void Instance_OndatastopChange(object sender, ReadOnlyEventArgs <string> e)
{
try
{
switch (e.Parameter)
{
case "STOP":
if (this.InvokeRequired)
{
this.Invoke(new OndatastopDelegate(Instance_OndatastopChange), sender, new ReadOnlyEventArgs <string>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Red;
break;
case "START":
if (this.InvokeRequired)
{
this.Invoke(new OndatastopDelegate(Instance_OndatastopChange), sender, new ReadOnlyEventArgs <string>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Green;
break;
}
}
catch (Exception ex)
{
MessageBox.Show(ex.StackTrace.ToString());
}
}
void UpdateLabel(ReadOnlyEventArgs <HeartBeatInfo> e)
{
// this.lblClientQuee.Text =this.lblClientQuee.Name.ToString()+"=:"+ e.Parameter.ClientQueue.ToString();
this.lblClientQueueCount.Text = e.Parameter.ClientQueue.ToString();
this.lblServerqueueCount.Text = e.Parameter.tapQueue.ToString();
// this.lblTapStatus.Text = e.Parameter.tapStatus.ToString();
if (e.Parameter.dataStatus == true)
{
this.lblDatastatus.BackColor = Color.Green;
}
else
{
this.lblDatastatus.BackColor = Color.Red;
lblLastrecoverytimeonserver.Text = DateTime.Now.ToString();
// lblLastrecoverytimeonserver.Text
}
if (e.Parameter.tapStatus == true)
{
this.lblTapStatus.BackColor = Color.Green;
}
else
{
this.lblTapStatus.BackColor = Color.Red;
}
}
public void Test(Object o, ReadOnlyEventArgs <LTPTONETBOOK> obj)
{
var rows = Global.Instance.NetBookTable.AsEnumerable().ToList();
var fg = (rows.FindIndex(a => Convert.ToString(a.Field <string>("Symbol")) == "Total"));
if (fg >= 0)
{
Global.Instance.NetBookTable.Rows[fg].Delete();
}
var rowlist = Global.Instance.NetBookTable.AsEnumerable().Where(p => p.Field <int>("Token") == (IPAddress.HostToNetworkOrder(obj.Parameter.TOKEN))).ToList();
foreach (var i in rowlist)
{
i["LTP"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(obj.Parameter.LTP)) / 100, 4);
i["Delta"] = obj.Parameter.DELTA;
i["NetQtyDelta"] = Math.Round(Convert.ToDouble(Convert.ToDouble(i["NetQty"].ToString()) * (obj.Parameter.DELTA)), 3);
i["MTM"] = Math.Round(Convert.ToDouble(Convert.ToDouble(i["NetValue"].ToString()) - (Convert.ToDouble(i["LTP"].ToString()) * (-Convert.ToDouble(i["NetQty"].ToString())))), 3);
// lvlMtm.Text = Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field<double>("MTM")).ToString();
}
Global.Instance.NetBookTable.Rows.Add("Total", "-", 0, "-", "-", Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <int>("BuyQty")),
Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("BuyAvg")), Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("BUYVALUE")), Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <int>("SellQty")),
Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("SellAvg")), Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("SELLVALUE")),
0, 0,
Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("MTM")),
0, Math.Round(Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("Delta")), 4), Math.Round(Global.Instance.NetBookTable.AsEnumerable().Sum(x => x.Field <double>("NetQtyDelta")), 4), 0, 0);
}
void Instance_OnDataArrived(object sender, ReadOnlyEventArgs<FinalPrice> Stat)
{
try
{
_concurrentDataDictionary.AddOrUpdate(Stat.Parameter.Token, _TempFP, (k, v) => _TempFP);
// _concurrentDataDictionary.GetOrAdd(Stat.Parameter.Token, _TempFP);
// _TempFP = Stat.Parameter;
var _valldata = _concortdict[Stat.Parameter.Token][1];
foreach (var item in _valldata)
{
if (item.Value.Price >= Stat.Parameter.MINASK)
{
tradeconferm_manual(item.Value);
Console.WriteLine("Traded");
}
}
}
catch (Exception Ex)
{
Console.WriteLine(" Exception " + Ex.StackTrace.ToString());
}
}
protected override void masterIntensityChanged(object sender, ReadOnlyEventArgs <ushort> e)
{
if (!this.EffectiveMute)
{
setTransportValue(DMXChannel.Intensity, EffectiveIntensity);
}
base.masterIntensityChanged(sender, e);
}
protected virtual void OnTiltChanged(ReadOnlyEventArgs <ushort> e)
{
EventHandler <ReadOnlyEventArgs <ushort> > handler = TiltChanged;
if (handler != null)
{
handler(this, e);
}
}
protected virtual void OnMuteChanged(ReadOnlyEventArgs <bool> e)
{
EventHandler <ReadOnlyEventArgs <bool> > handler = MuteChanged;
if (handler != null)
{
handler(this, e);
}
}
protected virtual void OnEffectiveIntensityChanged(ReadOnlyEventArgs <ushort> e)
{
EventHandler <ReadOnlyEventArgs <ushort> > handler = EffectiveIntensityChanged;
if (handler != null)
{
handler(this, e);
}
}
protected override void masterMuteChanged(object sender, ReadOnlyEventArgs <bool> e)
{
if (this.EffectiveMute)
{
setTransportValue(DMXChannel.Intensity, 0);
}
else
{
setTransportValue(DMXChannel.Intensity, EffectiveIntensity);
}
base.masterMuteChanged(sender, e);
}
void ChangeHeartBeatInfo(object sender, ReadOnlyEventArgs <HeartBeatInfo> e)
{
if (this.InvokeRequired)
{
this.BeginInvoke((ThreadStart) delegate() { UpdateLabel(e); });
return;
}
else
{
UpdateLabel(e);
}
}
public static void UpdateRecord(object sender, ReadOnlyEventArgs<MS_INDICES_7207> Stat)
{
try
{
if (AppGlobal.frmSpotIndex != null && AppGlobal.frmSpotIndex.InvokeRequired)
{
AppGlobal.frmSpotIndex.BeginInvoke(new OnLZOArrivedDelegate(UpdateRecord), sender, new ReadOnlyEventArgs<MS_INDICES_7207>(Stat.Parameter));
}
else
{
if (CommonData.dtSpotWatch == null)
return;
lock (LockTableOperation)
{
DataRow[] dr = CommonData.dtSpotWatch.Select("Symbol='" + Stat.Parameter.IndexName.Trim() +"'");
if (dr.Length > 0)
{
dr[0][SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
dr[0][SpreadContract.ChangeIndicator] = Convert.ToChar(Stat.Parameter.NetChangeIndicator);
dr[0][SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange)/100;
dr[0][SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
}
else
{
DataRow drRec = CommonData.dtSpotWatch.NewRow();
drRec[SpreadContract.Symbol] = Stat.Parameter.IndexName.Trim();
drRec[SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
drRec[SpreadContract.ChangeIndicator] = Convert.ToChar(Stat.Parameter.NetChangeIndicator);
drRec[SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange)/100;
drRec[SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
//===============
if (drRec[SpreadContract.Symbol].ToString() == "CNX Nifty" || drRec[SpreadContract.Symbol].ToString() == "BANK Nifty" || drRec[SpreadContract.Symbol].ToString() == "India VIX")
{
// var filtered = CommonData.AsEnumerable().Where(r => r.Field<String>(SpreadContract.Symbol).Contains("NV20"));
//=============================
CommonData.dtSpotWatch.Rows.Add(drRec);
}
}
}
}
}
catch (Exception e)
{
// AppGlobal.Logger.WriteinFileWindowAndBox(e, LogEnums.WriteOption.LogWindow_ErrorLogFile, color: AppLog.RedColor);
}
}
public static void UpdateRecord(object sender, ReadOnlyEventArgs <MS_INDICES_7207> Stat)
{
try
{
if (AppGlobal.frmSpotIndex != null && AppGlobal.frmSpotIndex.InvokeRequired)
{
AppGlobal.frmSpotIndex.BeginInvoke(new OnLZOArrivedDelegate(UpdateRecord), sender, new ReadOnlyEventArgs <MS_INDICES_7207>(Stat.Parameter));
}
else
{
if (CommonData.dtSpotWatch == null)
{
return;
}
lock (LockTableOperation)
{
DataRow[] dr = CommonData.dtSpotWatch.Select("Symbol='" + Stat.Parameter.IndexName.Trim() + "'");
if (dr.Length > 0)
{
dr[0][SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
dr[0][SpreadContract.ChangeIndicator] = Convert.ToChar(Stat.Parameter.NetChangeIndicator);
dr[0][SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange) / 100;
dr[0][SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
}
else
{
DataRow drRec = CommonData.dtSpotWatch.NewRow();
drRec[SpreadContract.Symbol] = Stat.Parameter.IndexName.Trim();
drRec[SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
drRec[SpreadContract.ChangeIndicator] = Convert.ToChar(Stat.Parameter.NetChangeIndicator);
drRec[SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange) / 100;
drRec[SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
//===============
if (drRec[SpreadContract.Symbol].ToString() == "CNX Nifty" || drRec[SpreadContract.Symbol].ToString() == "BANK Nifty" || drRec[SpreadContract.Symbol].ToString() == "India VIX")
{
// var filtered = CommonData.AsEnumerable().Where(r => r.Field<String>(SpreadContract.Symbol).Contains("NV20"));
//=============================
CommonData.dtSpotWatch.Rows.Add(drRec);
}
}
}
}
}
catch (Exception e)
{
// AppGlobal.Logger.WriteinFileWindowAndBox(e, LogEnums.WriteOption.LogWindow_ErrorLogFile, color: AppLog.RedColor);
}
}
public void UpdateRecord_child_Index( ReadOnlyEventArgs<MS_INDICES_7207> Stat)
{
try
{
if (AppGlobal.frmSpotIndex != null && AppGlobal.frmSpotIndex.InvokeRequired)
{
AppGlobal.frmSpotIndex.BeginInvoke(new OnLZOArrivedDelegate(UpdateRecord_child_Index), new ReadOnlyEventArgs<MS_INDICES_7207>(Stat.Parameter));
}
else
{
if (Global.Instance.Child_Index == null)
return;
DataRow[] dr = Global.Instance.Child_Index.Select("Symbol='" + Stat.Parameter.IndexName.Trim() + "'");
if (dr.Length > 0)
{
if (Global.Instance._IndexwatchDict.ContainsKey(Stat.Parameter.IndexName.Trim()))
SetData(Global.Instance._IndexwatchDict[Stat.Parameter.IndexName.Trim()].Cells[SpreadContract.ChangeIndicator], (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100 - (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100);
SetData(Global.Instance._IndexwatchDict[Stat.Parameter.IndexName.Trim()].Cells[SpreadContract.Price], (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100 );
dr[0][SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
dr[0][SpreadContract.ChangeIndicator] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100 - (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100; //Convert.ToChar(Stat.Parameter.NetChangeIndicator);
dr[0][SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange) / 100;
dr[0][SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
// Global.Instance._IndexwatchDict
// DataGridViewRow v = Global.Instance._IndexwatchDict[Stat.Parameter.IndexName.Trim()];
}
/* else
{
DataRow drRec =Global.Instance.Child_Index.NewRow();
drRec[SpreadContract.Symbol] = Stat.Parameter.IndexName.Trim();
drRec[SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
drRec[SpreadContract.ChangeIndicator] = Convert.ToChar(Stat.Parameter.NetChangeIndicator);
drRec[SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange) / 100;
drRec[SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
Global.Instance.Child_Index.Rows.Add(drRec);
}
*/
}
}
catch (Exception e)
{
//AppGlobal.Logger.WriteinFileWindowAndBox(e, LogEnums.WriteOption.LogWindow_ErrorLogFile, color: AppLog.RedColor);
string destPath = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "UpdateRecord_child_Index.txt");
File.WriteAllText(destPath,e.StackTrace.ToString());
}
}
void OnDataAPPTYPE(Object o, ReadOnlyEventArgs <string> str)
{
this.Text = str.Parameter;
if (this.Text == "FOFO")
{
toolsMenu.DropDownItems[3].Visible = false;
}
else if (this.Text == "TWOLEGOPT")
{
toolsMenu.DropDownItems[2].Visible = false;
}
this.Text += " : " + Global.Instance.ClientId;
}
public static void UpdateRecord(object sender, ReadOnlyEventArgs<MS_INDICES_7207> Stat)
{
try
{
if (AppGlobal.frmSpotIndex != null && AppGlobal.frmSpotIndex.InvokeRequired)
{
AppGlobal.frmSpotIndex.BeginInvoke(new OnLZOArrivedDelegate(UpdateRecord), sender, new ReadOnlyEventArgs<MS_INDICES_7207>(Stat.Parameter));
}
else
{
if (CommonData.dtSpotWatch == null)
return;
lock (LockTableOperation)
{
DataRow[] dr = CommonData.dtSpotWatch.Select("Symbol='" + Stat.Parameter.IndexName.Trim() +"'");
if (dr.Length > 0)
{
dr[0][SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
dr[0][SpreadContract.ChangeIndicator] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100 - (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100; //Convert.ToChar(Stat.Parameter.NetChangeIndicator);
dr[0][SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange)/100;
dr[0][SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
}
else
{
DataRow drRec = CommonData.dtSpotWatch.NewRow();
drRec[SpreadContract.Symbol] = Stat.Parameter.IndexName.Trim();
drRec[SpreadContract.Price] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100;
drRec[SpreadContract.ChangeIndicator] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.IndexValue)) / 100 - (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100; //Convert.ToChar(Stat.Parameter.NetChangeIndicator);
drRec[SpreadContract.PercentChange] = (decimal)IPAddress.NetworkToHostOrder(Stat.Parameter.PercentChange)/100;
drRec[SpreadContract.ClosePrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.ClosingIndex)) / 100;
CommonData.dtSpotWatch.Rows.Add(drRec);
}
//if(Global.Instance.Child_Index_Dict.ContainsKey(Stat.Parameter.IndexName.Trim()))
//{
// Child_Index.Instance.UpdateRecord_child_Index(Stat);
//}
}
}
}
catch (Exception e)
{
// AppGlobal.Logger.WriteinFileWindowAndBox(e, LogEnums.WriteOption.LogWindow_ErrorLogFile, color: AppLog.RedColor);
}
}
public static void UpdateRecord(object sender, ReadOnlyEventArgs<MS_SPD_MKT_INFO_7211> Stat)
{
}
void Instance_OnStatusChange(object sender, ReadOnlyEventArgs <SYSTEMSTATUS> e)
{
switch (e.Parameter)
{
case SYSTEMSTATUS.LOGGEDIN:
// UDP_Reciever.Instance.UDPReciever(Global.Instance.LanIp, Global.Instance.McastIp,Convert.ToInt32( Global.Instance.Mcastport));
// UDP_Reciever.Instance.UDPReciever(Global.Instance.LanIp, Global.Instance.McastIp, Convert.ToInt32(Global.Instance.Mcastport)); //LZO
if (Global.Instance.Relogin == false)
{
// UDP_Reciever.Instance.UDPReciever(Global.Instance.LanIp, Global.Instance.McastIp, Convert.ToInt32(Global.Instance.Mcastport)); //LZO
// UDP_Reciever.Instance.UDPReciever();
}
//DATASERVER
UDP_Reciever.Instance.OnStatusChange += Instance_OnStatusChange;
if (this.InvokeRequired)
{
this.BeginInvoke((ThreadStart) delegate()
{
if (Global.Instance.ReloginFarmloader != true)
{
Loadchildform();
}
this.lblOrder.BackColor = Color.Green;
});
return;
}
else
{
if (Global.Instance.ReloginFarmloader != true)
{
Loadchildform();
}
this.lblOrder.BackColor = Color.Green;
}
break;
case SYSTEMSTATUS.LOGGEDOUT:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs <SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblOrder.BackColor = Color.Red;
this.lblTapStatus.BackColor = Color.Red;
this.lblDatastatus.BackColor = Color.Red;
if (_frmLogin == null)
{
using (_frmLogin = new Re_Login())
{
//_frmLogin = new Re_Login();
_frmLogin.TopMost = true;
_frmLogin.ShowDialog();
_frmLogin = null;
}
}
break;
case SYSTEMSTATUS.DATARUNNING:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs <SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Green;
break;
case SYSTEMSTATUS.DATASTOPPED:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs <SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Red;
break;
case SYSTEMSTATUS.NONE:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs <SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblStatus.Text = "Some unknown event occured..";
break;
case SYSTEMSTATUS.PASSERROR:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs <SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblStatus.Text = "Password error";
this.lblOrder.BackColor = Color.Red;
break;
case SYSTEMSTATUS.PASSEXPIRE:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs <SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblStatus.Text = "Password expired";
this.lblOrder.BackColor = Color.Red;
break;
}
}
public static void UpdateRecord(object sender, ReadOnlyEventArgs<MS_SPD_MKT_INFO_7211> Stat)
{
if (AppGlobal.frmSpreadWatch != null && AppGlobal.frmSpreadWatch.InvokeRequired)
{
AppGlobal.frmSpreadWatch.BeginInvoke(new OnLZOArrivedDelegate(UpdateRecord), sender, new ReadOnlyEventArgs<MS_SPD_MKT_INFO_7211>(Stat.Parameter));
}
else
{
if (CommonData.dtSpreadMktWatch == null)
return;
lock (LockTableOperation)
{
string Token = IPAddress.NetworkToHostOrder(Stat.Parameter.Token1) + "-" + IPAddress.NetworkToHostOrder(Stat.Parameter.Token2);
try
{
DataRow[] dr = CommonData.dtSpreadMktWatch.Select("Token1=" + IPAddress.NetworkToHostOrder(Stat.Parameter.Token1) + " and Token2=" + IPAddress.NetworkToHostOrder(Stat.Parameter.Token2));
if (Global.Instance._SprdwatchDict.ContainsKey(IPAddress.NetworkToHostOrder(Stat.Parameter.Token1).ToString() + IPAddress.NetworkToHostOrder(Stat.Parameter.Token2).ToString()))
{
SetData(Global.Instance._SprdwatchDict[(IPAddress.NetworkToHostOrder(Stat.Parameter.Token1)).ToString() + (IPAddress.NetworkToHostOrder(Stat.Parameter.Token2)).ToString()].Cells[SpreadContract.LTP], (IPAddress.NetworkToHostOrder(Stat.Parameter.LastTradedPriceDifference)) / 100);
SetData(Global.Instance._SprdwatchDict[(IPAddress.NetworkToHostOrder(Stat.Parameter.Token1)).ToString() + (IPAddress.NetworkToHostOrder(Stat.Parameter.Token2)).ToString()].Cells[SpreadContract.Bid],(IPAddress.NetworkToHostOrder(Stat.Parameter.mbpBuys[0].Price)) / 100);
SetData(Global.Instance._SprdwatchDict[(IPAddress.NetworkToHostOrder(Stat.Parameter.Token1)).ToString() + (IPAddress.NetworkToHostOrder(Stat.Parameter.Token2)).ToString()].Cells[SpreadContract.Ask], (IPAddress.NetworkToHostOrder(Stat.Parameter.mbpSells[0].Price)) / 100);
}
if (dr.Length > 0)
{
dr[0][SpreadContract.Bid] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.mbpBuys[0].Price)) / 100;
dr[0][SpreadContract.Ask] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.mbpSells[0].Price)) / 100;
dr[0][SpreadContract.BidQ] = IPAddress.NetworkToHostOrder(Stat.Parameter.mbpBuys[0].Volume);
dr[0][SpreadContract.AskQ] = IPAddress.NetworkToHostOrder(Stat.Parameter.mbpSells[0].Volume);
dr[0][SpreadContract.LTP] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.LastTradedPriceDifference)) / 100;
dr[0][SpreadContract.TotalSellQty] = IPAddress.NetworkToHostOrder(Stat.Parameter.MbpSell);
dr[0][SpreadContract.TotalSellQty] = IPAddress.NetworkToHostOrder(Stat.Parameter.MbpBuy);
dr[0][SpreadContract.OpenPrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.OpenPriceDifference)) / 100;
dr[0][SpreadContract.HighPrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.DayHighPriceDifference)) / 100;
dr[0][SpreadContract.LowPrice] = (decimal)(IPAddress.NetworkToHostOrder(Stat.Parameter.DayLowPriceDifference)) / 100;
dr[0][SpreadContract.TotalTradedValue] = Stat.Parameter.TotalTradedValue;
dr[0][SpreadContract.TradedVolume] = IPAddress.NetworkToHostOrder(Stat.Parameter.TradedVolume);
dr[0][SpreadContract.LastUpdateTime] = CommonData.UnixTimeStampToDateTime(IPAddress.NetworkToHostOrder(Stat.Parameter.LastUpdateTime));
dr[0][SpreadContract.LastActiveTime] = CommonData.UnixTimeStampToDateTime(IPAddress.NetworkToHostOrder(Stat.Parameter.LastActiveTime));
}
}
catch (Exception e)
{
AppGlobal.Logger.WriteinFileWindowAndBox(e, LogEnums.WriteOption.LogWindow_ErrorLogFile, color: AppLog.RedColor);
}
}
}
}
public void OnDataArrived(Object o, ReadOnlyEventArgs<FinalPrice> Stat)
{
try
{
if (DGV.Rows.Count == 0)
{
return;
}
if (DGV.InvokeRequired)
{
DGV.Invoke(new OnDataArrivedmktDelegate(OnDataArrived), o, new ReadOnlyEventArgs<FinalPrice>(Stat.Parameter));
return;
}
if (_mwatchDict.ContainsKey(Stat.Parameter.Token))
{
//StreamWriter stw = new StreamWriter(Stat.Parameter.Token.ToString(),true);
//stw.WriteLine(DateTime.Now.ToString("HH:mm:ss:fff") + "," + "MAXBID " + "," + Stat.Parameter.MAXBID + "," + "MINASK" + "," + Stat.Parameter.MINASK + "," + "LTP"+ "," + Stat.Parameter.LTP);
// LogWriterClass.logwritercls.logs("recData1==>", "Token no--------" + "," + Stat.Parameter.Token.ToString() + "," + " maxbid------ " + "," + (Convert.ToDouble(Stat.Parameter.MAXBID) / 100).ToString() + "," + "minask---------" + "," + (Convert.ToDouble(Stat.Parameter.MINASK) / 100).ToString() + "," + "ltp--------" + "," + (Convert.ToDouble(Stat.Parameter.LTP) / 100).ToString());
// stw.Close();
SetData(_mwatchDict[Stat.Parameter.Token].Cells["Bid"], Convert.ToDecimal(Stat.Parameter.MAXBID)/100);
//SetData(_mwatchDict[Stat.Parameter.Token].Cells["BidQ"], Convert.ToDouble(Stat.Parameter.MAXBID));
SetData(_mwatchDict[Stat.Parameter.Token].Cells["Ask"], Convert.ToDecimal(Stat.Parameter.MINASK) / 100);
// SetData(_mwatchDict[Stat.Parameter.Token].Cells["AskQ"], Convert.ToDouble(Stat.Parameter.MAXBID));
SetData(_mwatchDict[Stat.Parameter.Token].Cells["LTP"], Convert.ToDecimal(Stat.Parameter.LTP) / 100);
//Holder.holderDownload.AddOrUpdate(IPAddress.HostToNetworkOrder (obj.header_obj.TransactionCode), obj,(k, v) => obj);
Global.Instance.MTMDIct.AddOrUpdate(Stat.Parameter.Token, Stat.Parameter.LTP, (k, v) => Stat.Parameter.LTP);
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
}
void UpdateLabel(ReadOnlyEventArgs<HeartBeatInfo> e)
{
// this.lblClientQuee.Text =this.lblClientQuee.Name.ToString()+"=:"+ e.Parameter.ClientQueue.ToString();
this.lblClientQueueCount.Text = e.Parameter.ClientQueue.ToString();
this.lblServerqueueCount.Text = e.Parameter.tapQueue.ToString();
// this.lblTapStatus.Text = e.Parameter.tapStatus.ToString();
if (e.Parameter.dataStatus == true)
{
this.lblDatastatus.BackColor = Color.Green;
}
else
{
this.lblDatastatus.BackColor = Color.Red;
lblLastrecoverytimeonserver.Text = DateTime.Now.ToString();
// lblLastrecoverytimeonserver.Text
}
if (e.Parameter.tapStatus == true)
{
this.lblTapStatus.BackColor = Color.Green;
}
else
{
this.lblTapStatus.BackColor = Color.Red;
}
}
void OnDataAPPTYPE(Object o, ReadOnlyEventArgs<string>str)
{
Global.Instance.C_Type = str.Parameter;
this.Text = str.Parameter;
if (this.Text == "FOFO")
{
toolsMenu.DropDownItems[3].Visible = false;
}
else if (this.Text == "TWOLEGOPT")
{
toolsMenu.DropDownItems[2].Visible = false;
}
Global.Instance.C_Type += " : " + " 1.9 A " + Global.Instance.ClientId;
this.Text = Global.Instance.C_Type;
}
void ChangeHeartBeatInfo(object sender, ReadOnlyEventArgs<HeartBeatInfo> e)
{
if (this.InvokeRequired)
{
this.BeginInvoke((ThreadStart)delegate() { UpdateLabel(e); });
return;
}
else
{
UpdateLabel(e);
}
}
private void M_dpthOnOnDataChange(object sender, ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP> data)
{
if (Token.Text != IPAddress.HostToNetworkOrder(data.Parameter.Token).ToString())
return;
if (dgvMarketPicture.Rows.Count == 0)
{
return;
}
if (dgvMarketPicture.InvokeRequired)
{
dgvMarketPicture.Invoke(new OnLZOArrivedmktDelegate(M_dpthOnOnDataChange), sender,new ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP>(data.Parameter));
return;
}
try
{
if (data.Parameter.RecordBuffer != null && dgvMarketPicture.Rows.Count == 5)
{
dgvMarketPicture.Rows.Clear();
for (int i = 0; i < 5; i++)
{
dgvMarketPicture.Rows.Insert(i);
dgvMarketPicture.Rows[i].Height = 20;
}
if (dgvMarketPicture.Rows.Count <= 0)
return;
for (int i = 0; i < 5; i++)
{
dgvMarketPicture[Constants.BuyOrders, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i].NumberOfOrders);
dgvMarketPicture[Constants.BQty, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i].Quantity);
dgvMarketPicture[Constants.BuyPrice, i].Value =(decimal) IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i].Price) / 100; // PriceDivisor;
dgvMarketPicture[Constants.SellPrice, i].Value = (decimal)IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i+5].Price) / 100; // / PriceDivisor;
dgvMarketPicture[Constants.SQty, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i+5].Quantity);
dgvMarketPicture[Constants.SellOrders, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i+5].NumberOfOrders);
}
lblLastTradeTime.Text = AtsMethods.SecondsToDateTime(IPAddress.HostToNetworkOrder(data.Parameter.LastTradeTime)).ToString(AtsConst.TimeFormatGrid);
lblLastTrdQty.Text = Convert.ToString(IPAddress.HostToNetworkOrder(data.Parameter.LastTradeQuantity)) + "@" + Convert.ToDecimal(IPAddress.HostToNetworkOrder(data.Parameter.LastTradedPrice) / 100).ToString();
//lblLastUpdt.Text = AtsMethods.SecondsToDateTime(data.Header.ExchangeTimeStamp).ToString(AtsConst.TimeFormatGrid);
lblAvgTradePrice.Text = (IPAddress.HostToNetworkOrder(data.Parameter.AverageTradePrice) / 100).ToString();
lblHigh.Text = (IPAddress.HostToNetworkOrder(data.Parameter.HighPrice) / 100).ToString(); ;
lbllow.Text = (IPAddress.HostToNetworkOrder(data.Parameter.LowPrice) / 100).ToString();
//lblLtHigh.Text = (data.YearlyHigh / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// lblLtlLow.Text = (data.YearlyLow / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
//lblPrevClose.Text = (data.ClosePrice / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
lblOpen.Text = (IPAddress.HostToNetworkOrder(data.Parameter.OpenPrice) / 100).ToString();
if (IPAddress.HostToNetworkOrder(data.Parameter.ClosingPrice) != 0)
lblPercentage.Text = (((IPAddress.HostToNetworkOrder(data.Parameter.LastTradedPrice) - IPAddress.HostToNetworkOrder(data.Parameter.ClosingPrice)) / (decimal)IPAddress.HostToNetworkOrder(data.Parameter.ClosingPrice)) * AtsConst.PriceDivisor100).ToString();
lblTotalBuyQuantity.Text = DoubleIndianChange(data.Parameter.TotalBuyQuantity).ToString();
lblTotalSellQuantity.Text = DoubleIndianChange(data.Parameter.TotalSellQuantity).ToString();
//lblOI.Text = Convert.ToString(data.Parameter.CurrentOpenInterest);
//lblTotalTrades.Text =
// lblValue.Text = (data.Parameter.TotalTradedValue / 100).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
lblVolume.Text = IPAddress.HostToNetworkOrder(data.Parameter.VolumeTradedToday).ToString();
}
}
catch (Exception ex)
{
}
}
protected virtual void masterMuteChanged(object sender, ReadOnlyEventArgs <bool> e)
{
OnEffectiveMuteChanged(new ReadOnlyEventArgs <bool>(EffectiveMute));
}
void Instance_OndatastopChange(object sender, ReadOnlyEventArgs<string> e)
{
try
{
switch (e.Parameter)
{
case "STOP":
if (this.InvokeRequired)
{
this.Invoke(new OndatastopDelegate(Instance_OndatastopChange), sender, new ReadOnlyEventArgs<string>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Red;
break;
case "START":
if (this.InvokeRequired)
{
this.Invoke(new OndatastopDelegate(Instance_OndatastopChange), sender, new ReadOnlyEventArgs<string>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Green;
break;
}
}
catch (Exception ex)
{
}
}
public void UpdateRecord(object sender, ReadOnlyEventArgs<MS_SPD_MKT_INFO_7211> Stat)
{
// data = Stat.Parameter;
if (dgvMarketPicture.InvokeRequired)
{
dgvMarketPicture.Invoke(new OnLZOArrivedmktDelegate(UpdateRecord), sender, new ReadOnlyEventArgs<MS_SPD_MKT_INFO_7211>(Stat.Parameter));
return;
}
else
{
SetData(Stat.Parameter);
//try
//{
// if (data != null && dgvMarketPicture.Rows.Count == 5)
// {
// dgvMarketPicture.Rows.Clear();
// for (int i = 0; i < 5; i++)
// {
// dgvMarketPicture.Rows.Insert(i);
// dgvMarketPicture.Rows[i].Height = 20;
// }
// if (dgvMarketPicture.Rows.Count <= 0)
// return;
// for (int i = 0; i < 5; i++)
// {
// dgvMarketPicture[Constants.BuyOrders, i].Value = IPAddress.HostToNetworkOrder(data.mbpBuys[i].NoOrders);
// dgvMarketPicture[Constants.BQty, i].Value = IPAddress.HostToNetworkOrder(data.mbpBuys[i].Volume);
// dgvMarketPicture[Constants.BuyPrice, i].Value = IPAddress.HostToNetworkOrder(data.mbpBuys[i].Price) / 100; // PriceDivisor;
// dgvMarketPicture[Constants.SellPrice, i].Value = IPAddress.HostToNetworkOrder(data.mbpSells[i].Price) / 100; // / PriceDivisor;
// dgvMarketPicture[Constants.SQty, i].Value = IPAddress.HostToNetworkOrder(data.mbpSells[i].Volume);
// dgvMarketPicture[Constants.SellOrders, i].Value = IPAddress.HostToNetworkOrder(data.mbpSells[i].NoOrders);
// }
// //lblLastTradeTime.Text = AtsMethods.SecondsToDateTime(data.LastTradeTime).ToString(AtsConst.TimeFormatGrid);
// //lblLastTrdQty.Text = Convert.ToString(data.LastTradedQty) + "@" + Convert.ToDecimal(data.LastTradedPrice / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// //lblLastUpdt.Text = AtsMethods.SecondsToDateTime(data.Header.ExchangeTimeStamp).ToString(AtsConst.TimeFormatGrid);
// //lblAvgTradePrice.Text = (data.AverageTradedPrice / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// //lblLtHigh.Text = (data.YearlyHigh / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// // lblLtlLow.Text = (data.YearlyLow / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// //lblPrevClose.Text = (data.ClosePrice / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// //if (data.ClosePrice != 0)
// // lblPercentage.Text = (((data.LastTradedPrice - data.ClosePrice) / (decimal)data.ClosePrice) * AtsConst.PriceDivisor100).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// lblTotalBuyQuantity.Text = data.MbpBuy.ToString(AtsConst.PriceFormatN0);
// lblTotalSellQuantity.Text = data.MbpSell.ToString(AtsConst.PriceFormatN0);
// //lblOI.Text = Convert.ToString(data.CurrentOpenInterest);
// lblTotalTrades.Text = data.TotalTradedValue.ToString(AtsConst.PriceFormatN0);
// lblVolume.Text = (data.totalOrdVolume.Buy + data.totalOrdVolume.Sell).ToString(AtsConst.PriceFormatN0);
// }
//}
//catch (Exception ex)
//{
// // AppGlobal.Logger.WriteinFileWindowAndBox(ex, LogEnums.WriteOption.LogWindow_ErrorLogFile, color: AppLog.RedColor);
//}
}
}
public void OnDataArrived(Object o, ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP> Stat)
{
string TodayDate = DateTime.Now.ToString("dd/MM/yyyy");
if (DGV.Rows.Count == 0)
{
return;
}
if (DGV.InvokeRequired == true)
{
DGV.Invoke(new OnDataArrivedmktDelegate(OnDataArrived), o, new ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP>(Stat.Parameter));
return;
}
var rowlist1 = _table.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["UniqueIdentifier_FUT"] == DBNull.Value ? 0 : x["UniqueIdentifier_FUT"] == "" ? 0 : x["UniqueIdentifier_FUT"]) ==IPAddress.HostToNetworkOrder( Stat.Parameter.Token)).ToList();
var rowlist = _table.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["UniqueIdentifier"] == DBNull.Value ? 0 : x["UniqueIdentifier"] == "" ? 0 : x["UniqueIdentifier"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token)).ToList();
try
{
foreach (var i in rowlist)
{
if (DGV.Rows.Count==0)
{
return;
}
//i["Bid(G)"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100,2 );
//i["Ask(H)"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100,2 );
// i["LTP(I)"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP)/100 , 2);
i["Bid(G)"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)) / 100, 4);
i["Ask(H)"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price)) / 100, 4);
i["LTP(I)"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
//====================================================================================
string ExpiryDate = i["ExpiryDate(D)"].ToString();
int DTE = (Convert.ToDateTime(ExpiryDate) - DateTime.Today).Days;
decimal DTE_in_Years = DTE / 365.00m;
TimeSpan diff = DateTime.Parse(ExpiryDate) - DateTime.Now;
double Risk_free_rate = 0;
double Dividend_Yield = 0;
//================================================================== == =
DataRow[] drow = null;
i["OI"] = Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["LTP(I)"].ToString()), Dividend_Yield));
i["ATP"] = Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["LTP(I)"].ToString()), Dividend_Yield));
var task1 = Task.Factory.StartNew(() => i["OptionType(E)"].ToString() == "CE" ? Math.Round(Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Bid(G)"].ToString()), Dividend_Yield)) * 100, 4) : Math.Round(Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Bid(G)"].ToString()), Dividend_Yield)) * 100, 4));
i["Bid_Vol(K)"] = task1.Result;
task1.Dispose();
task1 = null;
// Parallel.ForEach(task1 , t => t.DoSomethingInBackground());
// i["Bid_Vol(K)"] = i["OptionType(E)"].ToString() == "CE" ? Math.Round(Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Bid(G)"].ToString()), Dividend_Yield)) * 100, 4) : Math.Round(Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Bid(G)"].ToString()), Dividend_Yield)) * 100, 4);
var task2 = Task.Factory.StartNew(() => i["OptionType(E)"].ToString() == "CE" ? Math.Round(Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Ask(H)"].ToString()), Dividend_Yield)) * 100, 4) : Math.Round(Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Ask(H)"].ToString()), Dividend_Yield)) * 100, 4));
i["Ask_Vol(L)"] = task2.Result;
task2.Dispose();
task2 = null;
// i["Ask_Vol(L)"] = i["OptionType(E)"].ToString() == "CE" ? Math.Round(Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Ask(H)"].ToString()), Dividend_Yield)) * 100, 4) : Math.Round(Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["Ask(H)"].ToString()), Dividend_Yield)) * 100, 4);
var task3 = Task.Factory.StartNew(() => i["OptionType(E)"].ToString() == "CE" ? Math.Round(Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["LTP(I)"].ToString()), Dividend_Yield)) * 100, 4) : Math.Round(Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["LTP(I)"].ToString()), Dividend_Yield)) * 100, 4));
i["LTP_Vol(J)"] = task3.Result;
task3.Dispose();
task3 = null;
//i["LTP_Vol(J)"] = i["OptionType(E)"].ToString() == "CE" ? Math.Round(Convert.ToDouble(ImpliedCallVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["LTP(I)"].ToString()), Dividend_Yield)) * 100, 4) : Math.Round(Convert.ToDouble(ImpliedPutVolatility(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["LTP(I)"].ToString()), Dividend_Yield)) * 100, 4);
var task4 = Task.Factory.StartNew(() => (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(CallDelta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(PutDelta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4"));
i["Delta(M)"] = task4.Result;
task4.Dispose();
task4 = null;
//i["Delta(M)"] = (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(CallDelta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(PutDelta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4");
var task5 = Task.Factory.StartNew(() => (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(Gamma(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(Gamma(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield))).ToString("f4"));
i["Gamma(N)"] = task5.Result;
task5.Dispose();
task5 = null;
//i["Gamma(N)"] = (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(Gamma(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(Gamma(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield))).ToString("f4");
var task6 = Task.Factory.StartNew(() => (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(Vega(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(Vega(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4"));
i["Vega(O)"] = task6.Result;
task6.Dispose();
task6 = null;
// i["Vega(O)"] = (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(Vega(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(Vega(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4");
var task7 = Task.Factory.StartNew(() => (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(CallTheta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(PutTheta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4"));
i["Theta(P)"] = task7.Result;
task7.Dispose();
task7 = null;
// i["Theta(P)"] = (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(CallTheta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(PutTheta(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4");
var task8 = Task.Factory.StartNew(() => (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(CallRho(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(PutRho(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4"));
i["Rho(Q)"] = task8.Result;
task8.Dispose();
task8 = null;
//i["Rho(Q)"] = (i["OptionType(E)"].ToString() == "CE" ? Convert.ToDouble(CallRho(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(PutRho(Convert.ToDouble(i["LTP_FUT"].ToString()), Convert.ToDouble(i["StrikePrice(F)"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4");
DGV.Refresh();
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
try
{
foreach (var i in rowlist1)
{
if (DGV.Rows.Count==0)
{
return;
}
i["LTP_FUT"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
// DGV.Refresh();
// DGV.Update();
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
}
public static void UpdateRecord(object sender, ReadOnlyEventArgs<MS_SPD_MKT_INFO_7211> Stat)
{
}
public void OnDataArrived(Object o, ReadOnlyEventArgs<FinalPrice> Stat)
{
try
{
if(DGV1.InvokeRequired)
{
DGV1.Invoke(new OnDataArrivedDelegate(OnDataArrived), o, new ReadOnlyEventArgs<FinalPrice>(Stat.Parameter));
return;
}
var rowlist = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["Token1"]) == Stat.Parameter.Token || Convert.ToInt32(x["Token2"]) == Stat.Parameter.Token).ToList();
try
{
foreach (var i in rowlist)
{
if (DGV1.Rows.Count==0)
{
return;
}
if (Convert.ToInt32(i["Token1"]) == Stat.Parameter.Token)
{
i["NBID"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4);
i["NASK"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100, 4);
i["NLTP"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP) / 100, 4);
}
else if (Convert.ToInt32(i["Token2"]) == Stat.Parameter.Token)
{
i["FBID"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4);
i["FASK"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100, 4);
i["FLTP"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP) / 100, 4);
}
Global.Instance.MTMDIct.AddOrUpdate(Stat.Parameter.Token, Stat.Parameter.LTP, (k, v) => Stat.Parameter.LTP);
}
}
catch (Exception Ex)
{
MessageBox.Show(" Exception " + Ex.StackTrace.ToString());
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
}
protected virtual void masterIntensityChanged(object sender, ReadOnlyEventArgs <ushort> e)
{
OnEffectiveIntensityChanged(new ReadOnlyEventArgs <ushort>(EffectiveIntensity));
}
private double GetExpectedProdPrice(string BS, ReadOnlyEventArgs<FinalPrice> FP, int Ratio, bool reverse = false)
{
double RetVal = 0;
if (!reverse)
{
// THis case calculates the price to generate buy spread
//Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4)
RetVal = BS == "Buy" ? (Math.Round(Convert.ToDouble(FP.Parameter.MINASK) / 100, 4) * Ratio * -1) : (Math.Round(Convert.ToDouble(FP.Parameter.MAXBID) / 100, 4) * Ratio);
}
else
{
// Here in case of sale actual stg with buy mode token will be sold just to make a complete trade
RetVal = BS == "Buy" ? (Math.Round(Convert.ToDouble(FP.Parameter.MAXBID) / 100, 4) * Ratio) : (Math.Round(Convert.ToDouble(FP.Parameter.MINASK) / 100, 4) * Ratio * -1);
}
return RetVal;
}
public void Starting(object sender, ReadOnlyEventArgs<Type> e)
{
Start(e.Parameter);
}
void Instance_OnStatusChange(object sender, ReadOnlyEventArgs<SYSTEMSTATUS> e)
{
switch (e.Parameter)
{
case SYSTEMSTATUS.LOGGEDIN:
// UDP_Reciever.Instance.UDPReciever(Global.Instance.LanIp, Global.Instance.McastIp,Convert.ToInt32( Global.Instance.Mcastport));
// UDP_Reciever.Instance.UDPReciever(Global.Instance.LanIp, Global.Instance.McastIp, Convert.ToInt32(Global.Instance.Mcastport)); //LZO
if (Global.Instance.Relogin == false)
{
// UDP_Reciever.Instance.UDPReciever(Global.Instance.LanIp, Global.Instance.McastIp, Convert.ToInt32(Global.Instance.Mcastport)); //LZO
UDP_Reciever.Instance.UDPReciever();
}//DATASERVER
UDP_Reciever.Instance.OnStatusChange += Instance_OnStatusChange;
if (this.InvokeRequired)
{
this.BeginInvoke((ThreadStart)delegate() {
if (Global.Instance.ReloginFarmloader != true)
{
Loadchildform();
}
this.lblOrder.BackColor = Color.Green;
});
return;
}
else
{
if (Global.Instance.ReloginFarmloader != true)
{
Loadchildform();
}
this.lblOrder.BackColor = Color.Green;
}
break;
case SYSTEMSTATUS.LOGGEDOUT:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs<SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblOrder.BackColor = Color.Red;
this.lblTapStatus.BackColor = Color.Red;
this.lblDatastatus.BackColor = Color.Red;
if (_frmLogin == null)
{
using (_frmLogin = new Re_Login())
{
// _frmLogin = new Re_Login();
_frmLogin.TopMost = true;
_frmLogin.ShowDialog();
_frmLogin = null;
}
}
break;
case SYSTEMSTATUS.DATARUNNING:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs<SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Green;
break;
case SYSTEMSTATUS.DATASTOPPED:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs<SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblData.BackColor = Color.Red;
break;
case SYSTEMSTATUS.NONE:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs<SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblStatus.Text = "Some unknown event occured..";
break;
case SYSTEMSTATUS.PASSERROR:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs<SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblStatus.Text = "Password error";
this.lblOrder.BackColor = Color.Red;
break;
case SYSTEMSTATUS.PASSEXPIRE:
if (this.InvokeRequired)
{
this.Invoke(new OnStatusChangeDelegate(Instance_OnStatusChange), sender, new ReadOnlyEventArgs<SYSTEMSTATUS>(e.Parameter));
return;
}
this.lblStatus.Text = "Password expired";
this.lblOrder.BackColor = Color.Red;
break;
}
}
private double GetExpectedProdPrice(string BS, ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP> Stat, int Ratio, bool reverse = false)
{
double RetVal = 0;
if (!reverse)
{
//THis case calculates the price to generate buy spread
//Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4)
RetVal = BS == "Buy" ? (Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price)) / 100, 4) * Ratio * -1) : (Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)) / 100, 4) * Ratio);
}
else
{
// Here in case of sale actual stg with buy mode token will be sold just to make a complete trade
RetVal = BS == "Buy" ? (Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)) / 100, 4) * Ratio) : (Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price)) / 100, 4) * Ratio * -1);
}
return RetVal;
}
public void OnDataArrived(Object o, ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP> Stat)
{
try
{
if (DGV1.InvokeRequired)
{
DGV1.Invoke(new OnDataArrivedDelegate(OnDataArrived), o, new ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP>(Stat.Parameter));
return;
}
var rowlist = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["Token1"]) ==IPAddress.HostToNetworkOrder(Stat.Parameter.Token) || Convert.ToInt32(x["Token2"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token)||Convert.ToInt32(x["Token3"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token)).ToList();//there is doubt in leg4.......
// var rowlist = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["OppsitToken1"]) == Stat.Parameter.Token || Convert.ToInt32(x["OppsitToken2"]) == Stat.Parameter.Token || Convert.ToInt32(x["OppsitToken3"]) == Stat.Parameter.Token || Convert.ToInt32(x["Token1"]) == Stat.Parameter.Token || Convert.ToInt32(x["Token2"]) == Stat.Parameter.Token || Convert.ToInt32(x["Token3"]) == Stat.Parameter.Token).ToList();//there is doubt in leg4.......
var rowlist2 = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["OppsitToken1"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token) || Convert.ToInt32(x["OppsitToken2"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token) || Convert.ToInt32(x["OppsitToken3"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token) );//there is doubt in leg4.......
// var rowlist2 = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["OppsitToken1"] == DBNull.Value ? 0 : x["OppsitToken1"] == "" ? 0 : x["OppsitToken1"]) == Stat.Parameter.Token).ToList();
try
{
foreach (var i in rowlist2)
{
if (DGV1.Rows.Count == 0)
{
return;
}
if (Convert.ToInt32(i["OppsitToken1"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token))
{
i["OppsitLTP1"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
}
if (Convert.ToInt32(i["OppsitToken2"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token))
{
i["OppsitLTP2"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
}
if (Convert.ToInt32(i["OppsitToken3"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token))
{
i["OppsitLTP3"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
}
// ====================================================================================
string ExpiryDate = i["Expiry"].ToString();
int DTE = (Convert.ToDateTime(ExpiryDate) - DateTime.Today).Days;
decimal DTE_in_Years = DTE / 365.00m;
TimeSpan diff = DateTime.Parse(ExpiryDate) - DateTime.Now;
double Risk_free_rate = 0;
double Dividend_Yield = 0;
i["OI"] = Convert.ToDouble(Delta_Cal.Instance.ImpliedCallVolatility(Convert.ToDouble(i["OppsitLTP1"].ToString()), Convert.ToDouble(i["StrikePrice"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["NLTP"].ToString()), Dividend_Yield));
i["ATP"] = Convert.ToDouble(Delta_Cal.Instance.ImpliedPutVolatility(Convert.ToDouble(i["OppsitLTP1"].ToString()), Convert.ToDouble(i["StrikePrice"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["NLTP"].ToString()), Dividend_Yield));
var task4 = Task.Factory.StartNew(() => (i["OptionType"].ToString() == "CE" ? Convert.ToDouble(Delta_Cal.Instance.CallDelta(Convert.ToDouble(i["OppsitLTP1"].ToString()), Convert.ToDouble(i["StrikePrice"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["OI"].ToString()), Dividend_Yield)) : Convert.ToDouble(Delta_Cal.Instance.PutDelta(Convert.ToDouble(i["OppsitLTP1"].ToString()), Convert.ToDouble(i["StrikePrice"].ToString()), Convert.ToDouble(DTE_in_Years), Risk_free_rate, Convert.ToDouble(i["ATP"].ToString()), Dividend_Yield))).ToString("f4"));
i["Delta1"] = task4.Result;
// Global.Instance.MTMDIct.AddOrUpdate(Stat.Parameter.Token,Convert.ToDouble(task4.Result), (k, v) => Convert.ToDouble(task4.Result));
//task4 = null;
// Global.Instance.MTMDIct.AddOrUpdate(Convert.ToInt32(i["Token1"]), Convert.ToDouble(task4.Result), (k, v) => Convert.ToDouble(task4.Result));
//================================================================== == =
string ExpiryDate2 = i["Expiry2"].ToString();
int DTE2 = (Convert.ToDateTime(ExpiryDate2) - DateTime.Today).Days;
decimal DTE_in_Years2 = DTE2 / 365.00m;
TimeSpan diff2 = DateTime.Parse(ExpiryDate2) - DateTime.Now;
double Risk_free_rate2 = 0;
double Dividend_Yield2 = 0;
i["OI2"] = Convert.ToDouble(Delta_Cal.Instance.ImpliedCallVolatility(Convert.ToDouble(i["OppsitLTP2"].ToString()), Convert.ToDouble(i["StrikePrice2"].ToString()), Convert.ToDouble(DTE_in_Years2), Risk_free_rate2, Convert.ToDouble(i["FLTP"].ToString()), Dividend_Yield2));
i["ATP2"] = Convert.ToDouble(Delta_Cal.Instance.ImpliedPutVolatility(Convert.ToDouble(i["OppsitLTP2"].ToString()), Convert.ToDouble(i["StrikePrice2"].ToString()), Convert.ToDouble(DTE_in_Years2), Risk_free_rate2, Convert.ToDouble(i["FLTP"].ToString()), Dividend_Yield2));
var task5 = Task.Factory.StartNew(() => (i["OptionType2"].ToString() == "CE" ? Convert.ToDouble(Delta_Cal.Instance.CallDelta(Convert.ToDouble(i["OppsitLTP2"].ToString()), Convert.ToDouble(i["StrikePrice2"].ToString()), Convert.ToDouble(DTE_in_Years2), Risk_free_rate2, Convert.ToDouble(i["OI2"].ToString()), Dividend_Yield2)) : Convert.ToDouble(Delta_Cal.Instance.PutDelta(Convert.ToDouble(i["OppsitLTP2"].ToString()), Convert.ToDouble(i["StrikePrice2"].ToString()), Convert.ToDouble(DTE_in_Years2), Risk_free_rate2, Convert.ToDouble(i["ATP2"].ToString()), Dividend_Yield2))).ToString("f4"));
i["Delta2"] = task5.Result;
//task5.Dispose();
// Global.Instance.MTMDIct.AddOrUpdate(Stat.Parameter.Token, Convert.ToDouble(task5.Result), (k, v) => Convert.ToDouble(task5.Result));
// Global.Instance.MTMDIct.AddOrUpdate(Convert.ToInt32(i["Token2"]), Convert.ToDouble(task5.Result), (k, v) => Convert.ToDouble(task5.Result));
//task5 = null;
//======== ====== ====== ======== ==== ======== ======== ======== ===== ===== == =
if (i["Strategy_Type"].ToString() == "3_LEG")
{
string ExpiryDate3 = i["Expiry3"].ToString();
int DTE3 = (Convert.ToDateTime(ExpiryDate3) - DateTime.Today).Days;
decimal DTE_in_Years3 = DTE3 / 365.00m;
TimeSpan diff3 = DateTime.Parse(ExpiryDate3) - DateTime.Now;
double Risk_free_rate3 = 0;
double Dividend_Yield3 = 0;
i["OI3"] = Convert.ToDouble(Delta_Cal.Instance.ImpliedCallVolatility(Convert.ToDouble(i["OppsitLTP3"].ToString()), Convert.ToDouble(i["StrikePrice3"].ToString()), Convert.ToDouble(DTE_in_Years3), Risk_free_rate3, Convert.ToDouble(i["F_LTP"].ToString()), Dividend_Yield3));
i["ATP3"] = Convert.ToDouble(Delta_Cal.Instance.ImpliedPutVolatility(Convert.ToDouble(i["OppsitLTP3"].ToString()), Convert.ToDouble(i["StrikePrice3"].ToString()), Convert.ToDouble(DTE_in_Years3), Risk_free_rate3, Convert.ToDouble(i["F_LTP"].ToString()), Dividend_Yield3));
var task6 = Task.Factory.StartNew(() => (i["OptionType3"].ToString() == "CE" ? Convert.ToDouble(Delta_Cal.Instance.CallDelta(Convert.ToDouble(i["OppsitLTP3"].ToString()), Convert.ToDouble(i["StrikePrice3"].ToString()), Convert.ToDouble(DTE_in_Years3), Risk_free_rate3, Convert.ToDouble(i["OI3"].ToString()), Dividend_Yield3)) : Convert.ToDouble(Delta_Cal.Instance.PutDelta(Convert.ToDouble(i["OppsitLTP3"].ToString()), Convert.ToDouble(i["StrikePrice3"].ToString()), Convert.ToDouble(DTE_in_Years3), Risk_free_rate3, Convert.ToDouble(i["ATP3"].ToString()), Dividend_Yield3))).ToString("f4"));
i["Delta3"] = task6.Result;
//task6.Dispose();
/// Global.Instance.MTMDIct.AddOrUpdate(Convert.ToInt32(i["Token3"]), Convert.ToDouble(task6.Result), (k, v) => Convert.ToDouble(task6.Result));
//task6 = null;
}
//======= ================= ============= ============= ================ == =
}
}
catch (Exception Ex)
{
// MessageBox.Show(" Exception " + Ex.StackTrace.ToString());
}
//===================================================================================================
try
{
foreach (var i in rowlist)
{
if (DGV1.Rows.Count == 0)
{
return;
}
NetDelta ND;
if (Convert.ToInt32(i["Token1"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token))
{
i["NBID"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)) / 100, 4);
i["NASK"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price)) / 100, 4);
i["NLTP"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
i["t1"] = GetExpectedProdPrice(i["Tok1B_S"].ToString(), Stat, Convert.ToInt32(i["ratio1"]));
i["t3"] = GetExpectedProdPrice(i["Tok1B_S"].ToString(), Stat, Convert.ToInt32(i["ratio1"]), true);
i["tok1_cost"] = Convert.ToString(i["Tok1B_S"]) == "Buy" ?
i["tok1inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0007 :
Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.00009
:
//else
i["tok1inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["NBID"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0007 :
Convert.ToDouble(i["NBID"]) * 2 * Convert.ToInt32(i["ratio1"]) * 0.00009;
// i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]) + Convert.ToDouble(i["tok3_cost"] == DBNull.Value ? "0" : i["tok3_cost"]);
// i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]);
i["NETDelta1"] = Delta_Cal.Instance.Get_NetDelta(Convert.ToDouble(i["Delta1"].ToString() == "NaN" ? "0" : i["Delta1"] == DBNull.Value ? "0" : i["Delta1"]), Convert.ToString(i["tok1inst"] == DBNull.Value ? "0" : i["tok1inst"]), Convert.ToDouble(i["ratio1"] == DBNull.Value ? "0" : i["ratio1"]), Convert.ToString(i["Tok1B_S"] == DBNull.Value ? "0" : i["Tok1B_S"]));
ND.Delta = Convert.ToDouble(i["Delta1"].ToString() == "NaN" ? "0" : i["Delta1"] == DBNull.Value ? "0" : i["Delta1"]);
ND.LTP = Convert.ToDouble(i["NLTP"].ToString() == "NaN" ? "0" : i["NLTP"] == DBNull.Value ? "0" : i["NLTP"]);
Global.Instance.ltp.AddOrUpdate(Convert.ToInt32(i["Token1"]), ND, (k, v) => ND);
var obj = new LTPTONETBOOK();
obj.TOKEN = Stat.Parameter.Token;
obj.LTP = Stat.Parameter.LastTradedPrice;
obj.DELTA = ND.Delta;
FOR_Net_BOOK.Raise(FOR_Net_BOOK, FOR_Net_BOOK.CreateReadOnlyArgs(obj));
}
if (Convert.ToInt32(i["Token2"]) == IPAddress.HostToNetworkOrder(Stat.Parameter.Token))
{
i["FBID"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)) / 100, 4);
i["FASK"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price)) / 100, 4);
i["FLTP"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
i["t2"] = GetExpectedProdPrice(i["Tok2B_S"].ToString(), Stat, Convert.ToInt32(i["ratio2"]));
i["t4"] = GetExpectedProdPrice(i["Tok2B_S"].ToString(), Stat, Convert.ToInt32(i["ratio2"]), true);
i["tok2_cost"] = Convert.ToString(i["Tok2B_S"]) == "Buy" ?
i["tok2inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["FASK"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0007
: Convert.ToDouble(i["FASK"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.00009 :
//else
i["tok2inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["FBID"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0007
: Convert.ToDouble(i["FBID"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.00009;
// i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]) + Convert.ToDouble(i["tok3_cost"] == DBNull.Value ? "0" : i["tok3_cost"]);
//i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]);
i["NETDelta2"] = Delta_Cal.Instance.Get_NetDelta(Convert.ToDouble(i["Delta2"].ToString() == "NaN" ? "0" : i["Delta2"] == DBNull.Value ? "0" : i["Delta2"]), Convert.ToString(i["tok2inst"] == DBNull.Value ? "0" : i["tok2inst"]), Convert.ToDouble(i["ratio2"] == DBNull.Value ? "0" : i["ratio2"]), Convert.ToString(i["Tok2B_S"] == DBNull.Value ? "0" : i["Tok2B_S"]));
ND.Delta = Convert.ToDouble(i["Delta2"].ToString() == "NaN" ? "0" : i["Delta2"] == DBNull.Value ? "0" : i["Delta2"]);
ND.LTP = Convert.ToDouble(i["FLTP"].ToString() == "NaN" ? "0" : i["FLTP"] == DBNull.Value ? "0" : i["FLTP"]);
Global.Instance.ltp.AddOrUpdate(Convert.ToInt32(i["Token2"]), ND, (k, v) => ND);
var obj = new LTPTONETBOOK();
obj.TOKEN = Stat.Parameter.Token;
obj.LTP = Stat.Parameter.LastTradedPrice;
obj.DELTA = ND.Delta;
FOR_Net_BOOK.Raise(FOR_Net_BOOK, FOR_Net_BOOK.CreateReadOnlyArgs(obj));
}
if (Convert.ToInt32(i["Token3"]) == IPAddress.HostToNetworkOrder( Stat.Parameter.Token))
{
i["F_BID"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)) / 100, 4);
i["F_ASK"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price)) / 100, 4);
i["F_LTP"] = Math.Round(Convert.ToDouble(IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)) / 100, 4);
i["t5"] = GetExpectedProdPrice(i["Tok3B_S"].ToString(), Stat, Convert.ToInt32(i["ratio3"]));
i["t6"] = GetExpectedProdPrice(i["Tok3B_S"].ToString(), Stat, Convert.ToInt32(i["ratio3"]), true);
i["tok3_cost"] = Convert.ToString(i["Tok3B_S"]) == "Buy" ?
i["tok3inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["F_ASK"]) * Convert.ToInt32(i["ratio3"]) * 2 * 0.0007
: Convert.ToDouble(i["F_ASK"]) * Convert.ToInt32(i["ratio3"]) * 2 * 0.00009 :
//else
i["tok3inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["F_BID"]) * Convert.ToInt32(i["ratio3"]) * 2 * 0.0007
: Convert.ToDouble(i["F_BID"]) * Convert.ToInt32(i["ratio3"]) * 2 * 0.00009;
i["NETDelta3"] = Delta_Cal.Instance.Get_NetDelta(Convert.ToDouble(i["Delta3"].ToString() == "NaN" ? 1 : i["Delta3"] == DBNull.Value ? "0" : i["Delta3"]), Convert.ToString(i["tok3inst"] == DBNull.Value ? "0" : i["tok3inst"]), Convert.ToDouble(i["ratio3"] == DBNull.Value ? "0" : i["ratio3"]), Convert.ToString(i["Tok3B_S"] == DBNull.Value ? "0" : i["Tok3B_S"]));
ND.Delta = Convert.ToDouble(i["Delta3"].ToString() == "NaN" ? "0" : i["Delta3"] == DBNull.Value ? "0" : i["Delta3"]);
ND.LTP = Convert.ToDouble(i["F_LTP"].ToString() == "NaN" ? "0" : i["F_LTP"] == DBNull.Value ? "0" : i["F_LTP"]);
Global.Instance.ltp.AddOrUpdate(Convert.ToInt32(i["Token3"]), ND, (k, v) => ND);
var obj = new LTPTONETBOOK();
obj.TOKEN = Stat.Parameter.Token;
obj.LTP = Stat.Parameter.LastTradedPrice;
obj.DELTA = ND.Delta;
FOR_Net_BOOK.Raise(FOR_Net_BOOK, FOR_Net_BOOK.CreateReadOnlyArgs(obj));
}
i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]) + Convert.ToDouble(i["tok3_cost"] == DBNull.Value ? "0" : i["tok3_cost"]);
i["CMP(B)"] =
Convert.ToDouble(i["t1"] == DBNull.Value ? "0" : i["t1"]) + Convert.ToDouble(i["t2"] == DBNull.Value ? "0" : i["t2"]) + Convert.ToDouble(i["t5"] == DBNull.Value ? "0" : i["t5"]);
i["CMP(S)"] = Convert.ToDouble(i["t4"] == DBNull.Value ? "0" : i["t4"]) + Convert.ToDouble(i["t3"] == DBNull.Value ? "0" : i["t3"])+ Convert.ToDouble(i["t6"] == DBNull.Value ? "0" : i["t6"]);
// Global.Instance.MTMDIct.AddOrUpdate(Stat.Parameter.Token, Stat.Parameter.LTP, (k, v) => Stat.Parameter.LTP);
i["NETDelta"] = Math.Round( Delta_Cal.Instance.GetNetDelta(Convert.ToDouble(i["NETDelta1"].ToString() == "NaN" ? "0" : i["NETDelta1"] == DBNull.Value ? "0" : i["NETDelta1"]), Convert.ToDouble(i["NETDelta2"].ToString() == "NaN" ? "0" : i["NETDelta2"] == DBNull.Value ? "0" : i["NETDelta2"]), Convert.ToDouble(i["NETDelta3"].ToString() == "NaN" ? "0" : i["NETDelta3"] == DBNull.Value ? "0" : i["NETDelta3"])),4);
}
}
catch (Exception Ex)
{
MessageBox.Show(" Exception " + Ex.StackTrace.ToString());
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
}
private void PDataOnOnDataChange(object sender, ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP> Stat)
{
try
{
if (DGV.Rows.Count == 0)
{
return;
}
if (DGV.InvokeRequired)
{
DGV.Invoke(new OnLZOArrivedmktDelegate(PDataOnOnDataChange), sender, new ReadOnlyEventArgs<INTERACTIVE_ONLY_MBP>(Stat.Parameter));
return;
}
}
catch (Exception ex)
{
}
int Token = IPAddress.HostToNetworkOrder(Stat.Parameter.Token);
if (_mwatchDict.ContainsKey(Token))
{
_dataMbp.Token = Token;
_dataMbp.ANumberOfOrders = IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].NumberOfOrders);
_dataMbp.BNumberOfOrders = IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].NumberOfOrders);
_dataMbp.APrice =
(decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price) / 100;
_dataMbp.BPrice =
(decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Price)/ 100;
_dataMbp.AQuantity = IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Quantity);
_dataMbp.BQuantity = IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[0].Quantity);
_dataMbp.TotalBuyQuantity = DoubleIndianChange(Stat.Parameter.TotalBuyQuantity);
_dataMbp.TotalSellQuantity = DoubleIndianChange(Stat.Parameter.TotalBuyQuantity);
_dataMbp.ClosingPrice = (decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.ClosingPrice) / 100;
_dataMbp.AverageTradePrice =
(decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.RecordBuffer[5].Price) / 100;
_dataMbp.HighPrice = (decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.HighPrice) / 100;
_dataMbp.LowPrice = (decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.LowPrice) / 100;
_dataMbp.OpenPrice =(decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.OpenPrice) / 100;
_dataMbp.LastTradedPrice =
(decimal)IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradedPrice)/ 100;
_dataMbp.LastTradeQuantity = IPAddress.HostToNetworkOrder(Stat.Parameter.LastTradeQuantity);
_dataMbp.VolumeTradedToday = IPAddress.HostToNetworkOrder(Stat.Parameter.VolumeTradedToday);
SetData(_mwatchDict[Token].Cells["Bid"], _dataMbp.BPrice);
SetData(_mwatchDict[Token].Cells["BidQ"], _dataMbp.BQuantity);
SetData(_mwatchDict[Token].Cells["TBidOrder"], _dataMbp.BNumberOfOrders);
//(IPAddress.NetworkToHostOrder(Stat.Parameter.mbpSells[0].Price)) / 100
SetData(_mwatchDict[Token].Cells["Ask"], _dataMbp.APrice);
SetData(_mwatchDict[Token].Cells["AskQ"], _dataMbp.AQuantity);
SetData(_mwatchDict[Token].Cells["TAskOrder"], _dataMbp.ANumberOfOrders);
SetData(_mwatchDict[Token].Cells["LTP"], _dataMbp.LastTradedPrice);
SetData(_mwatchDict[Token].Cells["LTQ"], _dataMbp.LastTradeQuantity);
SetData(_mwatchDict[Token].Cells["Open"], _dataMbp.OpenPrice);
SetData(_mwatchDict[Token].Cells["High"], _dataMbp.HighPrice);
SetData(_mwatchDict[Token].Cells["Low"], _dataMbp.LowPrice);
SetData(_mwatchDict[Token].Cells["Close"], _dataMbp.ClosingPrice);
SetData(_mwatchDict[Token].Cells["Volume"], _dataMbp.VolumeTradedToday);
// SetData(_mwatchDict[Token].Cells["TBQ"], _dataMbp.TotalBuyQuantity);
// SetData(_mwatchDict[Token].Cells["TSQ"], _dataMbp.TotalSellQuantity);
SetData(_mwatchDict[Token].Cells["ATP"], _dataMbp.AverageTradePrice);
}
}
public void OnDataArrived(Object o, ReadOnlyEventArgs<FinalPrice> Stat)
{
try
{
if (DGV1.InvokeRequired)
{
DGV1.Invoke(new OnDataArrivedDelegate(OnDataArrived), o, new ReadOnlyEventArgs<FinalPrice>(Stat.Parameter));
return;
}
var rowlist = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["Token1"]) == Stat.Parameter.Token || Convert.ToInt32(x["Token2"]) == Stat.Parameter.Token).ToList();// || Convert.ToInt32(x["Token3"]) == Stat.Parameter.Token).ToList();//there is doubt in leg4.......
try
{
foreach (var i in rowlist)
{
if (DGV1.Rows.Count == 0)
{
return;
}
if (Convert.ToInt32(i["Token1"]) == Stat.Parameter.Token)
{
i["NBID"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4);
i["NASK"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100, 4);
i["NLTP"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP) / 100, 4);
i["t1"] = GetExpectedProdPrice(i["Tok1B_S"].ToString(), Stat, Convert.ToInt32(i["ratio1"]));
i["t3"] = GetExpectedProdPrice(i["Tok1B_S"].ToString(), Stat, Convert.ToInt32(i["ratio1"]), true);
i["tok1_cost"] = Convert.ToString(i["Tok1B_S"]) == "Buy" ?
i["tok1inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["NBID"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0007 :
i["tok1inst"].ToString() == "OPTSTK" ? Convert.ToDouble(i["NBID"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0007
: Convert.ToDouble(i["NBID"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0009 :
//else
i["tok1inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0007 :
i["tok1inst"].ToString() == "OPTSTK" ? Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio1"]) * 2 * 0.0007
: Convert.ToDouble(i["NASK"]) * 2 * Convert.ToInt32(i["ratio1"]) * 0.0009;
i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]);
}
if (Convert.ToInt32(i["Token2"]) == Stat.Parameter.Token)
{
i["FBID"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4);
i["FASK"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100, 4);
i["FLTP"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP) / 100, 4);
i["t2"] = GetExpectedProdPrice(i["Tok2B_S"].ToString(), Stat, Convert.ToInt32(i["ratio2"]));
i["t4"] = GetExpectedProdPrice(i["Tok2B_S"].ToString(), Stat, Convert.ToInt32(i["ratio2"]), true);
i["tok2_cost"] = Convert.ToString(i["Tok2B_S"]) == "Buy" ?
i["tok2inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["FBID"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0007 :
i["tok2inst"].ToString() == "OPTSTK" ? Convert.ToDouble(i["FBID"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0007
: Convert.ToDouble(i["FBID"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0009 :
//else
i["tok2inst"].ToString() == "OPTIDX"
? Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0007 :
i["tok2inst"].ToString() == "OPTSTK" ? Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0007
: Convert.ToDouble(i["NASK"]) * Convert.ToInt32(i["ratio2"]) * 2 * 0.0009;
i["cost"] = Convert.ToDouble(i["tok1_cost"] == DBNull.Value ? "0" : i["tok1_cost"]) + Convert.ToDouble(i["tok2_cost"] == DBNull.Value ? "0" : i["tok2_cost"]);
}
i["CMP(B)"] = Convert.ToDouble(i["t1"] == DBNull.Value ? "0" : i["t1"]) + Convert.ToDouble(i["t2"] == DBNull.Value ? "0" : i["t2"]);
i["CMP(S)"] = Math.Abs(Convert.ToDouble(i["t4"] == DBNull.Value ? "0" : i["t4"]) + Convert.ToDouble(i["t3"] == DBNull.Value ? "0" : i["t3"]));
}
}
catch (Exception Ex)
{
MessageBox.Show(" Exception " + Ex.StackTrace.ToString());
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
}
public void OnDataArrived(Object o, ReadOnlyEventArgs<FinalPrice> Stat)
{
try
{
if (DGV1.InvokeRequired)
{
DGV1.Invoke(new OnDataArrivedDelegate(OnDataArrived), o, new ReadOnlyEventArgs<FinalPrice>(Stat.Parameter));
return;
}
var rowlist = SpreadTable.Rows.Cast<DataRow>().Where(x => Convert.ToInt32(x["Token1"]) == Stat.Parameter.Token || Convert.ToInt32(x["Token2"]) == Stat.Parameter.Token).ToList();
foreach (var i in rowlist)
{
if (DGV1.Rows.Count==0)
{
return;
}
if (Convert.ToInt32(i["Token1"]) == Stat.Parameter.Token)
{
i["NBID"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4);
i["NASK"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100, 4);
i["NLTP"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP) / 100, 4);
i["S1"] = Convert.ToInt32(i["TOK1_QTY"] == DBNull.Value ? 0 : i["TOK1_QTY"]) * Convert.ToDouble(i["NASK"]);
i["V2"] = Convert.ToInt32(i["TOK1_QTY"] == DBNull.Value ? 0 : i["TOK1_QTY"]) * Convert.ToDouble(i["NBID"]);
//if(Global.Instance.write==true)
//{
// StreamWriter wr = new StreamWriter(Application.StartupPath + Path.DirectorySeparatorChar+"ClientRECV_Token1", true);
// wr.WriteLine(DateTime.Now.ToString("HH:mm:ss:fff") + "," + Stat.Parameter.Token + "," + Stat.Parameter.LTP + "," + Stat.Parameter.MAXBID + "," + Stat.Parameter.MINASK);
// wr.Close();
//}
}
else if (Convert.ToInt32(i["Token2"]) == Stat.Parameter.Token)
{
i["FBID"] = Math.Round(Convert.ToDouble(Stat.Parameter.MAXBID) / 100, 4);
i["FASK"] = Math.Round(Convert.ToDouble(Stat.Parameter.MINASK) / 100, 4);
i["FLTP"] = Math.Round(Convert.ToDouble(Stat.Parameter.LTP) / 100, 4);
i["S2"] = Convert.ToInt32(i["TOK2_QTY"] == DBNull.Value ? 0 : i["TOK2_QTY"]) * Convert.ToDouble(i["FASK"]);
i["V1"] = Convert.ToInt32(i["TOK2_QTY"] == DBNull.Value ? 0 : i["TOK2_QTY"]) * Convert.ToDouble(i["FBID"]);
//if (Global.Instance.write == true)
//{
// StreamWriter wr = new StreamWriter(Application.StartupPath + Path.DirectorySeparatorChar + "ClientRECV_Token2", true);
// wr.WriteLine(DateTime.Now.ToString("HH:mm:ss:fff") + "," + Stat.Parameter.Token + "," + Stat.Parameter.LTP + "," + Stat.Parameter.MAXBID + "," + Stat.Parameter.MINASK);
// wr.Close();
//}
}
i["BEQ"] = Math.Round((Convert.ToDouble(i["V2"] == DBNull.Value ? 0 : i["V2"]) - Convert.ToDouble(i["V1"] == DBNull.Value ? 0 : i["V1"])) / Convert.ToDouble(i["NBID"] == DBNull.Value ? 1 : i["NBID"]),4);
i["SEQ"] =Math.Round((Convert.ToDouble(i["S2"] == DBNull.Value ? 0 : i["S2"]) - Convert.ToDouble(i["S1"] == DBNull.Value ? 0 : i["S1"])) / Convert.ToDouble(i["NASK"] == DBNull.Value ? 1 : i["NASK"]),4);
Global.Instance.MTMDIct.AddOrUpdate(Stat.Parameter.Token, Stat.Parameter.LTP, (k, v) => Stat.Parameter.LTP);
}
}
catch (DataException a)
{
MessageBox.Show("From Live Data fill " + Environment.NewLine + a.Message);
}
}
private void M_dpthOnOnDataChange(object sender, ReadOnlyEventArgs <INTERACTIVE_ONLY_MBP> data)
{
if (Token.Text != IPAddress.HostToNetworkOrder(data.Parameter.Token).ToString())
{
return;
}
if (dgvMarketPicture.Rows.Count == 0)
{
return;
}
if (dgvMarketPicture.InvokeRequired)
{
dgvMarketPicture.Invoke(new OnLZOArrivedmktDelegate(M_dpthOnOnDataChange), sender, new ReadOnlyEventArgs <INTERACTIVE_ONLY_MBP>(data.Parameter));
return;
}
try
{
if (data.Parameter.RecordBuffer != null && dgvMarketPicture.Rows.Count == 5)
{
dgvMarketPicture.Rows.Clear();
for (int i = 0; i < 5; i++)
{
dgvMarketPicture.Rows.Insert(i);
dgvMarketPicture.Rows[i].Height = 20;
}
if (dgvMarketPicture.Rows.Count <= 0)
{
return;
}
for (int i = 0; i < 5; i++)
{
dgvMarketPicture[Constants.BuyOrders, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i].NumberOfOrders);
dgvMarketPicture[Constants.BQty, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i].Quantity);
dgvMarketPicture[Constants.BuyPrice, i].Value = (decimal)IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i].Price) / 100; // PriceDivisor;
dgvMarketPicture[Constants.SellPrice, i].Value = (decimal)IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i + 5].Price) / 100; // / PriceDivisor;
dgvMarketPicture[Constants.SQty, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i + 5].Quantity);
dgvMarketPicture[Constants.SellOrders, i].Value = IPAddress.HostToNetworkOrder(data.Parameter.RecordBuffer[i + 5].NumberOfOrders);
}
lblLastTradeTime.Text = AtsMethods.SecondsToDateTime(IPAddress.HostToNetworkOrder(data.Parameter.LastTradeTime)).ToString(AtsConst.TimeFormatGrid);
lblLastTrdQty.Text = Convert.ToString(IPAddress.HostToNetworkOrder(data.Parameter.LastTradeQuantity)) + "@" + Convert.ToDecimal(IPAddress.HostToNetworkOrder(data.Parameter.LastTradedPrice) / 100).ToString();
//lblLastUpdt.Text = AtsMethods.SecondsToDateTime(data.Header.ExchangeTimeStamp).ToString(AtsConst.TimeFormatGrid);
lblAvgTradePrice.Text = (IPAddress.HostToNetworkOrder(data.Parameter.AverageTradePrice) / 100).ToString();
lblHigh.Text = (IPAddress.HostToNetworkOrder(data.Parameter.HighPrice) / 100).ToString();;
lbllow.Text = (IPAddress.HostToNetworkOrder(data.Parameter.LowPrice) / 100).ToString();
//lblLtHigh.Text = (data.YearlyHigh / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
// lblLtlLow.Text = (data.YearlyLow / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
//lblPrevClose.Text = (data.ClosePrice / PriceDivisor).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
lblOpen.Text = (IPAddress.HostToNetworkOrder(data.Parameter.OpenPrice) / 100).ToString();
if (IPAddress.HostToNetworkOrder(data.Parameter.ClosingPrice) != 0)
{
lblPercentage.Text = (((IPAddress.HostToNetworkOrder(data.Parameter.LastTradedPrice) - IPAddress.HostToNetworkOrder(data.Parameter.ClosingPrice)) / (decimal)IPAddress.HostToNetworkOrder(data.Parameter.ClosingPrice)) * AtsConst.PriceDivisor100).ToString();
}
lblTotalBuyQuantity.Text = DoubleIndianChange(data.Parameter.TotalBuyQuantity).ToString();
lblTotalSellQuantity.Text = DoubleIndianChange(data.Parameter.TotalSellQuantity).ToString();
//lblOI.Text = Convert.ToString(data.Parameter.CurrentOpenInterest);
//lblTotalTrades.Text =
// lblValue.Text = (data.Parameter.TotalTradedValue / 100).ToString(ContractPanel.ContractData.ContractDetail.PriceFormat);
lblVolume.Text = IPAddress.HostToNetworkOrder(data.Parameter.VolumeTradedToday).ToString();
}
}
catch (Exception ex)
{
}
}
