public void VerifySymbolDataRec(string Symbol)
{
lock ( SymbolDataRecs )
{
if (!SymbolDataRecs.Keys.Contains(Symbol))
{
SymbolDataRecs[Symbol] = new SymbolDataRec(Symbol);
}
}
}
private void UpdateFromSymbolData(string Type, SymbolDataRec SymbolData)
{
string Text = string.Format("{0}: Symbol: {1}, Price: {2}, Size: {3}, " +
"Bid: {4}, Ask: {5}, " +
"BidSize: {6}, AskSize: {7} " +
"Time: {8} EST",
Type, SymbolData.Symbol,
SymbolData.LastPrice, SymbolData.LastSize,
SymbolData.Bid, SymbolData.Ask,
SymbolData.BidSize, SymbolData.AskSize,
SymbolData.TimeStamp);
AppendText(Text);
}
public SymbolDataRec OnLastTrade(LastTrade LastTradeRef)
{
if (IsSimulationMode)
{
VerifySymbolDataRec(LastTradeRef.symbol);
}
SymbolDataRec SymbolData = GetSymbolDataRec(LastTradeRef.symbol);
if (SymbolData != null)
{
SymbolData.LastPrice = LastTradeRef.last.price;
SymbolData.LastSize = LastTradeRef.last.size;
SymbolData.TimeStamp = DateTimeFromUnixTimestampMillis(LastTradeRef.last.timestamp);
}
return(SymbolData);
}
public SymbolDataRec OnTrade(Trade TradeRef)
{
if (IsSimulationMode)
{
VerifySymbolDataRec(TradeRef.sym);
}
SymbolDataRec SymbolData = GetSymbolDataRec(TradeRef.sym);
if (SymbolData != null)
{
SymbolData.LastPrice = TradeRef.p;
SymbolData.LastSize = TradeRef.s;
SymbolData.TimeStamp = DateTimeFromUnixTimestampMillis(TradeRef.t);
}
return(SymbolData);
}
public SymbolDataRec OnLastQuote(LastQuote LastQuoteRef)
{
if (IsSimulationMode)
{
VerifySymbolDataRec(LastQuoteRef.symbol);
}
SymbolDataRec SymbolData = GetSymbolDataRec(LastQuoteRef.symbol);
if (SymbolData != null)
{
SymbolData.Bid = LastQuoteRef.last.bidprice;
SymbolData.Ask = LastQuoteRef.last.askprice;
SymbolData.AskSize = LastQuoteRef.last.asksize;
SymbolData.BidSize = LastQuoteRef.last.bidsize;
SymbolData.TimeStamp = DateTimeFromUnixTimestampMillis(LastQuoteRef.last.timestamp);
}
return(SymbolData);
}
public SymbolDataRec OnQuote(Quote QuoteRef)
{
if (IsSimulationMode)
{
VerifySymbolDataRec(QuoteRef.sym);
}
SymbolDataRec SymbolData = GetSymbolDataRec(QuoteRef.sym);
if (SymbolData != null)
{
SymbolData.Bid = QuoteRef.bp;
SymbolData.Ask = QuoteRef.ap;
SymbolData.BidSize = QuoteRef.bs;
SymbolData.AskSize = QuoteRef.ask;
SymbolData.TimeStamp = DateTimeFromUnixTimestampMillis(QuoteRef.t);
}
return(SymbolData);
}
private void OnLastQuote(LastQuote LastQuoteRef)
{
SymbolDataRec SymbolData = SymDataHandler.OnLastQuote(LastQuoteRef);
UpdateFromSymbolData("==> LastQuote", SymbolData);
}
// this handler is attached to PGWebRef.OnQuoteEvent
// which is fired for realtime data
private void OnQuote(Quote QuoteRef)
{
SymbolDataRec SymbolData = SymDataHandler.OnQuote(QuoteRef);
UpdateFromSymbolData("***> Quote", SymbolData);
}
// this handler is attached to PGWebRef.OnTradeEvent
// which is fired for realtime data
private void OnTrade(Trade TradeRef)
{
SymbolDataRec SymbolData = SymDataHandler.OnTrade(TradeRef);
UpdateFromSymbolData("Trade", SymbolData);
}