcMap.Add("netfillCash", netfillCash.ToString());
subCalcMap.Add("netfillCashByPointValue", netfillCashByPointValue.ToString());
subCalcMap.Add("netfillCashByPointValue_commision", netfillCashByPointValue_commision.ToString());
subCalcMap.Add("totalCommision", totalCommision.ToString());
calcMap.Add(data.topic, subCalcMap);
if (netQty > 0)
{
data.POSITION = "+" + netQty.ToString();
}
else
{
data.POSITION = netQty.ToString();
}
data.netPROFIT = netfillCashByPointValue_commision.ToString();
data.netfillCashByPointValue_commision = netfillCashByPointValue_commision.ToString();
}
insert운용(data);
GETDATA();
}
