public void threadSafeFillLiveADMDataPage(OptionRealtimeMonitor optionRealtimeMonitor,
int row, int col, String displayValue,
bool updateColor, double value)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
int rowToUpdate = row;
if (gridLiveFCMData.Rows[rowToUpdate].Cells[col].Value == null
||
gridLiveFCMData.Rows[rowToUpdate].Cells[col].Value.ToString().CompareTo(displayValue) != 0
)
{
gridLiveFCMData.Rows[rowToUpdate].Cells[col].Value = displayValue;
if (updateColor)
{
gridLiveFCMData.Rows[rowToUpdate].Cells[col].Style.BackColor = CommonFormManipulation.plUpDownColor(value);
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public FileLoadList(OptionRealtimeMonitor optionRealtimeMonitor)
{
this.optionRealtimeMonitor = optionRealtimeMonitor;
InitializeComponent();
listViewFileList.SmallImageList = imageList1;
listViewFileList.View = View.SmallIcon;
}
internal void fillGridLiveADMData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
if (optionRealtimeMonitor.InvokeRequired)
{
ThreadSafeFillGridModelADMComparison d = new ThreadSafeFillGridModelADMComparison(threadsafefillGridLiveADMData);
optionRealtimeMonitor.Invoke(d, optionRealtimeMonitor);
}
else
{
threadsafefillGridLiveADMData(optionRealtimeMonitor);
}
}
public CMEMarginCall(List <OptionSpreadExpression> optionSpreadExpressionList,
OptionStrategy[] optionStrategies, Instrument[] instruments,
OptionRealtimeMonitor optionRealtimeMonitor,
LiveSpreadTotals portfolioSpreadTotals,
List <ADMPositionImportWeb> admPositionImportWeb, bool fileOnly)
{
this.optionSpreadExpressionList = optionSpreadExpressionList;
this.optionStrategies = optionStrategies;
this.instruments = instruments;
this.optionRealtimeMonitor = optionRealtimeMonitor;
this.portfolioSpreadTotals = portfolioSpreadTotals;
this.admPositionImportWeb = admPositionImportWeb;
this.fileOnly = fileOnly;
}
public void fillLiveADMDataPage(OptionRealtimeMonitor optionRealtimeMonitor,
int row, int col, String displayValue,
bool updateColor, double value)
{
try
{
if (optionRealtimeMonitor.InvokeRequired)
{
ThreadSafeFillLiveDataPageDelegate d = new ThreadSafeFillLiveDataPageDelegate(threadSafeFillLiveADMDataPage);
optionRealtimeMonitor.Invoke(d, optionRealtimeMonitor, row, col, displayValue, updateColor, value);
}
else
{
threadSafeFillLiveADMDataPage(optionRealtimeMonitor, row, col, displayValue, updateColor, value);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void sendUpdateToADMPositionsGrid(OptionRealtimeMonitor optionRealtimeMonitor) //*eQuoteType cqgQuoteType,*/ int spreadExpressionIdx /*int colIdx*/)
{
//CQGQuote quote = optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument.Quotes[cqgQuoteType];
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
List <ADMPositionImportWeb> admPositionImportWeb = optionSpreadManager.admPositionImportWeb;
//int optionSpreadCounter = 0;
//List<LiveADMStrategyInfo> liveADMStrategyInfoList = optionSpreadManager.liveADMStrategyInfoList;
for (int admWebPositionCounter = 0; admWebPositionCounter < admPositionImportWeb.Count; admWebPositionCounter++)
{
// int totalLegs = liveADMStrategyInfoList[optionSpreadCounter].admLegInfo.Count;
// //if (optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument != null)
// for (int legCounter = 0; legCounter < totalLegs; legCounter++)
// {
if (admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression != null)
{
CQGInstrument cqgInstrument = admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression.cqgInstrument;
if (cqgInstrument != null) // && CQG. cqgInstrument)
{
OptionSpreadExpression optionSpreadExpressionList =
admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression;
//checkUpdateStatus(admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// optionSpreadExpressionList, true);
optionSpreadManager.statusAndConnectedUpdates.checkUpdateStatus(gridLiveFCMData, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadExpressionList.instrument.eodAnalysisAtInstrument)
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.ask), false, optionSpreadExpressionList.ask);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.bid), false, optionSpreadExpressionList.bid);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.trade), false, optionSpreadExpressionList.trade);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.defaultPrice),
false, optionSpreadExpressionList.defaultPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.settlement),
false, optionSpreadExpressionList.settlement);
if (optionSpreadExpressionList.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.yesterdaySettlement),
false, optionSpreadExpressionList.yesterdaySettlement);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVol, 2).ToString(),
false, optionSpreadExpressionList.impliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadExpressionList.theoreticalOptionPrice),
false, optionSpreadExpressionList.theoreticalOptionPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVolFromSpan, 2).ToString(),
false, optionSpreadExpressionList.impliedVolFromSpan);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(optionSpreadExpressionList.settlementImpliedVol, 2).ToString(),
false, optionSpreadExpressionList.settlementImpliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.RFR,
optionSpreadExpressionList.riskFreeRate.ToString(),
false, optionSpreadExpressionList.riskFreeRate);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_TRANS,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders);
//fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
// true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.delta, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.delta);
// //int numberOfContracts = (int)optionStrategies[optionSpreadCounter].optionStrategyParameters[
// // (int)TBL_STRATEGY_STATE_FIELDS.currentPosition].stateValueParsed[legCounter];
// //fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].admLegInfo[legCounter].rowIndex,
// // (int)OPTION_LIVE_ADM_DATA_COLUMNS.SPREAD_QTY,
// // numberOfContracts.ToString(), true, numberOfContracts);
// }
}
}
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay);
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta);
// optionSpreadCounter++;
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
private OptionSpreadManager optionSpreadManager;// { get; set; }
//private StatusAndConnectedUpdates statusAndConnectedUpdates;// { get; set; }
internal void setupGridLiveADMData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
Type liveColTypes = typeof(OPTION_LIVE_ADM_DATA_COLUMNS);
Array liveColTypesArray = Enum.GetNames(liveColTypes);
gridLiveFCMData.ColumnCount = liveColTypesArray.Length;
gridLiveFCMData.EnableHeadersVisualStyles = false;
DataGridViewCellStyle colTotalPortStyle = gridLiveFCMData.ColumnHeadersDefaultCellStyle;
colTotalPortStyle.BackColor = Color.Black;
colTotalPortStyle.ForeColor = Color.White;
DataGridViewCellStyle rowTotalPortStyle = gridLiveFCMData.RowHeadersDefaultCellStyle;
rowTotalPortStyle.BackColor = Color.Black;
rowTotalPortStyle.ForeColor = Color.White;
gridLiveFCMData.Columns[0].Frozen = true;
StringBuilder sb = new StringBuilder();
for (int i = 0; i < gridLiveFCMData.ColumnCount; i++)
{
gridLiveFCMData.Columns[i].SortMode = DataGridViewColumnSortMode.NotSortable;
if (i != (int)OPTION_LIVE_ADM_DATA_COLUMNS.NET_EDITABLE)
{
gridLiveFCMData.Columns[i].ReadOnly = true;
}
sb.Clear();
sb.Append(liveColTypesArray.GetValue(i).ToString());
gridLiveFCMData
.Columns[i]
.HeaderCell.Value = sb.ToString().Replace('_', ' ');
gridLiveFCMData.Columns[i].Width = 50;
}
//for (int i = 0; i < liveColTypesArray.Length; i++)
//{
//}
//************
//gridLiveADMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.CONTRACT].Width = 115;
//gridLiveADMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.LEG].Width = 30;
//gridLiveADMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.LEG].DefaultCellStyle.Font = new Font("Tahoma", 7);
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].Width = 70;
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.EXPR].DefaultCellStyle.Font = new Font("Tahoma", 6);
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.EXPR].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
//************
//List<LiveADMStrategyInfo> liveADMStrategyInfoList = optionSpreadManager.liveADMStrategyInfoList;
fillGridLiveADMData(optionRealtimeMonitor);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
internal void threadsafefillGridLiveADMData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
List <ADMPositionImportWeb> admPositionImportWeb = optionSpreadManager.admPositionImportWeb;
gridLiveFCMData.RowCount = admPositionImportWeb.Count;
int rowIdx = 0;
//Color rowColor1 = Color.DarkGray;
//Color rowColor2 = Color.Black;
Color rowColor1 = Color.DarkGray;
Color rowColor2 = Color.DarkBlue;
Color currentRowColor = rowColor1;
for (int instrumentCnt = 0; instrumentCnt <= optionSpreadManager.instruments.Length; instrumentCnt++)
{
for (int admWebPositionCounter = 0; admWebPositionCounter < admPositionImportWeb.Count; admWebPositionCounter++)
{
if (admPositionImportWeb[admWebPositionCounter].instrument.idxOfInstrumentInList == instrumentCnt)
{
admPositionImportWeb[admWebPositionCounter].liveADMRowIdx = rowIdx;
switch (rowIdx % 2)
{
case 0:
currentRowColor = rowColor1;
break;
case 1:
currentRowColor = rowColor2;
break;
}
gridLiveFCMData
.Rows[rowIdx]
.HeaderCell.Style.BackColor = currentRowColor;
gridLiveFCMData
.Rows[rowIdx]
.HeaderCell.Value =
admPositionImportWeb[admWebPositionCounter].cqgSymbol;
//admPositionsCheckAndFillGrid(admPositionImportWeb[stratCounter],
// rowIdx, true);
DateTime currentDate = DateTime.Now;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.POFFIC].Value =
admPositionImportWeb[admWebPositionCounter].POFFIC;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.PACCT].Value =
admPositionImportWeb[admWebPositionCounter].PACCT;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.NET_EDITABLE].Value =
admPositionImportWeb[admWebPositionCounter].netContractsEditable;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.NET_AT_ADM].Value =
admPositionImportWeb[admWebPositionCounter].Net;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.LONG_TRANS].Value =
admPositionImportWeb[admWebPositionCounter].transNetLong;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.SHORT_TRANS].Value =
admPositionImportWeb[admWebPositionCounter].transNetShort;
//gridLiveADMData.Rows[rowCounter].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.MODEL].Value =
// liveADMStrategyInfo.admLegInfo[legCounter].numberOfModelContracts;
TimeSpan span = admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Date - currentDate.Date;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.CNTDN].Value =
span.Days;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.EXPR].Value =
new DateTime(
admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Year,
admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Month,
admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Day,
admPositionImportWeb[admWebPositionCounter].contractInfo.optionExpirationTime.Hour,
admPositionImportWeb[admWebPositionCounter].contractInfo.optionExpirationTime.Minute,
0
)
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo);
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.AVG_LONG_TRANS_PRC].Value =
admPositionImportWeb[admWebPositionCounter].transAvgLongPrice;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.AVG_SHORT_TRANS_PRC].Value =
admPositionImportWeb[admWebPositionCounter].transAvgShortPrice;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.STRIKE].Value =
admPositionImportWeb[admWebPositionCounter].strike;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.DESCRIP].Value =
admPositionImportWeb[admWebPositionCounter].Description;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.CUSIP].Value =
admPositionImportWeb[admWebPositionCounter].PCUSIP;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.ADMPOSWEB_IDX].Value =
admWebPositionCounter;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.INSTRUMENT_ID].Value = instrumentCnt;
//*********************************
gridLiveFCMData
.Rows[rowIdx]
.HeaderCell.Style.BackColor = currentRowColor;
rowIdx++;
//rowIdx += liveADMStrategyInfoList[stratCounter].admLegInfo.Count + 1;
}
}
}
//updateColorOfADMStrategyGrid();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
//return liveLegRowIdexes;
}
private StatusAndConnectedUpdates statusAndConnectedUpdates; // { get; set; }
public void setupContractSummaryLiveData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridViewContractSummary = optionRealtimeMonitor.getGridViewContractSummary;
try
{
Type contractSummaryColTypes = typeof(CONTRACTSUMMARY_DATA_COLUMNS);
Array contractSummaryColTypesArray = Enum.GetNames(contractSummaryColTypes);
gridViewContractSummary.ColumnCount = contractSummaryColTypesArray.Length;
gridViewContractSummary.EnableHeadersVisualStyles = false;
DataGridViewCellStyle colTotalPortStyle = gridViewContractSummary.ColumnHeadersDefaultCellStyle;
colTotalPortStyle.BackColor = Color.Black;
colTotalPortStyle.ForeColor = Color.White;
DataGridViewCellStyle rowTotalPortStyle = gridViewContractSummary.RowHeadersDefaultCellStyle;
rowTotalPortStyle.BackColor = Color.Black;
rowTotalPortStyle.ForeColor = Color.White;
gridViewContractSummary.Columns[0].Frozen = true;
for (int i = 0; i < gridViewContractSummary.ColumnCount; i++)
{
gridViewContractSummary.Columns[i].SortMode = DataGridViewColumnSortMode.NotSortable;
}
StringBuilder sb = new StringBuilder();
for (int i = 0; i < contractSummaryColTypesArray.Length; i++)
{
sb.Clear();
sb.Append(contractSummaryColTypesArray.GetValue(i).ToString());
gridViewContractSummary
.Columns[i]
.HeaderCell.Value = sb.ToString().Replace('_', ' ');
gridViewContractSummary.Columns[i].Width = 50;
}
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.CONTRACT].Width = 115;
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.LEG].Width = 30;
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.LEG].DefaultCellStyle.Font = new Font("Tahoma", 7);
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].Width = 70;
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.EXPR].DefaultCellStyle.Font = new Font("Tahoma", 6);
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.EXPR].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
int rowCount = 0;
for (int i = 0; i < optionSpreadManager.optionSpreadExpressionList.Count; i++)
{
if (optionSpreadManager.optionSpreadExpressionList[i].optionExpressionType
!= OPTION_EXPRESSION_TYPES.OPTION_EXPRESSION_RISK_FREE_RATE &&
optionSpreadManager.optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary != 0)
{
rowCount++;
}
}
gridViewContractSummary.RowCount = rowCount;
Color rowColor1 = Color.DarkGray;
Color rowColor2 = Color.Black;
Color currentRowColor = rowColor1;
int heldLotsExpressionCnt = 0;
for (int instrumentCnt = 0; instrumentCnt <= optionSpreadManager.instruments.Length; instrumentCnt++)
{
for (int i = 0; i < optionSpreadManager.optionSpreadExpressionList.Count; i++)
{
if (optionSpreadManager.optionSpreadExpressionList[i].optionExpressionType
!= OPTION_EXPRESSION_TYPES.OPTION_EXPRESSION_RISK_FREE_RATE
&&
optionSpreadManager.optionSpreadExpressionList[i].instrument.idxOfInstrumentInList == instrumentCnt)
{
if (optionSpreadManager.optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary != 0)
{
switch (heldLotsExpressionCnt % 2)
{
case 0:
currentRowColor = rowColor1;
break;
case 1:
currentRowColor = rowColor2;
break;
}
optionSpreadManager.contractSummaryExpressionListIdx.Add(i);
//TSErrorCatch.debugWriteOut(optionSpreadManager.optionSpreadExpressionList[i].cqgSymbol + " " + i);
gridViewContractSummary
.Rows[heldLotsExpressionCnt]
.HeaderCell.Style.BackColor = currentRowColor;
gridViewContractSummary
.Rows[heldLotsExpressionCnt]
.HeaderCell.Value =
optionSpreadManager.optionSpreadExpressionList[i].cqgSymbol;
for (int j = 0; j < gridViewContractSummary.ColumnCount; j++)
{
gridViewContractSummary.Rows[heldLotsExpressionCnt].Cells[j] = new CustomDataGridViewCell(true);
}
//gridViewContractSummary
// .Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY].Value =
// optionSpreadManager.optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary;
gridViewContractSummary
.Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME].Value =
optionSpreadManager.optionSpreadExpressionList[i].settlementDateTime;
gridViewContractSummary
.Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.STRIKE_PRICE].Value =
optionSpreadManager.optionSpreadExpressionList[i].strikePrice;
gridViewContractSummary
.Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.INSTRUMENT_ID].Value =
optionSpreadManager.optionSpreadExpressionList[i].instrument.idxOfInstrumentInList;
heldLotsExpressionCnt++;
}
}
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void sendUpdateToContractSummaryLiveData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridViewContractSummary = optionRealtimeMonitor.getGridViewContractSummary;
try
{
for (int contractSummaryExpressionCnt = 0;
contractSummaryExpressionCnt < optionSpreadManager.contractSummaryExpressionListIdx.Count(); contractSummaryExpressionCnt++)
{
CQGInstrument cqgInstrument =
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.cqgInstrument;
if (cqgInstrument != null)
{
statusAndConnectedUpdates.checkUpdateStatus(gridViewContractSummary, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadManager
.optionSpreadExpressionList
[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.instrument.eodAnalysisAtInstrument)
{
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillContractSummaryLiveData(optionRealtimeMonitor,
contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
// gridViewContractSummary
// .Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY].Value =
// optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary
// * optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].ask),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].ask);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].bid),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].bid);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].trade),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].trade);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].defaultPrice),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].defaultPrice);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlement),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlement);
if (optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementDateTime
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementDateTime
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].yesterdaySettlement),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].yesterdaySettlement);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.IMPL_VOL,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVol),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVol);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].theoreticalOptionPrice),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].theoreticalOptionPrice);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVolFromSpan,
2).ToString(),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVolFromSpan);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementImpliedVol,
2).ToString(),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementImpliedVol);
int lots = optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.numberOfLotsHeldForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY,
lots.ToString(),
false,
lots);
double delta = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].deltaChgForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.DELTA,
delta.ToString(),
true,
delta);
double plChg = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].plChgForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.PL_DAY_CHG,
plChg.ToString(),
true,
plChg);
int numberOfOrderContracts =
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].numberOfOrderContracts
* optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ORDER_QTY,
numberOfOrderContracts.ToString(),
false,
numberOfOrderContracts);
double plChgOrders = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].plChgOrders
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ORDER_PL_CHG,
plChgOrders.ToString(),
true,
plChgOrders);
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
internal StatusAndConnectedUpdates(OptionRealtimeMonitor form,
OptionSpreadManager optionSpreadManager)
{
this.form = form;
this.optionSpreadManager = optionSpreadManager;
}
