private void BackgroundWorker_ProgressChanged(object sender, ProgressChangedEventArgs e)
{
//runs on UI thread
if (e.UserState is PriceUpdate)
{
PriceUpdate price = (PriceUpdate)e.UserState;
UpdatePricesInDataGrids(price);
}
else if (e.UserState is Position)
{
Position pos = (Position)e.UserState;
UpdatePositionInDataGrids(pos);
}
else
if (e.UserState is Security)
{
Security sec = (Security)e.UserState;
UpdateStaticDataInDataGrids(sec, "Currency");
UpdateStaticDataInDataGrids(sec, "Previous Close");
UpdateStaticDataInDataGrids(sec, "Previous Adj Close");
UpdateStaticDataInDataGrids(sec, "Multiplier");
}
else
{
//issue with data type in queue
}
}
public void UpdatePricesInDataGrids(PriceUpdate price)
{
foreach (TabPage tab in tabControl_portfolios.Controls)
{
string folio_name = tab.Name;
foreach (Control control in tab.Controls)
{
if (control.Name == "dataGridView")
{
DataGridView view = (DataGridView)control;
DataTable data_table = (DataTable)view.DataSource;
foreach (DataRow row in data_table.Rows)
{
if ((string)row["Security Name"].ToString() == price.Name)
{
row["Last Price"] = price.Price;
}
else if ((string)row["Forex"].ToString() == price.Name)
{
row["Forex Rate"] = price.Price;
}
}
view.DataSource = data_table;
this.BindingContext[view.DataSource].EndCurrentEdit();
}
}
}
}
private void BackgroundWorker_ProgressChanged(object sender, ProgressChangedEventArgs e)
{
if (e.UserState is PriceUpdate)
{
PriceUpdate price = (PriceUpdate)e.UserState;
PortfoliosForm.PortfoliosFormsUpdates.Enqueue(price);
}
else if (e.UserState is Position)
{
Position pos = (Position)e.UserState;
PortfoliosForm.PortfoliosFormsUpdates.Enqueue(pos);
}
else
if (e.UserState is Security)
{
Security sec = (Security)e.UserState;
PortfoliosForm.PortfoliosFormsUpdates.Enqueue(sec);
}
}
public static void StartRTWatch()
{
// watch OMS
Action watch_oms = () =>
{
//Mahmoud add OMS start here
/*
* start the callback which should enqueue new/updated position into "RTUpdatesQueue"
*/
/*
* 20190417|MSEUR|AFX GY|118380.444|337.527749999996|16.946999999999|320.580749999997|0|80.6|80.55|1300|300|1000|80.31625|0|0|1|E|EUR|4562.39050999997|4562.39050999997|4562.39050999997
* 20190417|MSEUR|ALC SW|0|0|0|0|0|57.85|56.3|0|0|0|0|0|0|1|E|CHF|22308.0728505001|22308.0728505001|22308.0728505001
* 20190417|MSEUR|AZN LN|0|0|-0|0|0|5914|6015|0|0|0|0|0|0|1|E|GBp|-919.232414999996|-919.232414999996|-919.232414999996
*
*/
Random rand = new Random();
while (true)
{
System.Threading.Thread.Sleep(5500);
Position pos = new Position()
{
PortfolioName = "MSEUR",
Currency = "USD",
UnderlyingType = "E",
UnderlyingTicker = "AFX GY",
Underlying = "AFX GY",
RealizedPnL = Convert.ToDouble(337.527749999996),
BODPnL = Convert.ToDouble(16.946999999999),
BeginOfDayQuantity = Convert.ToDouble(6000),
BoughtQuantity = Convert.ToDouble(0),
BoughtAveragePrice = Convert.ToDouble(12.3 * rand.NextDouble()),
SoldQuantity = Convert.ToDouble(50 * rand.NextDouble()),
SoldAveragePrice = Convert.ToDouble(19.5 * rand.NextDouble()),
YTDPnL = Convert.ToDouble(15000.58),
MTDPnL = Convert.ToDouble(5000.69),
WTDPnL = Convert.ToDouble(32000.365)
};
DataSource.RTUpdatesQueue.Enqueue(pos);
System.Threading.Thread.Sleep(1500);
//another one
Position pos2 = new Position()
{
PortfolioName = "MSEUR",
Currency = "EUR",
UnderlyingType = "E",
UnderlyingTicker = "ALC SW",
Underlying = "ALC SW",
RealizedPnL = Convert.ToDouble(337.527749999996),
BODPnL = Convert.ToDouble(16.946999999999),
BeginOfDayQuantity = Convert.ToDouble(6000),
BoughtQuantity = Convert.ToDouble(0),
BoughtAveragePrice = Convert.ToDouble(12.3 * rand.NextDouble()),
SoldQuantity = Convert.ToDouble(50 * rand.NextDouble()),
SoldAveragePrice = Convert.ToDouble(19.5 * rand.NextDouble()),
YTDPnL = Convert.ToDouble(15000.58),
MTDPnL = Convert.ToDouble(5000.69),
WTDPnL = Convert.ToDouble(32000.365)
};
DataSource.RTUpdatesQueue.Enqueue(pos2);
}
};
// // watch bloom this action is starting at the start of the program
Action watch_bloomberg = () =>
{
log4net.ILog Log =
log4net.LogManager.GetLogger("DataSource.StartWatch.watch_bloomberg");// System.Reflection.MethodBase.GetCurrentMethod().DeclaringType.Name);
/*
* //Mahmoud
* all the securities for bloom to deal with for both RT ans static data
* are going to be in the "WatchedTickers" queue as a Security object
* (The push in the queue will be done from the portfolio form side (once there a is a new security
* coming from OMS in a new position))
* So I suggest you do the following:
* 1- start an empty subscription to bloomberg
* 2- whithin a while(true) keep waiting anything coming in the queue
* 3- once you have a security in the queue 1) get its static data and push in the RT updates then 2) add it to the subscription for RT.
*/
// some how pull oms system and enqueue into MarketDataUpdates
int mult = 1;
Random rand = new Random();
while (true)
{
while (false == WatchedTickers.IsEmpty)
{
Security sec = new Security("");
WatchedTickers.TryDequeue(out sec);
sec.Currency = "EUR";
sec.Country = "France ";
if (mult % 2 == 0)
{
sec.Country += Convert.ToString(mult);
}
sec.QuotationFactor = 1;
sec.Multiplier = 1;
if (mult % 6 == 0)
{
sec.Multiplier = 100;
}
sec.Sector = "Sector 1" + Convert.ToString(mult);
sec.PreviousAdjClose = 5;
if (sec.Name == "AFX GY")
{
sec.PreviousAdjClose = 15.5;
}
else if (sec.Name == "ALC SW")
{
sec.PreviousAdjClose = 19.5;
}
sec.PreviousClose = 4;
if (sec.Name == "AFX GY")
{
sec.PreviousClose = 15.5 - 5;
}
else if (sec.Name == "ALC SW")
{
sec.PreviousClose = 19.5 - 5;
}
RTUpdatesQueue.Enqueue(sec);
mult++;
}
System.Threading.Thread.Sleep(3500);
Log.Info("waiting prices..");
PriceUpdate update_ticker = new PriceUpdate("AFX GY", mult * rand.NextDouble());
RTUpdatesQueue.Enqueue(update_ticker);
PriceUpdate update_ticker2 = new PriceUpdate("ALC SW", mult * rand.NextDouble());
RTUpdatesQueue.Enqueue(update_ticker2);
PriceUpdate update_ticker3 = new PriceUpdate("AZN LN", mult * rand.NextDouble());
RTUpdatesQueue.Enqueue(update_ticker3);
PriceUpdate update_ticker4 = new PriceUpdate("BAER SW", mult * rand.NextDouble());
RTUpdatesQueue.Enqueue(update_ticker4);
PriceUpdate update_ticker5 = new PriceUpdate("DNBF US", mult * rand.NextDouble());
RTUpdatesQueue.Enqueue(update_ticker5);
if (mult % 15 == 0)
{
PriceUpdate update_ticker_fx = new PriceUpdate("EUR/USD", mult * rand.NextDouble());
RTUpdatesQueue.Enqueue(update_ticker_fx);
}
}
};
Task.Factory.StartNew(() =>
{
Parallel.Invoke(watch_bloomberg, watch_oms);
});
}
