protected override void UpdateColor(FootPrint.FpBar bar)
{
double maxVolume = 0;
foreach (var line1 in bar.Lines)
{
var line = (BidAskLine)line1;
maxVolume = Math.Max(maxVolume, line.AskVolume);
maxVolume = Math.Max(maxVolume, line.BidVolume);
}
var logMax = ConvertPriceValue(maxVolume);
foreach (var line1 in bar.Lines)
{
var line = (BidAskLine)line1;
int r = 50;
int g = 50;
if (line.AskVolume >= line.BidVolume)
{
var coef = line.AskVolume == 0 ? 0 : ConvertPriceValue(line.AskVolume) / logMax;
g = 255 - Math.Min(120, (int)(coef * 120));
}
if (line.AskVolume <= line.BidVolume)
{
var coef = line.BidVolume == 0 ? 0 : ConvertPriceValue(line.BidVolume) / logMax;
r = 255 - Math.Min(120, (int)(coef * 120));
}
line.Color = new Color(r, g, 50);
}
}
private void ProcessTrades(FootPrint.FpBar bar, IEnumerable <ITrade> trades)
{
foreach (var trade in trades)
{
ProcessTrade(bar, trade);
m_lastTrade = trade;
}
}
protected override void UpdateColor(FootPrint.FpBar bar)
{
double maxVolume = bar.Lines.Cast <VolumeLine>().Aggregate <VolumeLine, double>(0, (current, line) => Math.Max(current, line.Volume));
var logMax = ConvertPriceValue(maxVolume);
foreach (var line1 in bar.Lines)
{
var line = (VolumeLine)line1;
var coef = line.Volume == 0 ? 0 : ConvertPriceValue(line.Volume) / logMax;
var intCoef = Math.Min(120, (int)(coef * 120));
line.Color = new Color(50, 50, 255 - intCoef);
}
}
protected abstract FootPrint.Line GetLine(FootPrint.FpBar bar, ITrade trade);
protected abstract void UpdateColor(FootPrint.FpBar bar);
protected abstract void ProcessTrade(FootPrint.FpBar bar, ITrade trade);
private void AddTick(FootPrint.FpBar bar, IEnumerable <ITrade> barTrades)
{
bar.Lines.Clear();
ProcessTrades(bar, barTrades);
UpdateColor(bar);
}
protected override FootPrint.Line GetLine(FootPrint.FpBar bar, ITrade trade)
{
return(bar.GetLine <DeltaLine>(trade.Price));
}
protected override void ProcessTrade(FootPrint.FpBar bar, ITrade trade)
{
var line = (BidAskLine)GetLine(bar, trade);
bool isProcessed = false;
if (trade.Direction != TradeDirection.Unknown)
{
if (trade.Direction == TradeDirection.Buy)
{
line.AskVolume += trade.Quantity;
}
else
{
line.BidVolume += trade.Quantity;
}
isProcessed = true;
}
else if (trade is ITradeWithBidAsk)
{
var trd = trade as ITradeWithBidAsk;
if (trd.AskPrice > 0 && trd.BidPrice > 0)
{
if (Math.Abs(trd.AskPrice - trade.Price) < Math.Abs(trd.BidPrice - trade.Price))
{
line.AskVolume += trade.Quantity;
}
else
{
line.BidVolume += trd.Quantity;
}
isProcessed = true;
}
else if (trd.AskPrice > 0)
{
line.AskVolume += trade.Quantity;
isProcessed = true;
}
else if (trd.BidPrice > 0)
{
line.BidVolume += trd.Quantity;
isProcessed = true;
}
}
if (!isProcessed)
{
var lastPrice = m_lastTrade == null ? 0.0 : m_lastTrade.Price;
if (trade.Price > lastPrice)
{
line.AskVolume += trade.Quantity;
m_lastWasAsk = true;
}
else if (trade.Price < lastPrice)
{
line.BidVolume += trade.Quantity;
m_lastWasAsk = false;
}
else
{
if (m_lastWasAsk)
{
line.AskVolume += trade.Quantity;
}
else
{
line.BidVolume += trade.Quantity;
}
}
}
}
protected override void ProcessTrade(FootPrint.FpBar bar, ITrade trade)
{
var line = (VolumeLine)GetLine(bar, trade);
line.Volume += trade.Quantity;
}
