private void updateList(List <ModelEntry> model, DataGridView bookEntries, int baseRow)
{
double totalSize = 0.0;
int cumSize = 0;
if (baseRow > 0)
{
var modelEntry = model[checked (baseRow - 1)];
cumSize = model[checked (baseRow - 1)].CumSize;
totalSize = model[checked (baseRow - 1)].TotalPrice;
}
for (var i = baseRow; i < model.Count; i++)
{
ModelEntry modelEntry = model[i];
checked { cumSize += modelEntry.Size; }
modelEntry.CumSize = cumSize;
totalSize += modelEntry.Price * (double)modelEntry.Size;
modelEntry.TotalPrice = totalSize;
double avgPrice = totalSize / (double)cumSize;
if (i > checked (bookEntries.Rows.Count - 1))
{
bookEntries.Rows.Add();
}
var row = bookEntries.Rows[i];
row.Cells[(int)Cell.MarketMaker].Value = modelEntry.MarketMaker;
row.Cells[(int)Cell.Price].Value = PriceFormatter.FormatPrice(modelEntry.Price, mSecType, mTickSize);
row.Cells[(int)Cell.Size].Value = modelEntry.Size;
row.Cells[(int)Cell.CumSize].Value = cumSize;
row.Cells[(int)Cell.AvgPrice].Value = avgPrice;
}
}
internal void Initialise(int numberOfRows, string secType, double tickSize)
{
this.mAsks = new List <ModelEntry>(numberOfRows);
this.mBids = new List <ModelEntry>(numberOfRows);
InProgress = true;
mFormatPrice = PriceFormatter.GetPriceFormatter(secType, tickSize);
mFormatAvgPrice = PriceFormatter.GetPriceFormatter(secType, tickSize, true);
}
private void startMarketData(ContractDetails contractData, bool snapshot)
{
var id = mNextTickerId++;
logMessage($"Starting ticker: id={id}; {contractToString(contractData.Contract)}");
mApi.reqMktData(id, contractData.Contract, "", snapshot, false, null);
Ticker ticker = new Ticker(contractData)
{
ContractDetails = contractData,
FormatPrice = PriceFormatter.GetPriceFormatter(contractData.Contract.SecType, contractData.MinTick * contractData.PriceMagnifier),
IsSnapshot = true
};
mTickers.Add(ticker);
}
public void tickPrice(int tickerId, int tickType, double price, TickAttrib attribs)
{
var cd = mTickers[tickerId].ContractDetails;
switch (tickType)
{
case IBApi.TickType.ASK:
showTickerValue(tickerId, TickerColumnAsk, PriceFormatter.FormatPrice(price, cd.Contract.SecType, cd.MinTick * cd.PriceMagnifier));
break;
case IBApi.TickType.BID:
showTickerValue(tickerId, TickerColumnBid, PriceFormatter.FormatPrice(price, cd.Contract.SecType, cd.MinTick * cd.PriceMagnifier));
break;
case IBApi.TickType.LAST:
showTickerValue(tickerId, TickerColumnLast, PriceFormatter.FormatPrice(price, cd.Contract.SecType, cd.MinTick * cd.PriceMagnifier));
break;
}
}