public ObservableCollection <SpreadLogModel> TransferFromDictionaryToCollection(Dictionary <Int64, SpreadLogModel> dict)
{
ObservableCollection <SpreadLogModel> tempColl = new ObservableCollection <SpreadLogModel>();
ObservableCollection <SpreadLogModel> finalColl = new ObservableCollection <SpreadLogModel>();
listOfItemToRemove.Clear();
leastOrderId = 0;
foreach (var item in dict)
{
tempColl.Add(item.Value);
}
foreach (var item in tempColl.ToList())
{
if (item.ExchangeOrderId == 1700000001452627)
{
Console.WriteLine("symbol : " + item.StrategyTag);
}
bool hasValue = finalColl.Any(m => m.LogTime == item.LogTime && m.StrategyTag == item.StrategyTag && m.Threshold == item.Threshold);
if (hasValue)
{
var coll = from p in finalColl where (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold) select p;
leastOrderId = coll.FirstOrDefault().ExchangeOrderId;
SpreadLogModel leastValue = coll.FirstOrDefault();
if (leastOrderId != 0)
{
foreach (var val in coll)
{
if (val.ExchangeOrderId < leastOrderId)
{
listOfItemToRemove.Add(leastValue);
leastOrderId = val.ExchangeOrderId;
leastValue = val;
}
}
if (!(finalColl.Contains(leastValue)))
{
finalColl.Add(leastValue);
foreach (var delItem in listOfItemToRemove)
{
tempColl.Remove(delItem);
}
}
}
}
else
{
finalColl.Add(item);
}
}
//foreach(var item in finalColl)
//{
// Console.WriteLine("Symbol " + item.StrategyTag + " | threshold : " + item.Threshold + " | orderPrices : " + item.OrderPrice + " | exchnageId : " + item.ExchangeOrderId + " | logtime : " + item.LogTime + " | DateTime : " + item.DateTime + " | " + item.LogTimeStr);
//}
return(finalColl);
}
public ObservableCollection <SpreadLogModel> ProcessDataFromConsoleDataSource(List <string> rawData, bool MatchWithEveryRec)
{
ObservableCollection <SpreadLogModel> _consoleObsrvColl = new ObservableCollection <SpreadLogModel>();
try
{
foreach (var item in rawData)
{
try
{
SpreadLogModel obj = (SpreadLogModel)ReturnSpreadLogObjFromConsoleDate(item);
if (MatchWithEveryRec)
{
if (_consoleObsrvColl.Any(p => (p.LogTime == obj.LogTime) && (p.StrategyTag == obj.StrategyTag) && (p.SpreadPrice == obj.SpreadPrice)) == true)
{
var coll = from p in _consoleObsrvColl where (p.LogTime == obj.LogTime) && (p.StrategyTag == obj.StrategyTag) && (p.SpreadPrice == obj.SpreadPrice) select p;
foreach (var value in coll)
{
if (value.ExchangeOrderId > obj.ExchangeOrderId)
{
_consoleObsrvColl.Add(obj);
listOfItemToRemove.Add(value);
_consoleObsrvColl.Remove(value);
break;
}
}
}
else
{
_consoleObsrvColl.Add(obj);
}
}
else
{
_consoleObsrvColl.Add(obj);
}
}
catch (Exception ex)
{
listOfErrorneousConsoleRecord.Add(item);
}
}
}
catch (Exception ex)
{
return(null);
}
return(_consoleObsrvColl);
}
public SpreadLogModel ReturnSpreadLogObjFromConsoleDate(string line)
{
string logTimeStr = SearchedObjectFromString(line, StaticVariables.RegexPattern_Time);
DateTime dt;
if (DateTime.TryParse(DateTimeHelper.ReturnDate_from_DDD_MMM_YYYY(logTimeStr.Substring(logTimeStr.IndexOf(":") + 2, (logTimeStr.Length) - (logTimeStr.IndexOf(":") + 3))), out dt))
{
// int result = DateTimeHelper.calculateSeconds(dt);
}
string Symbol_console = SearchedObjectFromString(line, StaticVariables.RegexPattern_Symbol);
string id_console = SearchedObjectFromString(line, StaticVariables.RegexPattern_ID);
string Side = SearchedObjectFromString(line, StaticVariables.RegexPattern_Type);
string OptType = SearchedObjectFromString(line, StaticVariables.RegexPattern_Option);
string callPrc = SearchedObjectFromString(line, StaticVariables.RegexPattern_CallPrice);
string PutPrc = SearchedObjectFromString(line, StaticVariables.RegexPattern_PutPrice);
string FutPrc = SearchedObjectFromString(line, StaticVariables.RegexPattern_FuturePrice);
string ExcgId = (SearchedObjectFromString(line, StaticVariables.RegexPattern_OrderNum)).Substring(0, (SearchedObjectFromString(line, StaticVariables.RegexPattern_OrderNum).Length) - 1);
string ExecPrice = SearchedObjectFromString(line, StaticVariables.RegexPattern_Spread);
SpreadLogModel item = new SpreadLogModel()
{
LogTime = DateTimeHelper.calculateSeconds(dt),
DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(DateTimeHelper.calculateSeconds(dt), "HH:mm:ss"),
StrategyTag = (Symbol_console.Substring(Symbol_console.IndexOf(":") + 2, ((Symbol_console.Length) - (Symbol_console.IndexOf(":") + 3)))).Trim(),
ID_Console = Convert.ToInt32(id_console.Substring(id_console.IndexOf(":") + 2, ((id_console.Length) - (id_console.IndexOf(":") + 3)))),
Side = Side.Substring(Side.IndexOf(":") + 2, ((Side.Length) - (Side.IndexOf(":") + 3))),
OptionType = OptType.Substring(OptType.IndexOf(":") + 2, ((OptType.Length) - (OptType.IndexOf(":") + 3))),
CallPrice = Convert.ToDouble(callPrc.Substring(callPrc.IndexOf(":") + 2, ((callPrc.Length) - (callPrc.IndexOf(":") + 3)))),
CallPriceStr = callPrc,
PutPrice = Convert.ToDouble(PutPrc.Substring(PutPrc.IndexOf(":") + 2, ((PutPrc.Length) - (PutPrc.IndexOf(":") + 3)))),
PutPriceStr = PutPrc,
FuturePrice = Convert.ToDouble(FutPrc.Substring(FutPrc.IndexOf(":") + 2, ((FutPrc.Length) - (FutPrc.IndexOf(":") + 3)))),
FuturePriceStr = FutPrc,
ExchangeOrderId = Convert.ToInt64(ExcgId.Substring(ExcgId.IndexOf(":") + 2, ((ExcgId.Length) - (ExcgId.IndexOf(":") + 3)))),
SpreadPrice = Convert.ToDouble(ExecPrice.Substring(ExecPrice.IndexOf(":") + 2, ((ExecPrice.Length) - (ExecPrice.IndexOf(":") + 3))))
};
return(item);
}
public ObservableCollection <SpreadLogModel> GetFinalResultSet(ObservableCollection <SpreadLogModel> user1Data, ObservableCollection <SpreadLogModel> user2Data, bool IsStrictChecking, bool MatchWithEveryRecordOfUser2, string comaprison)
{
finalResultCollAftrComparison.Clear();
switch (comaprison)
{
case "IsComparisonWithConsole_NSE":
#region #When comparison is with Console_NSE
//foreach(var item in user1Data)
//{
// Console.WriteLine("Symbol " + item.StrategyTag + " | threshold : " + item.Threshold + " | orderPrices : " + item.OrderPrice + " | exchnageId : " + item.ExchangeOrderId + " | logtime : " + item.LogTime + " | DateTime : " + item.DateTime + " | " + item.LogTimeStr);
//}
//Console.WriteLine("Printing user 2 details ");
//foreach (var item in user2Data)
//{
// Console.WriteLine("Symbol " + item.StrategyTag + " | threshold : " + item.Threshold + " | orderPrices : " + item.OrderPrice + " | exchnageId : " + item.ExchangeOrderId + " | logtime : " + item.LogTime + " | DateTime : " + item.DateTime + " | " + item.LogTimeStr);
//}
foreach (var item in user1Data)
{
if (!IsStrictChecking)
{
//var coll = user2Data.Where(p => (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold));
var coll = from p in user2Data where (p.LogTime == item.LogTime) && (p.StrategyTag == item.Symbol) && (Math.Abs(p.Threshold) == Math.Abs(item.Threshold)) select p;
if (coll.Any(p => (p.LogTime == item.LogTime) && (p.StrategyTag == item.Symbol) && (Math.Abs(p.Threshold) == Math.Abs(item.Threshold)) == true))
{
foreach (var value in coll)
{
if ((item.CallPrice == value.CallPrice) || (item.PutPrice == value.PutPrice) || (item.FuturePrice == value.FuturePrice))
{
if (item.ExchangeOrderId > value.ExchangeOrderId)
{
leastValueObj = (SpreadLogModel)value;
leastValueObj.UserCode = "Console_NSE";
greaterValueObj = item;
}
else
{
leastValueObj = item;
greaterValueObj = (SpreadLogModel)value;
greaterValueObj.UserCode = "Console_NSE";
}
}
}
/***till here we have got the element with which item[user1] has to be compared****/
if (leastValueObj != null && greaterValueObj != null)
{
if (leastValueObj.UserCode.Contains(item.UserCode))
{
user1ValueObj = (SpreadLogModel)leastValueObj;
user2ValueObj = (SpreadLogModel)greaterValueObj;
}
else
{
user1ValueObj = (SpreadLogModel)greaterValueObj;
user2ValueObj = (SpreadLogModel)leastValueObj;
}
WinnerHighlightStruct winnerStruct = new WinnerHighlightStruct();
winnerStruct.participant1UserId = item.UserCode;
winnerStruct.winneruserId = user1ValueObj.ExchangeOrderId < user2ValueObj.ExchangeOrderId ? user1ValueObj.UserCode : user2ValueObj.UserCode;
SpreadLogModel element = new SpreadLogModel()
{
LogTimeStr = Convert.ToString(user1ValueObj.LogTime) + " || " + Convert.ToString(user2ValueObj.LogTime),
ExchangeOrderIdStr = Convert.ToString(user1ValueObj.ExchangeOrderId) + " || " + Convert.ToString(user2ValueObj.ExchangeOrderId),
OrderPrice = user1ValueObj.OrderPrice + " || " + user2ValueObj.OrderPrice,
GreaterValue = user1ValueObj.ExchangeOrderId < user2ValueObj.ExchangeOrderId ? user1ValueObj.UserCode : user2ValueObj.UserCode,
// DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item1.LogTime, "HH:mm:ss") + "||" + DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(leastValueItem.LogTime, "HH:mm:ss"),
DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item.LogTime, "MM/dd/yyyy HH:mm:ss"),
StrategyTag = user1ValueObj.StrategyTag + " || " + user2ValueObj.StrategyTag,
MktAnalaysisParams = user1ValueObj.Mkt + " || " + user2ValueObj.Mkt,
Difference = Math.Abs(Convert.ToInt32(user1ValueObj.ExchangeOrderId - user2ValueObj.ExchangeOrderId)),
WinnerHighLightVal = winnerStruct
};
if (Math.Abs(element.Difference) <= StaticVariables.DiffThreshold)
{
finalResultCollAftrComparison.Add(element);
}
leastValueObj = null;
greaterValueObj = null;
}
}
}
}
#endregion
break;
case "IsComparisonWithConsole":
#region #When comparison is with console
foreach (var item in user1Data)
{
double callPrice_Q = fileReader.SearchedObjectFromStringForConsole(item.OrderPrice, StaticVariables.RegexPattern_CALLQ);
double putPrice_Q = fileReader.SearchedObjectFromStringForConsole(item.OrderPrice, StaticVariables.RegexPattern_PUTQ);
double futPrice_Q = fileReader.SearchedObjectFromStringForConsole(item.OrderPrice, StaticVariables.RegexPattern_FUTQ);
string symbolAccToConsole = item.StrategyTag.Remove(0, 3);
symbolAccToConsole = symbolAccToConsole.Remove((symbolAccToConsole).IndexOf('_'));
item.StrategyTag = symbolAccToConsole;
if (!IsStrictChecking)
{
foreach (var value in user2Data)
{
if (value.LogTime == item.LogTime && value.StrategyTag == item.StrategyTag && (float)value.SpreadPrice == item.Threshold)
{
if ((callPrice_Q == value.CallPrice) || (putPrice_Q == value.PutPrice) || (futPrice_Q == value.FuturePrice))
{
if (item.ExchangeOrderId > value.ExchangeOrderId)
{
leastValueObj = (SpreadLogModel)value;
leastValueObj.UserCode = "Console";
leastValueObj.OrderPrice = leastValueObj.FuturePriceStr + " | " + leastValueObj.CallPriceStr + " | " + leastValueObj.PutPriceStr;
greaterValueObj = item;
}
else
{
leastValueObj = item;
greaterValueObj = (SpreadLogModel)value;
greaterValueObj.UserCode = "Console";
greaterValueObj.OrderPrice = greaterValueObj.FuturePriceStr + " | " + greaterValueObj.CallPriceStr + " | " + greaterValueObj.PutPriceStr;
}
/***till here we have got the element with which item[user1] has to be compared****/
if (leastValueObj.UserCode.Contains("T"))
{
user1ValueObj = (SpreadLogModel)leastValueObj;
user2ValueObj = (SpreadLogModel)greaterValueObj;
}
else
{
user1ValueObj = (SpreadLogModel)greaterValueObj;
user2ValueObj = (SpreadLogModel)leastValueObj;
}
WinnerHighlightStruct winnerStruct = new WinnerHighlightStruct();
winnerStruct.participant1UserId = item.UserCode;
winnerStruct.winneruserId = user1ValueObj.ExchangeOrderId < user2ValueObj.ExchangeOrderId ? user1ValueObj.UserCode : user2ValueObj.UserCode;
SpreadLogModel element = new SpreadLogModel()
{
LogTimeStr = Convert.ToString(user1ValueObj.LogTime) + " || " + Convert.ToString(user2ValueObj.LogTime),
ExchangeOrderIdStr = Convert.ToString(user1ValueObj.ExchangeOrderId) + " || " + Convert.ToString(user2ValueObj.ExchangeOrderId),
OrderPrice = user1ValueObj.OrderPrice + " || " + user2ValueObj.OrderPrice,
GreaterValue = user1ValueObj.ExchangeOrderId < user2ValueObj.ExchangeOrderId ? user1ValueObj.UserCode : user2ValueObj.UserCode,
// DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item1.LogTime, "HH:mm:ss") + "||" + DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(leastValueItem.LogTime, "HH:mm:ss"),
DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item.LogTime, "HH:mm:ss"),
StrategyTag = user1ValueObj.StrategyTag + " || " + user2ValueObj.StrategyTag,
MktAnalaysisParams = (user1ValueObj.MktAnalaysisParams).Remove(0, user1ValueObj.MktAnalaysisParams.IndexOf(':') + 1),
Difference = Math.Abs(Convert.ToInt32(user1ValueObj.ExchangeOrderId - user2ValueObj.ExchangeOrderId)),
WinnerHighLightVal = winnerStruct
};
//SpreadLogModel element = new SpreadLogModel()
//{
// LogTimeStr = Convert.ToString(leastValueObj.LogTime) + " || " + Convert.ToString(greaterValueObj.LogTime),
// ExchangeOrderIdStr = Convert.ToString(leastValueObj.ExchangeOrderId) + " || " + Convert.ToString(greaterValueObj.ExchangeOrderId),
// OrderPrice = leastValueObj.OrderPrice + " || " + greaterValueObj.OrderPrice,
// GreaterValue = greaterValueObj.UserCode,
// // DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item1.LogTime, "HH:mm:ss") + "||" + DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(leastValueItem.LogTime, "HH:mm:ss"),
// DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item.LogTime, "HH:mm:ss"),
// StrategyTag = leastValueObj.StrategyTag + " || " + greaterValueObj.StrategyTag,
// MktAnalaysisParams = item.MktAnalaysisParams,
// Difference = Math.Abs(Convert.ToInt32(leastValueObj.ExchangeOrderId - greaterValueObj.ExchangeOrderId))
//};
if (Math.Abs(element.Difference) <= StaticVariables.DiffThreshold)
{
finalResultCollAftrComparison.Add(element);
}
}
}
}
#region #difficult to debug method
//var coll = from p in user2Data where (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && ((float)p.SpreadPrice == item.Threshold) select p;
//if (coll.Any(p => (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && ((float)p.SpreadPrice == item.Threshold)) == true)
//{
// foreach (var value in coll)
// {
// if ((callPrice_Q == value.CallPrice) || (putPrice_Q == value.PutPrice) || (futPrice_Q == value.FuturePrice))
// {
// if (item.ExchangeOrderId > value.ExchangeOrderId)
// {
// leastValueObj = (SpreadLogModel)value;
// leastValueObj.UserCode = "Console";
// leastValueObj.OrderPrice = leastValueObj.FuturePriceStr + " | " + leastValueObj.CallPriceStr + " | " + leastValueObj.PutPriceStr;
// greaterValueObj = item;
// }
// else
// {
// leastValueObj = item;
// greaterValueObj = (SpreadLogModel)value;
// greaterValueObj.UserCode = "Console";
// leastValueObj.OrderPrice = greaterValueObj.FuturePriceStr + " | " + greaterValueObj.CallPriceStr + " | " + greaterValueObj.PutPriceStr;
// }
// }
// }
// /***till here we have got the element with which item[user1] has to be compared****/
// SpreadLogModel element = new SpreadLogModel()
// {
// LogTimeStr = Convert.ToString(leastValueObj.LogTime) + " || " + Convert.ToString(greaterValueObj.LogTime),
// ExchangeOrderIdStr = Convert.ToString(leastValueObj.ExchangeOrderId) + " || " + Convert.ToString(greaterValueObj.ExchangeOrderId),
// OrderPrice = leastValueObj.OrderPrice + " || " + greaterValueObj.OrderPrice,
// GreaterValue = greaterValueObj.UserCode,
// // DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item1.LogTime, "HH:mm:ss") + "||" + DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(leastValueItem.LogTime, "HH:mm:ss"),
// DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item.LogTime, "HH:mm:ss"),
// StrategyTag = leastValueObj.StrategyTag + " || " + greaterValueObj.StrategyTag,
// MktAnalaysisParams = item.MktAnalaysisParams,
// Difference = Math.Abs(Convert.ToInt32(leastValueObj.ExchangeOrderId - greaterValueObj.ExchangeOrderId))
// };
// if (Math.Abs(element.Difference) <= StaticVariables.DiffThreshold)
// finalResultCollAftrComparison.Add(element);
//}
#endregion
/**********Fill Percentage Value*********/
}
}
#endregion
break;
case "IsComparisonWithQuantum":
#region #When comparison is with Quantum
foreach (var item in user1Data)
{
// Console.WriteLine(item.StrategyTag);
if (!IsStrictChecking)
{
//var coll = user2Data.Where(p => (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold));
var coll = from p in user2Data where (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold) select p;
if (coll.Any(p => (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold)) == true)
{
foreach (var value in coll)
{
if ((item.CallPrice == value.CallPrice) || (item.PutPrice == value.PutPrice) || (item.FuturePrice == value.FuturePrice))
{
if (item.ExchangeOrderId > value.ExchangeOrderId)
{
leastValueObj = (SpreadLogModel)value;
greaterValueObj = item;
}
else
{
leastValueObj = item;
greaterValueObj = (SpreadLogModel)value;
}
}
}
/***till here we have got the element with which item[user1] has to be compared****/
if (leastValueObj.UserCode.Contains(item.UserCode))
{
user1ValueObj = (SpreadLogModel)leastValueObj;
user2ValueObj = (SpreadLogModel)greaterValueObj;
}
else
{
user1ValueObj = (SpreadLogModel)greaterValueObj;
user2ValueObj = (SpreadLogModel)leastValueObj;
}
WinnerHighlightStruct winnerStruct = new WinnerHighlightStruct();
winnerStruct.participant1UserId = item.UserCode;
winnerStruct.winneruserId = user1ValueObj.ExchangeOrderId < user2ValueObj.ExchangeOrderId ? user1ValueObj.UserCode : user2ValueObj.UserCode;
SpreadLogModel element = new SpreadLogModel()
{
LogTimeStr = Convert.ToString(user1ValueObj.LogTime) + " || " + Convert.ToString(user2ValueObj.LogTime),
ExchangeOrderIdStr = Convert.ToString(user1ValueObj.ExchangeOrderId) + " || " + Convert.ToString(user2ValueObj.ExchangeOrderId),
OrderPrice = user1ValueObj.OrderPrice + " || " + user2ValueObj.OrderPrice,
GreaterValue = user1ValueObj.ExchangeOrderId < user2ValueObj.ExchangeOrderId ? user1ValueObj.UserCode : user2ValueObj.UserCode,
// DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item1.LogTime, "HH:mm:ss") + "||" + DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(leastValueItem.LogTime, "HH:mm:ss"),
DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(item.LogTime, "MM/dd/yyyy HH:mm:ss"),
StrategyTag = user1ValueObj.StrategyTag + " || " + user2ValueObj.StrategyTag,
MktAnalaysisParams = user1ValueObj.Mkt + " || " + user2ValueObj.Mkt,
Difference = Math.Abs(Convert.ToInt32(user1ValueObj.ExchangeOrderId - user2ValueObj.ExchangeOrderId)),
WinnerHighLightVal = winnerStruct
};
if (Math.Abs(element.Difference) <= StaticVariables.DiffThreshold)
{
finalResultCollAftrComparison.Add(element);
}
}
}
}
#endregion
break;
}
return(finalResultCollAftrComparison);
}
public List <Tuple <Int64, short, SpreadLogModel> > FillOrderPriceDictionary(DataTable dt, List <Tuple <Int64, short, SpreadLogModel> > dict)
{
List <Tuple <Int64, short, SpreadLogModel> > tempDict = (List <Tuple <Int64, short, SpreadLogModel> >)dict;
foreach (DataRow node in dt.Rows)
{
try
{
long exorderId = Convert.ToInt64(node["exorderno"]);
int logTime = Convert.ToInt32(node["logtime"]);
string DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(logTime, "HH:mm:ss");
string symbol = Convert.ToString(node["secdesc"]);
string symbolShort = Convert.ToString(node["symbol"]);
double orderPrice = (Convert.ToDouble(node["price"])) / 100;
short state = 2;
short side = Convert.ToInt16(node["side"]);
int token = Convert.ToInt32(node["token"]);
int qty = Convert.ToInt32(node["qty"]);
string tokenType = Convert.ToString(node["type"]);
float threshold = ((float)(Convert.ToInt32(node["origth"])) / 100);
char mktAnalysis = Convert.ToChar(node["ticktype"]);
// char mktAnalysis = (char)(node["ticktype"]);
//char mktAnalysis = 'Z';
int userId = Convert.ToInt32(node["userid"]);
//int userId = Convert.ToInt32("AcceptRejectRule/");
string userCode = "T" + userId;
//if(tempDict.Count>0)
//{
if (state != 9)
{
bool tupleHasProduct = tempDict.Any(m => m.Item1 == exorderId && m.Item2 == state);
if (!tupleHasProduct)
{
SpreadLogModel element = new SpreadLogModel();
element.ExchangeOrderId = exorderId;
element.DateTime = DateTime;
element.LogTime = logTime;
element.SpreadQty = qty;
element.UserID = (short)userId;
element.UserCode = userCode;
element.Threshold = threshold;
element.StrategyType = strategyType;
element.Side = side == 1 ? "BUY" : "SELL";
element.SpreadState = state == 9 ? "CANCELLED" : "TRADED";
element.Mkt = mktAnalysis;
if (tokenType == "PE")
{
element.OrderPrice = tokenType + " | " + Convert.ToString(orderPrice);
element.PutPrice = orderPrice;
element.StrategyTag = symbol.Remove(symbol.Length - 2, 2);
element.Symbol = symbolShort;
}
else if (tokenType == "CE")
{
element.OrderPrice = tokenType + " | " + Convert.ToString(orderPrice);
element.CallPrice = orderPrice;
element.StrategyTag = symbol.Remove(symbol.Length - 2, 2);
element.Symbol = symbolShort;
}
else
{
element.OrderPrice = tokenType + " | " + Convert.ToString(orderPrice);
element.FuturePrice = orderPrice;
// element.StrategyTag = symbol;
}
Tuple <Int64, short, SpreadLogModel> _item = new Tuple <Int64, short, SpreadLogModel>(exorderId, state, element);
tempDict.Add(_item);
}
else
{
var item = tempDict.Find(s => (s.Item1 == exorderId) && (s.Item2 == state));
SpreadLogModel element = new SpreadLogModel();
element.ExchangeOrderId = item.Item1;
element.DateTime = item.Item3.DateTime;
element.LogTime = item.Item3.LogTime;
element.SpreadQty = item.Item3.SpreadQty;
element.StrategyTag = item.Item3.StrategyTag;
element.Symbol = symbolShort;
element.Threshold = item.Item3.Threshold;
element.StrategyType = item.Item3.StrategyType;
element.Side = item.Item3.Side;
element.SpreadState = item.Item3.SpreadState;
element.Mkt = item.Item3.Mkt;
element.UserCode = item.Item3.UserCode;
element.UserID = item.Item3.UserID;
if (tokenType == "PE")
{
element.OrderPrice = item.Item3.OrderPrice + " | " + tokenType + " | " + Convert.ToString(orderPrice);
element.PutPrice = orderPrice;
// element.FuturePrice = item.Item3.FuturePrice;
element.CallPrice = item.Item3.CallPrice;
}
else if (tokenType == "CE")
{
element.OrderPrice = item.Item3.OrderPrice + " | " + tokenType + " | " + Convert.ToString(orderPrice);
element.PutPrice = item.Item3.PutPrice;
// element.FuturePrice = item.Item3.FuturePrice;
element.CallPrice = orderPrice;
}
else
{
element.OrderPrice = item.Item3.OrderPrice + " | " + tokenType + " | " + Convert.ToString(orderPrice);
// element.StrategyTag = item.Item3.StrategyTag + "|" + symbol;
element.PutPrice = item.Item3.PutPrice;
element.FuturePrice = orderPrice;
element.CallPrice = item.Item3.CallPrice;
}
tempDict.Remove(item);
Tuple <long, short, SpreadLogModel> item_New = new Tuple <long, short, SpreadLogModel>(item.Item1, item.Item2, element);
tempDict.Add(item_New);
}
}
else
{
continue;
}
}
catch (Exception ex)
{
MessageBox.Show(ex.ToString());
return(null);
}
}
return(tempDict);
}
public SpreadLogModel ProcessDataTableRowElement(DataRow row)
{
try
{
int userId = Convert.ToInt32(row["userid"]);
string userCode = "T" + userId;
long exorderId = Convert.ToInt64(row["exorderno"]);
int logTime = Convert.ToInt32(row["logtime"]);
string DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(logTime, "HH:mm:ss");
string symbol = Convert.ToString(row["secdesc"]);
short state = Convert.ToInt16(row["orderstate"]);
short side = Convert.ToInt16(row["side"]);
short strategyTypeInShort = Convert.ToInt16(row["strategytype"]);
int qty = Convert.ToInt32(row["qty"]);
string tokenType = Convert.ToString(row["type"]);
string stateStr = state == 9 ? "CANCELLED" : "TRADED";
string spreadSide = side == 1 ? "BUY" : "SELL";
if (strategyTypeInShort == 5)
{
strategyType = "FF";
}
else if (strategyTypeInShort == 2)
{
strategyType = "CR";
}
else if (strategyTypeInShort == 3)
{
strategyType = "BF";
}
else if (strategyTypeInShort == 4)
{
strategyType = "BOX";
}
else if (strategyTypeInShort == 6)
{
strategyType = "CSR";
}
else if (strategyTypeInShort == 8)
{
strategyType = "PULSE";
}
else
{
strategyType = "";
}
string orderPricefinal = FillOrderPricesInSpread(exorderId, state);
float threshold = ((float)(Convert.ToInt32(row["origth"])) / 100);
char mktAnalysis = Convert.ToChar(row["ticktype"]);
SpreadLogModel item = new SpreadLogModel()
{
UserID = (short)userId,
UserCode = userCode,
DateTime = DateTime,
LogTime = logTime,
ExchangeOrderId = exorderId,
SpreadQty = qty,
StrategyTag = symbol,
Threshold = threshold,
StrategyType = strategyType,
Side = spreadSide,
//HybridID = Convert.ToString((node["HybridID"])),
SpreadState = stateStr,
OrderPrice = orderPricefinal + " ]",
//MktAnalaysisParams=Convert.ToString((node["MktAnalaysisParams"]))
Mkt = mktAnalysis
};
return(item);
}
catch (Exception ex)
{
return(null);
}
}
public ObservableCollection <SpreadLogModel> GetDataFromXml(string filePath, short user, bool MatchWithEveryRec)
{
try
{
XmlDocument doc = new XmlDocument();
doc.Load(filePath);
XmlElement root = doc.DocumentElement;
XmlNodeList nodes = root.SelectNodes("Table1");
ObservableCollection <SpreadLogModel> UserResult = new ObservableCollection <SpreadLogModel>();
foreach (XmlNode node in nodes)
{
if (node.HasChildNodes)
{
string mktA = Convert.ToString((node["MktAnalaysisParams"].InnerText));
// Console.WriteLine(mktA.IndexOf("TickType : "));
mktA = mktA.Substring(mktA.IndexOf("TickType"), 11);
SpreadLogModel item = new SpreadLogModel()
{
UserID = Convert.ToInt16((node["UserID"].InnerText)),
UserCode = Convert.ToString("T" + (node["UserID"].InnerText)),
DateTime = Convert.ToString((node["DateTime"].InnerText)),
LogTime = Convert.ToInt32((node["LogTime"].InnerText)),
SpreadPrice = Convert.ToDouble((node["SpreadPrice"].InnerText)),
ExchangeOrderId = Convert.ToInt64((node["ExchangeOrderId"].InnerText)),
SpreadQty = Convert.ToInt32((node["SpreadQty"].InnerText)),
StrategyTag = (node["StrategyTag"].InnerText),
Threshold = float.Parse(node["Threshold"].InnerText),
StrategyType = Convert.ToString((node["StrategyType"].InnerText)),
Side = Convert.ToString((node["Side"].InnerText)),
StrategyID = Convert.ToInt32((node["StrategyID"].InnerText)),
//HybridID = Convert.ToString((node["HybridID"].InnerText)),
SpreadState = Convert.ToString((node["SpreadState"].InnerText)),
SpreadPriceStr = Convert.ToString((node["SpreadState"].InnerText)) == "CANCELLED" ? "" : Convert.ToString((node["SpreadPrice"].InnerText)),
OrderPrice = Convert.ToString((node["OrderPrice"].InnerText)) + " ]",
//MktAnalaysisParams=Convert.ToString((node["MktAnalaysisParams"].InnerText))
MktAnalaysisParams = mktA
};
if (MatchWithEveryRec)
{
if (UserResult.Any(p => (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold)) == true)
{
var coll = from p in UserResult where (p.LogTime == item.LogTime) && (p.StrategyTag == item.StrategyTag) && (p.Threshold == item.Threshold) select p;
foreach (var value in coll)
{
if (value.ExchangeOrderId > item.ExchangeOrderId)
{
UserResult.Add(item);
UserResult.Remove(value);
break;
}
}
}
else
{
UserResult.Add(item);
}
}
else
{
UserResult.Add(item);
}
}
}
return(UserResult);
}
catch (Exception ex)
{
return(null);
}
}
public SpreadLogModel SetDictionaryForConsole_NSEComparison(string csvLine, Int64 foId)
{
string[] values = csvLine.Split(',');
Int64 Fo_Id = Convert.ToInt64(values[30]);
string stateStr = (Convert.ToString(values[29])).TrimEnd();
if (Fo_Id == foId && stateStr != "OCXL")
{
string dateTimeStr = (Convert.ToString(values[10]) + " " + Convert.ToString(values[28]));
DateTime dt;
if (DateTime.TryParse(dateTimeStr, out dt))
{
// int result = DateTimeHelper.calculateSeconds(dt);
}
string Symbol_console = Convert.ToString(values[9]).TrimStart();
Symbol_console = Symbol_console.TrimEnd();
string side = Convert.ToString(values[7]);
string OptType = Convert.ToString(values[12]);
//string priceIndicator = Convert.ToString(values[12]);
if (OptType == "CE")
{
callPrc = Convert.ToDouble(values[18]);
strike = Convert.ToDouble(values[11]);
}
else if (OptType == "PE")
{
PutPrc = Convert.ToDouble(values[18]);
strike = Convert.ToDouble(values[11]);
}
else
{
FutPrc = Convert.ToDouble(values[18]);
strike = 0;
}
Int64 ExcgId = Convert.ToInt64(values[6]);
SpreadLogModel dictItem;
if (DictionaryOrderId_SpreadLogModel.TryGetValue(ExcgId, out dictItem))
{
if (OptType == "CE")
{
dictItem.CallPrice = callPrc;
dictItem.Strike = strike;
}
else if (OptType == "PE")
{
dictItem.PutPrice = PutPrc;
dictItem.Strike = strike;
}
else
{
dictItem.FuturePrice = FutPrc;
}
if (dictItem.FuturePrice != 0 && dictItem.CallPrice != 0 && dictItem.PutPrice != 0)
{
dictItem.OrderPrice = "CE : " + dictItem.CallPrice + " | PE : " + dictItem.PutPrice + " | FT : " + dictItem.FuturePrice;
//dictItem.Threshold = (float)(Convert.ToDouble(dictItem.FuturePrice - dictItem.Strike) - Convert.ToDouble(dictItem.PutPrice - dictItem.CallPrice));
dictItem.Threshold = (float)(Convert.ToDouble((dictItem.CallPrice - dictItem.PutPrice) - (dictItem.FuturePrice - dictItem.Strike)));
}
}
else
{
SpreadLogModel item = new SpreadLogModel()
{
LogTime = DateTimeHelper.calculateSeconds(dt),
DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(DateTimeHelper.calculateSeconds(dt), "HH:mm:ss"),
StrategyTag = Symbol_console,
Side = side == "B" ? "Buy" : "Sell",
OptionType = OptType,
CallPrice = callPrc,
PutPrice = PutPrc,
FuturePrice = FutPrc,
ExchangeOrderId = ExcgId,
SpreadState = stateStr == "OCXL" ? "CANCELLED" : "TRADED",
Strike = strike
};
DictionaryOrderId_SpreadLogModel.Add(ExcgId, item);
}
}
return(null);
}
public SpreadLogModel ReturnSpreadLogModelObjPostReadingCommaSeparatedTXTFile(string csvLine, Int64 foId)
{
string[] values = csvLine.Split(',');
Int64 Fo_Id = Convert.ToInt64(values[30]);
string stateStr = (Convert.ToString(values[29])).TrimEnd();
if (Fo_Id == foId && stateStr != "OCXL")
{
#region #Extracting values of the csv file line and returning the object
string dateTimeStr = (Convert.ToString(values[10]) + " " + Convert.ToString(values[28]));
DateTime dt;
if (DateTime.TryParse(dateTimeStr, out dt))
{
// int result = DateTimeHelper.calculateSeconds(dt);
}
string Symbol_console = Convert.ToString(values[9]);
string side = Convert.ToString(values[7]);
string OptType = Convert.ToString(values[12]);
//string priceIndicator = Convert.ToString(values[12]);
if (OptType == "CE")
{
callPrc = Convert.ToDouble(values[18]);
strike = Convert.ToDouble(values[11]);
}
else if (OptType == "PE")
{
PutPrc = Convert.ToDouble(values[18]);
strike = Convert.ToDouble(values[11]);
}
else
{
FutPrc = Convert.ToDouble(values[18]);
strike = 0;
}
Int64 ExcgId = Convert.ToInt64(values[6]);
SpreadLogModel dictItem;
if (DictionaryOrderId_SpreadLogModel.TryGetValue(ExcgId, out dictItem))
{
if (dictItem.OptionType == "CE")
{
}
else if (dictItem.OptionType == "PE")
{
}
else
{
}
return(DictionaryOrderId_SpreadLogModel[ExcgId]);
}
else
{
SpreadLogModel item = new SpreadLogModel()
{
LogTime = DateTimeHelper.calculateSeconds(dt),
DateTime = DateTimeHelper.getDateTimeStrFromNSEEpochSeconds(DateTimeHelper.calculateSeconds(dt), "HH:mm:ss"),
StrategyTag = Symbol_console,
Side = side == "B" ? "Buy" : "Sell",
OptionType = OptType,
CallPrice = callPrc,
PutPrice = PutPrc,
FuturePrice = FutPrc,
ExchangeOrderId = ExcgId,
SpreadState = stateStr == "OCXL" ? "CANCELLED" : "TRADED",
Strike = strike
};
DictionaryOrderId_SpreadLogModel.Add(ExcgId, item);
return(DictionaryOrderId_SpreadLogModel[ExcgId]);
}
#endregion
}
else
{
return(null);
}
}
