private bool UpdateIndices(HugoDataSet.IndexWeightsRow[] rows)
{
try
{
List <HugoDataSet.IndicesRow> subscribeList = new List <HugoDataSet.IndicesRow>();
lock (m_portfolioLock)
{
m_indexWeights = rows;
foreach (HugoDataSet.IndexWeightsRow indexWeightsRow in rows)
{
HugoDataSet.IndicesRow indicesRow = m_indices.Rows.Find(new string[] { indexWeightsRow.AcctName, indexWeightsRow.Symbol }) as HugoDataSet.IndicesRow;
if (indicesRow == null)
{
indicesRow = m_indices.NewIndicesRow();
indicesRow.AcctName = indexWeightsRow.AcctName;
indicesRow.Symbol = indexWeightsRow.Symbol;
m_indices.Rows.Add(indicesRow);
}
indicesRow.Weight = indexWeightsRow.Weight;
indicesRow.IndexFlag = indexWeightsRow.IndexFlag;
if (IsSubscribed && (indicesRow.SubscriptionStatus != SubscriptionStatus.Subscribed.ToString()))
{
indicesRow.SubscriptionStatus = SubscriptionStatus.Subscribed.ToString();
subscribeList.Add(indicesRow);
}
}
}
if (IsSubscribed)
{
if (subscribeList.Count > 0)
{
foreach (HugoDataSet.IndicesRow row in subscribeList)
{
QuoteType quoteType = row.IndexFlag ? QuoteType.Index : QuoteType.Stock;
m_messageUtilities2.Subscribe(row.Symbol, quoteType, row);
PositionMonitorUtilities.Info(String.Format("{0} now subscribed to {1} as {2}", Name, row.Symbol, quoteType.ToString()));
}
PositionMonitorUtilities.Info(String.Format("{0} subscribed to {1} new indices", Name, subscribeList.Count));
}
}
}
catch (Exception ex)
{
PositionMonitorUtilities.Error(String.Format("{0} unable to fill indices table", Name), ex);
return(false);
}
return(true);
}
private bool UpdateBenchmark(string symbol, QuoteType quoteType)
{
try
{
if (!String.IsNullOrEmpty(symbol))
{
if (symbol == "SPXT")
{
symbol = "SPX";
}
bool subscribe = false;
HugoDataSet.IndicesRow benchmarkRow = null;
lock (m_portfolioLock)
{
benchmarkRow = m_indices.Rows.Find(new string[] { AccountName, symbol }) as HugoDataSet.IndicesRow;
if (benchmarkRow == null)
{
benchmarkRow = m_indices.NewIndicesRow();
benchmarkRow.AcctName = AccountName;
benchmarkRow.Symbol = symbol;
benchmarkRow.IndexFlag = (quoteType == QuoteType.Index);
m_indices.Rows.Add(benchmarkRow);
}
if (IsSubscribed && (benchmarkRow.SubscriptionStatus != SubscriptionStatus.Subscribed.ToString()))
{
benchmarkRow.SubscriptionStatus = SubscriptionStatus.Subscribed.ToString();
subscribe = true;
}
}
if (subscribe)
{
m_messageUtilities1.Subscribe(benchmarkRow.Symbol, quoteType, benchmarkRow);
PositionMonitorUtilities.Info(String.Format("{0} now subscribed to {1} as benchmark", Name, benchmarkRow.Symbol));
}
}
}
catch (Exception ex)
{
PositionMonitorUtilities.Error(String.Format("{0} unable to subscribe to benchmark {1}", Name, symbol), ex);
return(false);
}
return(true);
}