void SubscriptionListener.onItemUpdate(ItemUpdate itemUpdate)
{
try
{
lock (chartForm.quotessource)
{
CultureInfo culture = new CultureInfo("en-US");
double tmp = Double.Parse(itemUpdate.getValue("last_price"), culture);
if (chartForm.quotessource.Count > 5000)
{
chartForm.quotessource.RemoveAt(0);
}
chartForm.quotessource.Add(new Record(5, itemUpdate.getValue("time"), tmp));
if (tmp < chartForm.minvisual)
{
chartForm.minvisual = tmp;
}
}
chartForm.Invoke(delegateChart, new Object[] { itemUpdate.ItemPos, itemUpdate });
}
catch (Exception e)
{
Console.WriteLine("Message: " + e.Message);
Console.WriteLine(e.StackTrace);
}
}
void SubscriptionListener.onItemUpdate(ItemUpdate update)
{
Debug.WriteLine("Details received.");
Debug.WriteLine(NotifyUpdate(update) +
" for " + update.ItemName + ":" + update.getValue(1) + " - " + update.getValue(3)
);
if (update.isValueChanged(1))
{
rTfeed.DetailsName = update.getValue(1);
}
if (update.isValueChanged(2))
{
rTfeed.DetailsLast = update.getValue(2);
}
if (update.isValueChanged(3))
{
rTfeed.DetailsTime = update.getValue(3);
}
if (update.isValueChanged(4))
{
rTfeed.DetailsMin = update.getValue(4);
}
if (update.isValueChanged(5))
{
rTfeed.DetailsMax = update.getValue(5);
}
if (update.isValueChanged(6))
{
rTfeed.DetailsChg = update.getValue(6);
if (float.Parse(update.getValue(6)) > 0)
{
rTfeed.DetailsChgDiff = Color.Green;
}
else
{
rTfeed.DetailsChgDiff = Color.Red;
}
}
if (update.isValueChanged(7))
{
rTfeed.DetailsBid = update.getValue(7);
}
if (update.isValueChanged(8))
{
rTfeed.DetailsAsk = update.getValue(8);
}
}
public void onItemUpdate(ItemUpdate update)
{
string command = update.getValue("command");
if (command.Equals("ADD"))
{
Console.WriteLine("first update for this key (" + update.getValue("key") + "), the library is now automatically subscribing the second level item for it");
}
else if (command.Equals("UPDATE"))
{
StringBuilder updateString = new StringBuilder("Update for ");
updateString.Append(update.getValue("stock_name")); //2nd level field
updateString.Append(", last price is ");
updateString.Append(update.getValue("last_price")); //2nd level field
updateString.Append(" (");
updateString.Append(update.getValue("time")); // 2nd level field
updateString.Append("), we own ");
updateString.Append(update.getValue("qty")); //1st level field
updateString.Append(" --> ");
updateString.Append(getCtv(update));
Console.WriteLine(updateString);
//there is the possibility that a second update for the first level is received before the first update for the second level
//thus we might print a message that contains a few NULLs
}
else if (command.Equals("DELETE"))
{
Console.WriteLine("key (" + update.getValue("key") + "), was removed, the library is now automatically unsubscribing the second level item for it");
}
}
protected override StreamingAccountData LoadUpdate(ItemUpdate update)
{
try
{
var streamingAccountData = new StreamingAccountData
{
ProfitAndLoss = StringToNullableDecimal(update.getValue("PNL")),
Deposit = StringToNullableDecimal(update.getValue("DEPOSIT")),
UsedMargin = StringToNullableDecimal(update.getValue("USED_MARGIN")),
AmountDue = StringToNullableDecimal(update.getValue("AMOUNT_DUE")),
AvailableCash = StringToNullableDecimal(update.getValue("AVAILABLE_CASH"))
};
return(streamingAccountData);
}
catch (Exception)
{
return(null);
}
}
private string getCtv(ItemUpdate update)
{
long newqty;
double newprice;
if (Int64.TryParse(update.getValue("qty"), out newqty))
{
if (Double.TryParse(update.getValue("last_price"), out newprice))
{
return("" + (newqty * newprice));
}
else
{
return("###");
}
}
else
{
return("###");
}
}
public StreamingAccountData StreamingAccountDataUpdates(ItemUpdate update)
{
var streamingAccountData = new StreamingAccountData();
try
{
var pnl = update.getValue("PNL");
var deposit = update.getValue("DEPOSIT");
var usedMargin = update.getValue("USED_MARGIN");
var amountDue = update.getValue("AMOUNT_DUE");
var availableCash = update.getValue("AVAILABLE_CASH");
if (!string.IsNullOrEmpty(pnl))
{
streamingAccountData.ProfitAndLoss = Convert.ToDecimal(pnl, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(deposit))
{
streamingAccountData.Deposit = Convert.ToDecimal(deposit, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(usedMargin))
{
streamingAccountData.UsedMargin = Convert.ToDecimal(usedMargin, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(amountDue))
{
streamingAccountData.AmountDue = Convert.ToDecimal(amountDue, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(availableCash))
{
streamingAccountData.AmountDue = Convert.ToDecimal(availableCash, CultureInfo.InvariantCulture);
}
}
catch (Exception)
{
}
return(streamingAccountData);
}
protected override L1LsPriceData LoadUpdate(ItemUpdate update)
{
try
{
var lsL1PriceData = new L1LsPriceData
{
MidOpen = StringToNullableDecimal(update.getValue("MID_OPEN")),
High = StringToNullableDecimal(update.getValue("HIGH")),
Low = StringToNullableDecimal(update.getValue("LOW")),
Change = StringToNullableDecimal(update.getValue("CHANGE")),
ChangePct = StringToNullableDecimal(update.getValue("CHANGE_PCT")),
UpdateTime = update.getValue("UPDATE_TIME"),
MarketDelay = StringToNullableInt(update.getValue("MARKET_DELAY")),
MarketState = update.getValue("MARKET_STATE"),
Bid = StringToNullableDecimal(update.getValue("BID")),
Offer = StringToNullableDecimal(update.getValue("OFFER"))
};
return(lsL1PriceData);
}
catch (Exception)
{
return(null);
}
}
void SubscriptionListener.onItemUpdate(ItemUpdate update)
{
int itemPos = update.ItemPos;
Debug.WriteLine("Update received.");
Debug.WriteLine(NotifyUpdate(update) +
" for " + itemPos + ":" + update.getValue(1) + " - " + update.getValue(2)
);
if (itemPos == 1)
{
if (update.isValueChanged(2))
{
rTfeed.LabelText0 = update.getValue(2);
}
if (update.isValueChanged(1))
{
rTfeed.DescText0 = update.getValue(1);
}
}
if (itemPos == 2)
{
if (update.isValueChanged(2))
{
rTfeed.LabelText1 = update.getValue(2);
}
if (update.isValueChanged(1))
{
rTfeed.DescText1 = update.getValue(1);
}
}
if (itemPos == 3)
{
if (update.isValueChanged(2))
{
rTfeed.LabelText2 = update.getValue(2);
}
if (update.isValueChanged(1))
{
rTfeed.DescText2 = update.getValue(1);
}
}
if (itemPos == 4)
{
if (update.isValueChanged(2))
{
rTfeed.LabelText3 = update.getValue(2);
}
if (update.isValueChanged(1))
{
rTfeed.DescText3 = update.getValue(1);
}
}
if (itemPos == 5)
{
if (update.isValueChanged(2))
{
rTfeed.LabelText4 = update.getValue(2);
}
if (update.isValueChanged(1))
{
rTfeed.DescText4 = update.getValue(1);
}
}
if (itemPos == 6)
{
if (update.isValueChanged(2))
{
rTfeed.LabelText5 = update.getValue(2);
}
if (update.isValueChanged(1))
{
rTfeed.DescText5 = update.getValue(1);
}
}
}
protected override ChartCandelData LoadUpdate(ItemUpdate update)
{
try
{
var updateData = new ChartCandelData
{
Bid = new HlocData {
High = StringToNullableDecimal(update.getValue("BID_HIGH")), Low = StringToNullableDecimal(update.getValue("BID_LOW")), Open = StringToNullableDecimal(update.getValue("BID_OPEN")), Close = StringToNullableDecimal(update.getValue("BID_CLOSE"))
},
Offer = new HlocData {
High = StringToNullableDecimal(update.getValue("OFR_HIGH")), Low = StringToNullableDecimal(update.getValue("OFR_LOW")), Open = StringToNullableDecimal(update.getValue("OFR_OPEN")), Close = StringToNullableDecimal(update.getValue("OFR_CLOSE"))
},
LastTradedPrice = new HlocData {
High = StringToNullableDecimal(update.getValue("LTP_HIGH")), Low = StringToNullableDecimal(update.getValue("LTP_LOW")), Open = StringToNullableDecimal(update.getValue("LTP_OPEN")), Close = StringToNullableDecimal(update.getValue("LTP_CLOSE"))
},
LastTradedVolume = StringToNullableDecimal(update.getValue("LTV")),
IncrimetalTradingVolume = StringToNullableDecimal(update.getValue("TTV")),
UpdateTime = EpocStringToNullableDateTime(update.getValue("UTM")),
DayMidOpenPrice = StringToNullableDecimal(update.getValue("DAY_OPEN_MID")),
DayChange = StringToNullableDecimal(update.getValue("DAY_NET_CHG_MID")),
DayChangePct = StringToNullableDecimal(update.getValue("DAY_PERC_CHG_MID")),
DayHigh = StringToNullableDecimal(update.getValue("DAY_HIGH")),
DayLow = StringToNullableDecimal(update.getValue("DAY_LOW")),
TickCount = StringToNullableInt(update.getValue("CONS_TICK_COUNT"))
};
var conEnd = StringToNullableInt(update.getValue("CONS_END"));
updateData.EndOfConsolidation = conEnd.HasValue ? conEnd > 0 : (bool?)null;
return(updateData);
}
catch (Exception)
{
return(null);
}
}
protected override ChartTickData LoadUpdate(ItemUpdate update)
{
try
{
var updateData = new ChartTickData
{
Bid = StringToNullableDecimal(update.getValue("BID")),
Offer = StringToNullableDecimal(update.getValue("OFR")),
LastTradedPrice = StringToNullableDecimal(update.getValue("LTP")),
LastTradedVolume = StringToNullableDecimal(update.getValue("LTV")),
IncrimetalTradingVolume = StringToNullableDecimal(update.getValue("TTV")),
UpdateTime = EpocStringToNullableDateTime(update.getValue("UTM")),
DayMidOpenPrice = StringToNullableDecimal(update.getValue("DAY_OPEN_MID")),
DayChange = StringToNullableDecimal(update.getValue("DAY_NET_CHG_MID")),
DayChangePct = StringToNullableDecimal(update.getValue("DAY_PERC_CHG_MID")),
DayHigh = StringToNullableDecimal(update.getValue("DAY_HIGH")),
DayLow = StringToNullableDecimal(update.getValue("DAY_LOW"))
};
return(updateData);
}
catch (Exception)
{
return(null);
}
}
public string L1PriceUpdates(ItemUpdate update)
{
var sb = new StringBuilder();
sb.AppendLine("Item Position: " + update.ItemPos);
sb.AppendLine("Item Name: " + update.ItemName);
try
{
var midOpen = update.getValue("MID_OPEN");
var high = update.getValue("HIGH");
var low = update.getValue("LOW");
var change = update.getValue("CHANGE");
var changePct = update.getValue("CHANGE_PCT");
var updateTime = update.getValue("UPDATE_TIME");
var marketDelay = update.getValue("MARKET_DELAY");
var marketState = update.getValue("MARKET_STATE");
var bid = update.getValue("BID");
var offer = update.getValue("OFFER");
if (!string.IsNullOrEmpty(midOpen))
{
sb.AppendLine("mid open: " + midOpen);
}
if (!string.IsNullOrEmpty(high))
{
sb.AppendLine("high: " + high);
}
if (!string.IsNullOrEmpty(low))
{
sb.AppendLine("low: " + low);
}
if (!string.IsNullOrEmpty(change))
{
sb.AppendLine("change: " + change);
}
if (!string.IsNullOrEmpty(changePct))
{
sb.AppendLine("change percent: " + changePct);
}
if (!string.IsNullOrEmpty(updateTime))
{
sb.AppendLine("update time: " + updateTime);
}
if (!string.IsNullOrEmpty(marketDelay))
{
sb.AppendLine("market delay: " + marketDelay);
}
if (!string.IsNullOrEmpty(marketState))
{
sb.AppendLine("market state: " + marketState);
}
if (!string.IsNullOrEmpty(bid))
{
sb.AppendLine("bid: " + bid);
}
if (!string.IsNullOrEmpty(offer))
{
sb.AppendLine("offer: " + offer);
}
}
catch (Exception ex)
{
sb.AppendLine("Exception in L1 Prices");
sb.AppendLine(ex.Message);
}
return(sb.ToString());
}
public L1LsPriceData L1LsPriceUpdateData(ItemUpdate update)
{
var lsL1PriceData = new L1LsPriceData();
try
{
var midOpen = update.getValue("MID_OPEN");
var high = update.getValue("HIGH");
var low = update.getValue("LOW");
var change = update.getValue("CHANGE");
var changePct = update.getValue("CHANGE_PCT");
var updateTime = update.getValue("UPDATE_TIME");
var marketDelay = update.getValue("MARKET_DELAY");
var marketState = update.getValue("MARKET_STATE");
var bid = update.getValue("BID");
var offer = update.getValue("OFFER");
if (!string.IsNullOrEmpty(midOpen))
{
lsL1PriceData.MidOpen = Convert.ToDecimal(midOpen, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(high))
{
lsL1PriceData.High = Convert.ToDecimal(high, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(low))
{
lsL1PriceData.Low = Convert.ToDecimal(low, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(change))
{
lsL1PriceData.Change = Convert.ToDecimal(change, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(changePct))
{
lsL1PriceData.ChangePct = Convert.ToDecimal(changePct, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(updateTime))
{
lsL1PriceData.UpdateTime = updateTime;
}
if (!string.IsNullOrEmpty(marketDelay))
{
lsL1PriceData.MarketDelay = Convert.ToInt32(marketDelay, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(marketState))
{
lsL1PriceData.MarketState = marketState;
}
if (!string.IsNullOrEmpty(bid))
{
lsL1PriceData.Bid = Convert.ToDecimal(bid, CultureInfo.InvariantCulture);
}
if (!string.IsNullOrEmpty(offer))
{
lsL1PriceData.Offer = Convert.ToDecimal(offer, CultureInfo.InvariantCulture);
}
}
catch (Exception)
{
}
return(lsL1PriceData);
}