/// <inheritdoc/>
public void AddOrUpdateQuote(IQuote quote)
{
// TODO: Concurrency Notes - We execute this action only when the removalAll for this symbol is not in progress
// When the RemoveQuote for this GUID is not in progress
// When the Trade Execution this symbol is not in progress
// When the Add or Update for this GUID is not in progress
// Extra notes: Always the locking is for a given stock SYMBOL / GUID depending on the operation
// The time complexity if proportional to log2(no. of items for that quote's symbol)
if (quote == null)
{
throw new ArgumentNullException(NULL_QUOTE_ARGUMENT_MESSAGE);
}
if (IsExpiredQuote(quote))
{
throw new ArgumentException(EXPIRED_QUOTE_MESSAGE);
}
if (quote.Id != null)
{
if (!quoteBook.ContainsKey(quote.Id))
{
throw new KeyNotFoundException(NO_ACTIVE_QUOTE_MESSAGE);
}
UpdateQuote(quote);
}
else
{
AddQuote(Guid.NewGuid(), quote);
}
}
public QuotesPageViewModel(IQuote quoteObject, INavigationService navigationService)
{
Quotes = new ObservableCollection <Quote>();
quoteInstance = quoteObject;
LoadQuotes();
NavigationService = navigationService;
}
public void Setup()
{
quote1 = new Quote
{
Id = Guid.NewGuid(),
AvailableVolume = 1500,
ExpirationDate = DateTime.Now.AddDays(2),
Price = 9.5,
Symbol = "DEF"
};
quote2 = new Quote
{
Id = Guid.NewGuid(),
AvailableVolume = 1700,
ExpirationDate = DateTime.Now.AddDays(2),
Price = 10,
Symbol = "DEF"
};
quote3 = new Quote
{
Id = Guid.NewGuid(),
AvailableVolume = 1000,
ExpirationDate = DateTime.Now.AddDays(3),
Price = 9,
Symbol = "DEF"
};
quotes = new List <IQuote>();
quotes.Add(quote1);
quotes.Add(quote2);
quotes.Add(quote3);
}
public void AccurateForMoreCarpets()
{
//6b746c7d - 754d - 4049 - 9c5c - f2abfe73f9d3 9 80 25 2000 $6,668.67
//67b751bb - de92 - 4d4d - 8e33 - 13b535fc9bbd 9 25 75 1875 $5,388.74
//de4d199e - ce50 - 47e9 - 993f - ffb47d071db2 9 90 20 1800 $4,672.48
//e181f408 - 3f56 - 40d8 - 9149 - d12a06aeea18 9 20 70 1400 $4,251.46
//grade 9
float expectedPriceResult = (float)((6668.67m + 5388.74m + 4672.48m + 4251.46m) * 1.4m);
string[] expectedCarpetIdArray =
{
"6b746c7d-754d-4049-9c5c-f2abfe73f9d3",
"67b751bb-de92-4d4d-8e33-13b535fc9bbd",
"de4d199e-ce50-47e9-993f-ffb47d071db2",
"e181f408-3f56-40d8-9149-d12a06aeea18"
};
IQuote lowestQuote = _joust.GetQuote(new int[] { 7000, 0, 0, 9 });
Assert.Equal(expectedPriceResult, lowestQuote.Price);
Assert.Equal(expectedCarpetIdArray.Length, lowestQuote.RollOrders.Length);
Assert.Contains <string>(expectedCarpetIdArray[0], lowestQuote.RollOrders);
Assert.Contains <string>(expectedCarpetIdArray[1], lowestQuote.RollOrders);
Assert.Contains <string>(expectedCarpetIdArray[2], lowestQuote.RollOrders);
Assert.Contains <string>(expectedCarpetIdArray[3], lowestQuote.RollOrders);
}
private void QuoteUpdate(string exchangeName, string dataSource, IQuote quote)
{
string sSymbolId = quote.SymbolId;
int iIndex = source.IndexOf(sSymbolId);
_QuoteInfo cQuoteInfo = null;
double dPrice = quote.RealTick.Price;
if (iIndex == -1)
{
if (sSymbolId.Length == 0)
{
return;
}
else
{
cQuoteInfo = new _QuoteInfo(exchangeName, dataSource, sSymbolId, quote.SymbolName, dPrice);
source.Add(cQuoteInfo);
}
}
else
{
cQuoteInfo = source.GetItemAt(iIndex);
}
cQuoteInfo.SetPrice(dPrice);
cQuoteInfo.SetVolume(quote.RealTick.Volume);
cQuoteInfo.SetTime(quote.RealTick.Time.TimeOfDay);
}
/// <summary>
/// Updates controls which are set to use multi currency.
/// </summary>
/// <param name="quote">The quote.</param>
/// <param name="exchangeRate">The exchange rate.</param>
private void UpdateMultiCurrencyExchangeRate(IQuote quote, double exchangeRate)
{
var systemInfo = ApplicationContext.Current.Services.Get <ISystemOptionsService>(true);
string baseCode = "";
if (!string.IsNullOrEmpty(systemInfo.BaseCurrency))
{
baseCode = systemInfo.BaseCurrency;
}
var currencyCode = EntityFactory.GetById <IExchangeRate>(lueCurrencyCode.LookupResultValue);
string exhangeCode = currencyCode != null ? currencyCode.CurrencyCode : quote.CurrencyCode;
curBaseSubTotal.CurrentCode = baseCode;
curBaseTotal.CurrentCode = baseCode;
curBaseTax.CurrentCode = baseCode;
curBaseDiscount.CurrentCode = baseCode;
curBaseShipping.CurrentCode = baseCode;
curSubTotal.CurrentCode = exhangeCode;
curTotal.CurrentCode = exhangeCode;
curDiscount.CurrentCode = exhangeCode;
curTax.CurrentCode = exhangeCode;
curTax.ExchangeRate = exchangeRate;
curShipping.CurrentCode = exhangeCode;
curShipping.ExchangeRate = exchangeRate;
}
internal void MergeTicks() {
string sDataSource = __cDataRequest.DataFeed;
AbstractQuoteService cService = QuoteManager.Manager.GetQuoteService(sDataSource);
if (cService != null) {
if (cService.TradeDate > LastBarTime.Date) { //如果即時報價服務交易日期大於最後 Bars 交易日期, 就合併今日即時資訊
this.Initialized = false;
__cDataRequest.Range.To = cService.TradeDate;
Indexer.RealtimeIndex = __cCloses.Count - __iRealtimeCount - 1;
this.CreateRealtimePeriods();
string sSymbolId = __cDataRequest.Symbol;
IQuote cQuote = cService.Storage.GetQuote(sSymbolId);
if (cQuote != null) {
int iTickCount = cQuote.TickCount;
for (int i = iTickCount - 1; i >= 0; i--) {
Merge(cQuote.GetTick(i));
}
}
} else { //盤後分檔與日檔資料已經公布, 不用在合併今日即時資訊
string sSymbolId = __cDataRequest.Symbol;
IQuote cQuote = cService.Storage.GetQuote(sSymbolId);
if (cQuote != null) {
__dOVolume = cQuote.RealTick.Volume; //取得今日即時資訊的總成交量(當 tick 來時會比對tick 總成交量是否比此變數大, 如果比較大就合併到 Bars 內, 所以如果今日已有分日檔資訊, 此欄位需填入今日即時資訊總成交量, 才不會被重複合併到最後一根 Bars)
}
}
}
this.Initialized = true;
}
public void UpdatePair(IQuote quote)
{
_pairs.AddOrUpdate(
key: quote.AssetPair,
addValueFactory: pairCode => AssetPair.Create(quote),
updateValueFactory: (pairCode, pair) => pair.ProcessQuote(quote));
}
public PriceQuote(IQuote quote)
{
Symbol = quote.Symbol;
LastPrice = quote.LastPrice;
OpenPrice = quote.OpenPrice;
LastTime = quote.LastTime;
}
private double[] GetLimitPrice(double priceScale) {
IQuote cQuote = this.Bars.Quotes;
double dReferPrice = (cQuote == null) ? this.Bars.Close.Value : cQuote.ReferPrice;
double dPrice1 = dReferPrice * (1 - 漲跌幅交易限制);
double dPrice2 = dReferPrice * (1 + 漲跌幅交易限制);
return new double[] { Math.Round((Math.Floor(dPrice1 / priceScale) + 1) * priceScale, 2), Math.Round(Math.Floor(dPrice2 / priceScale) * priceScale, 2) };
}
private void TrustUpdate()
{
IQuote cQuote = __cStorage.GetQuote(__sSymbolId);
DOMPrice[] cAsks = cQuote.DOM.Ask;
DOMPrice[] cBids = cQuote.DOM.Bid;
if (cAsks != null && cBids != null)
{
int iLength = cAsks.Length;
for (int i = 0; i < iLength; i++)
{
_DOMInfo cDOM = null;
if (i < source.Count)
{
cDOM = source.GetItemAt(i);
}
else
{
cDOM = new _DOMInfo(__iDecimalPoint);
source.Add(cDOM);
}
cDOM.SetDOM(cAsks[i], cBids[i]);
}
}
}
public QuotesPageViewModel(IQuote quotes, INavigationService navigationService)
{
Quotes = new ObservableCollection <Quote>();
_quotes = quotes;
LoadQuotes();
NavigationService = navigationService;
}
private static StonkValues GetValues(IQuote quote)
{
StonkValues vals = new StonkValues(quote.Symbol, quote.TimestampUtc,
(double)quote.AskPrice,
(double)quote.BidPrice);
return(vals);
}
static void cService_onSubscribeCompleted(object sender, Events.QuoteComplementCompletedEvent e)
{
//cService.onSubscribeCompleted -= cService_onSubscribeCompleted;
System.Console.WriteLine("s " + e.SymbolId);
IQuote cQuote = cService.Storage.GetQuote(e.SymbolId);
System.Console.WriteLine(cQuote);
}
private FuturesContractManager()
{
_quote = QuoteCenter2.Instance.Quote;
_benchmarkBLL = new BenchmarkBLL();
_futurescontractdao = new FuturesContractDAO();
_futuresItems = new List <SecurityItem>();
_benchmarks = new List <Benchmark>();
}
public Security(XmlRpcStruct security, XmlRpcStruct quote)
: this(security)
{
if (quote == null)
this.latestQuote = null;
else
this.latestQuote = new Quote(quote);
}
protected void lnkLinkQuote_Click(object sender, EventArgs e)
{
var page = Page as EntityPage;
if (page != null && page.EntityContext != null)
{
if (page.EntityContext.EntityType == typeof(IQuote))
{
IQuote quote = EntityFactory.GetRepository <IQuote>().Get(page.EntityContext.EntityID);
if (quote != null)
{
IAccount account = quote.Account;
// First validation is if the associated Account is Synced
if (account == null || account.ErpExtId == null)
{
// If associated Account is not in Sync throw error
throw new ValidationException(GetLocalResourceObject("Error_Account_NotPromoted").ToString());
}
// Second Validation is if the Quote had line items
var quoteItems = quote.QuoteItems;
if (quoteItems == null || quoteItems.Count() <= 0)
{
throw new ValidationException(GetLocalResourceObject("Error_Quote_NoLineItems").ToString());
}
IBackOffice backOffice = Utilities.GetBackOfficeByLogicalID(quote.ErpLogicalId);
if (backOffice == null)
{
backOffice = Utilities.GetBackOfficeByLogicalID(account.ErpLogicalId);
}
//Get the BOD Mapping from SalesOrder entity.
IBODMapping bodMapping = Utilities.GetBODMappingByEntityBackoffice(GetLocalResourceObject("Quote_EntityName").ToString(), backOffice);
if (bodMapping != null && bodMapping.IsActive == true && bodMapping.OutboundOnCreate == false)
{
throw new ValidationException(String.Format(GetLocalResourceObject("OutBoundCreate.Caption").ToString()));
}
string caption = GetLocalResourceObject("lblLinkQuote.Caption").ToString();
DialogService.SetSpecs(200, 200, 250, 600, "QuoteSalesOrderPromotion", caption, true);
string id = GetSelectedRecord();
if (!String.IsNullOrEmpty(id))
{
DialogService.DialogParameters.Remove("LinkAccountSelectedId");
DialogService.DialogParameters.Add("LinkAccountSelectedId", id);
DialogService.ShowDialog();
if (quote.SyncStatus == GetLocalResourceObject("lblLinkQuote.Caption").ToString())
{
lblLinkQuote.Visible = false;
imgLinkQuote.Visible = false;
}
}
}
else
{
throw new ValidationException(GetLocalResourceObject("Error_QuoteNotFound").ToString());
}
}
}
}
/// <summary>
/// Blocks until a quote can be dequeued from the queue/
/// </summary>
/// <returns>An IQuote</returns>
public IQuote GetNextQuote()
{
IQuote quote = null;
while (this.queue.TryDequeue(out quote) != true)
{
}
return(quote);
}
public async Task <int> FillQuotes(IEnumerable <IQuote> quotes, IQuote last)
{
var res = await GetQuotes(
quotes.First().Timestamp.AddMinutes(-30),
quotes.Last().Timestamp);
if (res.Count == 0)
{
foreach (var quote in quotes)
{
quote.Btc = last?.Btc ?? 0;
quote.Eur = last?.Eur ?? 0;
quote.Usd = last?.Usd ?? 0;
quote.Cny = last?.Cny ?? 0;
quote.Jpy = last?.Jpy ?? 0;
quote.Krw = last?.Krw ?? 0;
quote.Eth = last?.Eth ?? 0;
quote.Gbp = last?.Gbp ?? 0;
}
}
else
{
var i = 0;
foreach (var quote in quotes)
{
if (quote.Timestamp < res[0].Timestamp)
{
quote.Btc = last?.Btc ?? 0;
quote.Eur = last?.Eur ?? 0;
quote.Usd = last?.Usd ?? 0;
quote.Cny = last?.Cny ?? 0;
quote.Jpy = last?.Jpy ?? 0;
quote.Krw = last?.Krw ?? 0;
quote.Eth = last?.Eth ?? 0;
quote.Gbp = last?.Gbp ?? 0;
}
else
{
while (i < res.Count - 1 && quote.Timestamp >= res[i + 1].Timestamp)
{
i++;
}
quote.Btc = res[i].Btc;
quote.Eur = res[i].Eur;
quote.Usd = res[i].Usd;
quote.Cny = res[i].Cny;
quote.Jpy = res[i].Jpy;
quote.Krw = res[i].Krw;
quote.Eth = res[i].Eth;
quote.Gbp = res[i].Gbp;
}
}
}
return(quotes.Count());
}
public void AddOrUpdateQuote(IQuote quote)
{
if (!(quote is T quoteExtended))
{
throw new ArgumentOutOfRangeException(nameof(quote));
}
AddOrUpdateQuote(quoteExtended);
}
public void AddQuoteInitial_Test()
{
quote = BuildQuote("FRC", 177.38, 1000, DateTime.Today.AddDays(1));
quoteManager.AddOrUpdateQuote(quote);
var addedQuote = quoteManager.GetBestQuoteWithAvailableVolume("FRC");
Assert.AreEqual(quote, addedQuote);
}
internal QuoteExtended(IQuote quote)
{
Id = quote.Id;
Symbol = quote.Symbol;
Price = quote.Price;
AvailableVolume = quote.AvailableVolume;
ExpirationDate = quote.ExpirationDate;
ExpirationTimestamp = ExpirationDate.ToUnixTimestamp();
}
/// <summary>
/// Updates an exisiting quote
/// </summary>
/// <param name="quote"></param>
/// <exception cref="ArgumentException">Throws an exception if the quote is not found or if it's an invalid quote</exception>
private void UpdateQuote(IQuote quote)
{
// Here I took liberty of updating the baseQuote's date as well from the quote which is not called out in the requirement
// This is because I thought we may in some cases where we want to extend or decrease the expiry time
// This type of Remove and Add opertions keeps the integrity of the 2 internal data structures - quoteBook and the symbolsQuoteBook
RemoveQuote((Guid)quote.Id);
AddQuote(quote);
}
public void AddQuote(IQuote quote)
{
_quotes.Add(quote);
if (++_samplesCount == _bufferSize)
{
FinancialDataManager.Instance.AddQuotes(_quotes, false);
_quotes.Clear();
_samplesCount = 0;
}
}
/// <summary>
/// Get the quotes
/// </summary>
/// <param name="pageLevel"></param>
/// <param name="model"></param>
private void GetQuote(int pageLevel, BlogListViewModel model)
{
GetQuotePosition(pageLevel, model);
IQuote quote = _quoteService.GetQuotes(pageLevel);
if (quote != null)
{
model.Quote = quote.Summary;
model.QuotesAuthor = quote.Author?.FirstName + " " + quote.Author?.LastName;
}
}
private void CreateIndexOptions(DateTime date)
{
if (logger.IsInfoEnabled)
{
logger.Info("開始轉換指數型選擇權資料...");
}
List <string> cStocks = __cExchange.GetProductClassify(ESymbolCategory.IndexOption);
foreach (string sStock in cStocks)
{
int iIndex = sStock.LastIndexOf(".");
if (iIndex > -1)
{
iIndex -= 2;
if (sStock[iIndex] >= 'A')
{
continue; //沒有轉換代號的選擇權全部都不要轉換
}
}
AbstractProductProperty cProperty = __cExchange.GetProperty(sStock, "Mitake");
if (cProperty != null)
{
IQuote cQuote = MitakeStorage.Storage.GetQuote(sStock);
if (cQuote != null)
{
SeriesSymbolData cMSeries = CreateSeries(sStock, EResolution.Minute, date);
SeriesSymbolData cDSeries = CreateSeries(sStock, EResolution.Day, date);
int iLast = cQuote.TickCount - 1;
if (iLast >= 0)
{
for (int i = iLast; i >= 0; i--)
{
ITick cTick = cQuote.GetTick(i);
if (cTick != null)
{
cMSeries.Merge(cTick);
cDSeries.Merge(cTick);
}
}
FileAdapter cAdapter = new FileAdapter(Settings.GlobalSettings.Settings.DataPath, false);
cAdapter.Write(cMSeries);
cAdapter.Write(cDSeries);
System.Console.Write("Convert... {0} ", sStock);
System.Console.CursorLeft = 0;
}
}
}
}
}
public static IQuote Copy(this IQuote original)
{
return(new Quote
{
Id = original.Id,
Symbol = original.Symbol,
Price = original.Price,
AvailableVolume = original.AvailableVolume,
ExpirationDate = original.ExpirationDate
});
}
private async Task ProcessQuote(IQuote entry)
{
try
{
_cacheService.UpdatePair(entry);
}
catch (Exception ex)
{
await _log.WriteErrorAsync(Constants.ComponentName, null, null, ex);
}
}
private void QuoteService_onCompleted(object sender, QuoteComplementCompletedEvent e)
{
AbstractQuoteService cService = QuoteManager.Manager.GetQuoteService(e.DataSource);
IQuote cQuote = cService.Storage.GetQuote(e.SymbolId);
if (cQuote != null)
{
QuoteUpdate(e.ExchangeName, e.DataSource, cQuote); //更新報價
RefreshGrid();
}
}
public void AddOrUpdateQuote(IQuote quote)
{
if (_quoteRepository.Contains(quote.Id))
{
_quoteRepository.Update(quote);
}
else
{
_quoteRepository.Add(quote);
}
}
private static void VerifyQuote(
IQuote quote, decimal rate, int amount,
decimal monthlyRepayment, decimal totalRepayment)
{
const decimal amountPrecision = 0.01m;
const decimal ratePrecision = 0.0001m;
quote.Rate.Should().BeApproximately(rate, ratePrecision);
quote.RequestedAmount.Should().Be(amount);
quote.MonthlyRepayment.Should().BeApproximately(monthlyRepayment, amountPrecision);
quote.TotalRepayment.Should().BeApproximately(totalRepayment, amountPrecision);
}
public Security(XmlRpcStruct security)
{
IDataAccess data = DataAccessFactory.GetDataAccess();
this.isin = (string)security["ISIN"];
this.symbol = (string)security["SYMBOL"];
this.name = (string)security["NAME"];
this.exchange = data.GetExchangeBySymbol((string)security["EXCHANGE"]);
this.visible = (Convert.ToInt32(security["VISIBLE"]) == 1) ? true : false;
this.suspended = (Convert.ToInt32(security["SUSPENDED"]) == 1) ? true : false;
this.latestQuote = null;
}
private void QuoteUpdate(string exchangeName, string dataSource, IQuote quote) {
string sSymbolName = quote.SymbolName;
int iIndex = source.IndexOf(sSymbolName);
_QuoteInfo cQuoteInfo = null;
double dPrice = quote.RealTick.Price;
if (iIndex == -1) {
string sSymbolId = quote.SymbolId;
if (sSymbolId.Length == 0) {
return;
} else {
cQuoteInfo = new _QuoteInfo(exchangeName, dataSource, sSymbolId, dPrice);
cQuoteInfo.SymbolName = quote.SymbolName;
source.Add(cQuoteInfo);
}
} else {
cQuoteInfo = source.GetItemAt(iIndex);
}
cQuoteInfo.SetPrice(dPrice);
cQuoteInfo.SetVolume(quote.RealTick.Volume);
cQuoteInfo.SetTime(quote.RealTick.Time.TimeOfDay);
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="exchangeName">交易所簡稱</param>
/// <param name="dataSource">報價元件名稱</param>
/// <param name="quote">報價資訊</param>
public QuoteEvent(string exchangeName, string dataSource, IQuote quote) {
__sExchangeName = exchangeName;
__sDataSource = dataSource;
__cQuote = quote;
}
public RfqUpdate(RfqState rfqState, IQuote quote, IExecutionReport executionReport)
{
RfqState = rfqState;
Quote = quote;
ExecutionReport = executionReport;
}
/* ----------------------------------------
* STATEMACHINE TRANSITION HANDLERS
*
* All internal logic should be handled here.
* For server calls, server callbacks (ie. responses, errors, etc)
* are only allowed to transition the state machine
* ---------------------------------------*/
private void OnEntryQuoted(IQuote quote)
{
_rfqUpdateSubject.OnNext(new RfqUpdate(RfqState.Quoted, quote, null));
}
public QuoteMessage(IQuote quote)
{
Price = quote.price;
SymbolName = quote.symbol.name;
timestamp = quote.timestamp;
}
public void AddQuote(IQuote inQuote)
{
//TODO: Add code to detect whether this quote already exists.
this.Quotes.Add(inQuote);
}
public IQuote GetLatestQuote()
{
if (latestQuote == null)
{
IDataAccess data = DataAccessFactory.GetDataAccess();
latestQuote = data.GetLatestQuoteFromSecurity(isin);
}
return latestQuote;
}