internal void Add(string exchange, string symbol)
{
lock (LockObject)
{
SpreadMatrixData spreadMatrixData = new SpreadMatrixData(exchange, symbol);
matrices.SetValue(exchange, symbol, spreadMatrixData);
RaizeChanged(spreadMatrixData);
}
}
public SecurityDefinitionRow NewRow(SpreadMatrixData spreadMatrixData)
{
SecurityDefinitionRow row = new SecurityDefinitionRow();
row.label.Text = spreadMatrixData.Exchange + "/" + spreadMatrixData.Symbol;
row.Exchange = spreadMatrixData.Exchange;
row.Symbol = spreadMatrixData.Symbol;
return row;
}
public void CreateGrid(SpreadMatrixData smd)
{
ClearGrid();
int dMonth = GetDeltaMonth(smd.MinYearMonth, smd.MaxYearMonth);
if (smd.MaxYearMonth == new DateTime())
return;
for (int i = 0; i < dMonth; i++)
{
ColumnDefinition col = new ColumnDefinition();
col.Width = new GridLength(CellWidth);
grid.ColumnDefinitions.Add(col);
}
for (int i = 0; i < dMonth + 1; i++)
{
RowDefinition row = new RowDefinition();
row.Height = new GridLength(CellHeight);
grid.RowDefinitions.Add(row);
}
for (int c = 0; c < dMonth + 1; c++)
{
ColumnDefinition col = new ColumnDefinition();
col.Width = new GridLength(CellWidth);
gridHeader.ColumnDefinitions.Add(col);
SpreadMatrixCell cellHeaderDate = new SpreadMatrixCell
{
Width = CellWidth,
Height = CellHeight/2
};
cellHeaderDate.FillData(smd.MinYearMonth.AddMonths(c));
Grid.SetRow(cellHeaderDate, 2);
Grid.SetColumn(cellHeaderDate, c);
SpreadMatrixDataCell cellHeader = new SpreadMatrixDataCell
{
Width = CellWidth,
Height = CellHeight,
//AskPx = "?",
//AskCount = "?",
//BidPx = "?",
//BidCount = "?"
};
Grid.SetRow(cellHeader, 1);
Grid.SetColumn(cellHeader, c);
SpreadMatrixCell cellHeaderElm = new SpreadMatrixCell { Width = CellWidth, Height = CellHeight };
Grid.SetRow(cellHeaderElm, 0);
Grid.SetColumn(cellHeaderElm, c);
cellHeaderElm.FillData("?");
gridHeader.Children.Add(cellHeaderDate);
gridHeader.Children.Add(cellHeader);
gridHeader.Children.Add(cellHeaderElm);
}
for (int r = 0; r < dMonth; r++)
{
SpreadMatrixCell cellDate = new SpreadMatrixCell { Width = CellWidth, Height = CellHeight };
Grid.SetRow(cellDate, r);
Grid.SetColumn(cellDate, r);
cellDate.FillData(smd.MinYearMonth.AddMonths(r));
grid.Children.Add(cellDate);
for (int c = r; c < dMonth; c++)
{
MDDatePair datePair = new MDDatePair(smd.MinYearMonth.AddMonths(r), smd.MinYearMonth.AddMonths(c));
SpreadMatrixDataCell cell = smd.GetDataCell(datePair) ?? new SpreadMatrixDataCell();
cell.MouseDown += cell_MouseDown;
cell.Width = CellWidth;
cell.Height = CellHeight;
Grid.SetRow(cell, r == c ? r + 1 : r);
Grid.SetColumn(cell, c);
cellPosDictionary.SetValue(r, c, cell);
grid.Children.Add(cell);
}
}
InvalidateVisual();
}
private SecurityEntry GetSecurity(SpreadMatrixData smd, SpreadMatrixDataCell cell)
{
int r = Grid.GetRow(cell);
int c = Grid.GetColumn(cell);
if (r > c)
r--;
DateTime date1 = smd.MinYearMonth.AddMonths(r);
DateTime date2 = smd.MinYearMonth.AddMonths(c);
MDDatePair datePair = new MDDatePair(date1, date2);
return smd.Get(datePair);
}
public void UpdateGrid(SpreadMatrixData smd, SecurityEntry entry)
{
if (!smd.Values.Contains(entry))
return;
MDDatePair datePair = entry.GetDatePair();
int dMonth1 = GetDeltaMonth(smd.MinYearMonth, datePair.GetMinDate());
int dMonth2 = GetDeltaMonth(smd.MinYearMonth, datePair.GetMaxDate());
int r = dMonth1 - 1;
int c = dMonth2 - 1;
SpreadMatrixDataCell cell = (SpreadMatrixDataCell)cellPosDictionary.GetValue(r, c);
if(cell==null)
{
cell = new SpreadMatrixDataCell { Width = CellWidth, Height = CellHeight };
cell.MouseDown += cell_MouseDown;
Grid.SetRow(cell, r == c ? r + 1 : r);
Grid.SetColumn(cell, c);
cellPosDictionary.SetValue(r, c, cell);
grid.Children.Add(cell);
}
cell.FillData(entry);
}
public void FillGrid(SpreadMatrixData smd, IEnumerable<SecurityEntry> entries)
{
int dMonth = GetDeltaMonth(smd.MinYearMonth, smd.MaxYearMonth);
if (grid.ColumnDefinitions.Count != dMonth)
CreateGrid(smd);
else
{
foreach (SecurityEntry entry in entries.Where(entry => !entry.IsDisposed))
UpdateGrid(smd, entry);
}
}
public void FillGrid(SpreadMatrixData smd, SecurityEntry entry)
{
int dMonth = GetDeltaMonth(smd.MinYearMonth, smd.MaxYearMonth);
if (grid.ColumnDefinitions.Count != dMonth)
CreateGrid(smd);
else
UpdateGrid(smd, entry);
}
public void RequestSymbols(SpreadMatrixData spreadMatrixData)
{
QuickFix42.SecurityDefinitionRequest message = new QuickFix42.SecurityDefinitionRequest(new SecurityReqID(DateTime.Now.ToString()), new SecurityRequestType(SecurityRequestType.REQUEST_LIST_SECURITIES));
message.setField(new Symbol(spreadMatrixData.Symbol));
message.setField(new SecurityExchange(spreadMatrixData.Exchange));
try
{
Session.sendToTarget(message, GetPriceSession());
}
catch (SessionNotFound exception)
{
AddText(exception.Message + Environment.NewLine);
throw;
}
}