public static List <Types.Quote> GetQuoteList(string name)
{
if (quoteList == null)
{
DataFeedProcessor.GetFeed();
return(null);
}
lock (quoteList)
{
return(quoteList.Where(x => x.Symbol.Name == name || x.Symbol.Feed1ShortName == name || x.Symbol.Feed2ShortName == name).ToList <Types.Quote>());
}
}
private void OrderFeedSubscriberTimer_Elapsed(object sender, ElapsedEventArgs e)
{
try
{
var assets = DataProvider.GetAssets();
if (DoesResetTempExoirt)
{
//var timestamp = DataProvider.GetCurrentTimestamp();
var expiryList = DataProvider.ExpiryList.Where(x => x.ExpiryTimestamps > DataProvider.GetCurrentTimestamp()).ToList <ExpiryTime>();
if (expiryList != null && expiryList.Count > 0)
{
if (DoesResetTempExoirt)
{
tempLastExpiry = expiryList.FirstOrDefault <ExpiryTime>();
DoesResetTempExoirt = false;
}
if (tempLastExpiry != null && (((tempLastExpiry.ExpiryTimestamps / 1000) - AppGlobals.Instance.SettlementPriceDuration[OptionType.Classic][0]) <= (DataProvider.GetCurrentTimestamp() / 1000)) && !IsSubscribed)
{
DoesResetTempExoirt = false;
IsSubscribed = true;
//TaskFactory.Task
DataFeedProcessor.GetFeed();
//isupdated = false;
}
else if (tempLastExpiry != null && (((tempLastExpiry.ExpiryTimestamps / 1000) + AppGlobals.Instance.SettlementPriceDuration[OptionType.Classic][0]) <= (DataProvider.GetCurrentTimestamp() / 1000)) && IsSubscribed)
{
IsSubscribed = false;
DataFeedProcessor.StopFeed();
//DoesResetTempExoirt = true;
tempLastExpiry = DataProvider.ExpiryList.Where(x => x.ExpiryTimestamps > DataProvider.GetCurrentTimestamp()).FirstOrDefault <ExpiryTime>();
}
}
}
}
catch (Exception ex)
{
Logger.Error(ex);
}
}
static void Main(string[] args)
{
AppDomain.CurrentDomain.ProcessExit += new EventHandler(CurrentDomain_ProcessExit);
try
{
var feedName = System.Configuration.ConfigurationSettings.AppSettings["FeedName"];
DataFeedProcessor.Start();
//DataFeedProcessor.SubscribeSymbolList("AAPL");
//System.Threading.Thread.Sleep(1000 * 10);
//IList<OptionProcessingService.Types.SymbolNew> symbollist = DB.GetSymbolsNew();
//foreach (var dbsymbol in symbollist)
//{
// //var symbol=TimestampUtility.BuildSymbolName(dbsymbol.ShortName, dbsymbol.Type == SecurityType.Forex ?
// //CommonObjects.Unitity.Instrument.Forex : CommonObjects.Unitity.Instrument.Equity);
// DataFeedProcessor.SubscribeSymbolList(new ServerMess.SymbolItem() { Symbol=dbsymbol.ShortName, Type = ServerMess.Instrument.Equity, DataFeed = DataFeedProcessor.DataServerClient.DataFeed.Where(x => x.Name == feedName).FirstOrDefault().Name });
// System.Console.WriteLine("Subscribing for Symbol : " + dbsymbol.ShortName);
//}
string serverIP = System.Configuration.ConfigurationSettings.AppSettings["server_ip"];
int serverPort = Int32.Parse(System.Configuration.ConfigurationSettings.AppSettings["server_port"]);
Console.WriteLine("IP: {0}, Port: {1}", serverIP, serverPort);
Server server = new Server(serverIP, serverPort);
server.Start();
Console.WriteLine("Started. Press Enter to exit.");
Console.Read();
}
catch (Exception ex)
{
Logger.Error(ex);
}
}
static void CurrentDomain_ProcessExit(object sender, EventArgs e)
{
Console.WriteLine("Logout from server");
DataFeedProcessor.Stop();
Console.ReadLine();
}
public static IList <Order> FillOrdersByExpiryTimestamp(long expTimestamp)
{
List <Order> executedOrders = new List <Order>();
lock (_openOrders)
{
for (var i = _openOrders.Count - 1; i >= 0; i--)
{
var order = _openOrders[i];
if (order.OptionType == OptionType.Classic)
{
if (order.ExpiryTimestamp != expTimestamp)
{
continue;
}
}
else if (order.OptionType == OptionType.Express)
{
expTimestamp = DataProvider.GetCurrentTimestamp() + (AppGlobals.Instance.SettlementPriceDuration[OptionType.Express][order.ExpressExpiryInSeconds] * 1000);
if (order.ExpiryTimestamp > expTimestamp)
{
continue;
}
}
List <Quote> symbolTick = DataFeedProcessor.GetQuoteList(order.Symbol.Name);
if (symbolTick == null)
{
continue;
}
_openOrders.RemoveAt(i);
double currentMarketPrice = 0;
if (symbolTick.Count > 0) //&& symbolTick.Count > MinNumberOfFeed)
{
currentMarketPrice = symbolTick.Average(x => x.Price);
order.Successful = DecideIfBetPlayed(order.Symbol, order.OptionType, order.OrderType, order.MarketPrice, currentMarketPrice);
order.State = OrderState.Executed;
}
else
{
order.Reason = "Server unable to recieve required feeds. Count = " + symbolTick.Count;
order.State = OrderState.Rejected;
}
order.ExecuteTimestamp = GetCurrentTimestamp();
lock (_orderHistory)
{
_orderHistory.Add(order);
}
DB.UpdateOrder(order);
var account = DB.GetAccountByUserID(order.UserID);
if (order.Successful)
{
account.Balance += order.Investment + order.Investment * order.ReturnCoefficient;
DB.UpdateAccount(account);
}
else if (order.State == OrderState.Rejected)
{
account.Balance += order.Investment;
DB.UpdateAccount(account);
}
FireExecution(order, new OrderExecutionResponse()
{
OrderID = order.ID, Status = order.Successful ? OrderState.Executed : OrderState.Rejected, Message = order.Reason
});
executedOrders.Add(order);
}
}
return(executedOrders);
}