private List <Rate> DecodeRates(string pair, string packet, string dateTimeFormat = "M/d/yyyy h:mm:ss tt")
{
List <Rate> Rates = new List <Rate>();
string[] DelimitedData = Asmodat.Abbreviate.String.ToList(packet, "$");
if (DelimitedData == null)
{
return(Rates);
}
//Decimals must be backchecked with number of decimals in order to set correct value;
int decimals = ForexConfiguration.GetDecimals(pair);
foreach (string data in DelimitedData)
{
if (System.String.IsNullOrEmpty(data))
{
continue;
}
Rate rate = this.ToRateChartData(pair, data, decimals);
if (rate == null)
{
continue;
}
Rates.Add(rate);
}
return(Rates);
}
/// <summary>
/// @"Token\Pair\BID\OFFER\HIGH\LOW\STATUS\NOTATION\DECIMALS\CLOSINGBID", @"\");
/// </summary>
/// <param name="data"></param>
/// <param name="dateTimeFormat"></param>
/// <returns></returns>
public Rate ToRateOnConnect(string data, ref TickTime origin)
{
if (System.String.IsNullOrEmpty(data) || data.Length < 10)
{
return(null);
}
//Ignore token, might be corrupted
string[] properties = Asmodat.Abbreviate.String.ToList(data, "\\");
if (properties.Length != 10)
{
return(null);
}
string status = properties[6];
string notation = properties[7];
if (status != "D" && status != "R")
{
return(null);
}
if (notation != "E" && notation != "A")
{
return(null);
}
Rate rate = new Rate();
try
{
rate.Pair = properties[1];
rate.DECIMALS = ForexConfiguration.GetDecimals(rate.Pair);
rate.BID = Doubles.Parse(properties[2], rate.DECIMALS);
rate.OFFER = Doubles.Parse(properties[3], rate.DECIMALS);
rate.HIGH = Doubles.Parse(properties[4], rate.DECIMALS);
rate.LOW = Doubles.Parse(properties[5], rate.DECIMALS);
rate.STATUS = status;
rate.NOTATION = notation;
rate.CLOSINGBID = Doubles.Parse(properties[8], rate.DECIMALS);
rate.ChartData.TickTime = (origin += 1);
//backtest
double pchange = RateInfo.ChangePercentage(rate.BID, rate.OFFER, rate.HIGH, rate.LOW);
if (pchange < 25)
{
return(null);
}
}
catch (Exception e)
{
Exceptions.Add(e);
return(null);
}
return(rate);
}
public void Update(string pair, ServiceConfiguration.TimeFrame frame)
{
List<DateTime> frames = this.GetMissingDates(pair, frame);
if (frames.Count <= 1)
return;
//frames.Reverse();
double dTimePeriod = ServiceConfiguration.ToMinutes(frame);
//Decimals must be backchecked with number of decimals in order to set correct value;
int decimals = ForexConfiguration.GetDecimals(pair);
string data = "";
for (int i = 0; i < frames.Count - 1; i++)
{
DateTime DateStart = frames[i + 1];
DateTime DateEnd = frames[i];
Thread.Sleep(1); //Wait not to spam the server with requests
string packet = this.GetChartData(ForexAuthentication.Token, pair, frame, DateStart, DateEnd, true); //fresh data cames first
if (!System.String.IsNullOrEmpty(packet))
data = data + "$" + packet;
}
List<Rate> Rates;
if (!System.String.IsNullOrEmpty(data))
Rates = this.DecodeRates(pair, data); //Data is sorted by threaded dictionary
else Rates = new List<Rate>();
foreach (Rate rate in Rates)
{
if (ForexArchive.Data[pair][frame].ContainsKey(rate.DateTime)) continue;
ForexArchive.Data[pair][frame].Add(rate.DateTime, rate);
++ForexArchive.Updates;
}
}
/// <summary>
/// Converts string data into Rate property
/// Example rate: "EUR/USD\\1.17684\\1.17701\\D\\1.18485\\1.17619\\5\\A\\1.18385\\EUR/USD\\EUR/USD$"
/// Example data: "Pair\BID\OFFER\STATUS\HIGH\LOW\DECIMALS\NOTATION\CLOSINGBID\CONTRACTPAIR\COUNTERPAIR$"
/// @"Pair\BID\OFFER\STATUS\HIGH\LOW\DECIMALS\NOTATION\CLOSINGBID\CONTRACTPAIR\COUNTERPAIR\DateTime\Token\OPEN\CLOSE", @"\");
/// </summary>
/// <param name="getRateString">Sting formattes as: Pair\BID\OFFER\STATUS\HIGH\LOW\DECIMALS\NOTATION\CLOSINGBID\CONTRACTPAIR\COUNTERPAIR$ without $ char</param>
/// <returns>Rate based on string input.</returns>
private Rate ToRate(string data, ref TickTime origin)
{
if (System.String.IsNullOrEmpty(data) || data.Length < 11)
{
return(null);
}
data = data.Replace("$", "");
string[] properties = Asmodat.Abbreviate.String.ToList(data, "\\");
if (properties.Length != 11)
{
return(null);
}
string status = properties[3];
string notation = properties[7];
if (status != "D" && status != "R")
{
return(null);
}
if (notation != "E" && notation != "A")
{
return(null);
}
Rate rate = new Rate();
try
{
rate.Pair = properties[0];
rate.DECIMALS = int.Parse(properties[6]);
if (rate.DECIMALS != ForexConfiguration.GetDecimals(rate.Pair))
{
return(null);
}
rate.BID = Doubles.Parse(properties[1], rate.DECIMALS);
rate.OFFER = Doubles.Parse(properties[2], rate.DECIMALS);
rate.STATUS = status;
rate.NOTATION = notation;
//rate.HIGH = Doubles.Parse(properties[4], rate.DECIMALS);
//rate.LOW = Doubles.Parse(properties[5], rate.DECIMALS);
//rate.CLOSINGBID = Doubles.Parse(properties[8], rate.DECIMALS);
//rate.CONTRACTPAIR = properties[9];
//rate.COUNTERPAIR = properties[10];
rate.ChartData.TickTime = (origin += 1);
//backtest
double pchange = RateInfo.ChangePercentage(rate.BID, rate.OFFER);
if (pchange < 25)
{
return(null);
}
}
catch (Exception e)
{
Exceptions.Add(e);
return(null);
}
return(rate);
}
/// <summary>
/// @"Token\BID\OFFER\\\\\"
/// "R27\\89.514\\89.549\\D\\\\\\02/19/2015 09:25:55\\"
/// TimeZoneInfo.ConvertTime(DateTime.Now, TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time"));
/// </summary>
/// <param name="data"></param>
/// <param name="dateTimeFormat"></param>
/// <returns></returns>
public Rate ToRateOnChange(string data, ref TickTime origin)
{
if (System.String.IsNullOrEmpty(data) || data.Length < 7)
{
return(null);
}
char cMessageType = data[0];
if (!Char.IsLetter(cMessageType))
{
return(null); //This is not RateChange frame
}
data = data.Substring(1, data.Length - 1); //Remove Message Type Rate
string[] properties = Asmodat.Abbreviate.String.ToList(data, "\\");
if (properties.Length != 7)
{
return(null);
}
string status = properties[3];
if (status != "D" && status != "R")
{
return(null);
}
Rate rate = new Rate();
try
{
rate.Token = int.Parse(properties[0]);
rate.Pair = ForexConfiguration.OrderPair[rate.Token];
rate.DECIMALS = ForexConfiguration.GetDecimals(rate.Pair);
rate.BID = Doubles.Parse(properties[1], rate.DECIMALS);
rate.OFFER = Doubles.Parse(properties[2], rate.DECIMALS);
rate.STATUS = status;
rate.ChartData.TickTime = (origin += 1);
//backtest
double pchange = RateInfo.ChangePercentage(rate.BID, rate.OFFER);
if (pchange < 50)
{
return(null);
}
}
catch (Exception e)
{
Exceptions.Add(e);
return(null);
}
return(rate);
}
/// <summary>
/// This method tries to instantly execute passed request
/// </summary>
/// <param name="DRequest">DealRequest containing information how to communicate with server.</param>
public void DealInstantExecute(DealRequest DRequest)
{
if (!IsReady)
{
return;
}
#region Liquidate All
if (DRequest.LiquidateAll)
{
BlotterOfDealResponse blotter = CEDTS_TradingService.LiquidateAll(ForexAuthentication.Token);
if (ServiceTrading.BlotterSuccess(blotter))
{
DataDealRequest[DRequest.CreationTime].Executed = true;
this.Save(DRequest);
}
AccountLogs.IsValid = false;
return;
}
#endregion
string product = DRequest.Product;
if (!ForexRates.Data.ContainsKey(product))
{
return;
}
#region Close Position
if (DRequest.ClosePosition)
{
DealResponse DResponse = CEDTS_TradingService.ClosePosition(ForexAuthentication.Token, product);
if (DResponse.success)
{
DataDealRequest[DRequest.CreationTime].Executed = true;
this.Save(DRequest);
}
AccountLogs.IsValid = false;
return;
}
#endregion
int iDecimals = ForexConfiguration.GetDecimals(product);// ForexRates.Data[product].DECIMALS;
string sRate = DRequest.Buy ? Doubles.ToString(DRequest.ASK, null, iDecimals, 0, double.MaxValue, '.') : Doubles.ToString(DRequest.BID, null, iDecimals, 0, double.MaxValue, '.');
string amount = DRequest.Amount.ToString();
#region Close
if (DRequest.Close)
{
//double profit = this.GetLiveProfit(DRequest.ConfirmationNumber);
DealResponse DResponse = CEDTS_TradingService.InstantExecution(
ForexAuthentication.Token,
product,
DRequest.BuySell,
amount,
sRate,
(int)DRequest.Tolerance);
if (DResponse.success)
{
//Account.ClosedBalance += profit;
DataDealRequest[DRequest.CreationTime].Executed = true;
this.Save(DRequest);
}
AccountLogs.IsValid = false;
return;
}
#endregion
#region Buy Sell
if (DRequest.Buy || DRequest.Sell)
{
DealResponse DResponse = CEDTS_TradingService.InstantExecution(
ForexAuthentication.Token,
product,
DRequest.BuySell,
amount,
sRate,
(int)DRequest.Tolerance);
if (DResponse.success)
{
DataDealRequest[DRequest.CreationTime].Executed = true;
this.Save(DRequest);
}
AccountLogs.IsValid = false;
return;
}
#endregion
throw new Exception("DealInstantExecute Undefined request !");
}