public bool Watch(Tick tick, int NoTicksAlertWait)
{
int last = tick.time;
if (!_last.ContainsKey(tick.symbol))
{
_last.Add(tick.symbol, last);
if (_alertonfirst) // if we're notifying when first tick arrives, do it.
{
if (FirstTick != null)
{
FirstTick(SecurityImpl.Parse(tick.symbol));
}
}
return(true);
}
int span = Util.FTDIFF(_last[tick.symbol], last);
bool alert = span > NoTicksAlertWait;
_last[tick.symbol] = last;
if (alert && (Alerted != null))
{
Alerted(SecurityImpl.Parse(tick.symbol, _last[tick.symbol]));
}
return(!alert);
}
/// <summary>
/// Sends the alerts for tickstreams who have gone idle based on the provided datetime.
/// </summary>
/// <param name="date">The datetime.</param>
/// <param name="AlertSecondsWithoutTick">The alert seconds without tick.</param>
public void SendAlerts(DateTime date, int AlertSecondsWithoutTick)
{
foreach (string sym in _last.Keys)
{
if (Alerted != null)
{
if (Util.FTDIFF(_last[sym], Util.DT2FT(date)) > AlertSecondsWithoutTick)
{
Alerted(SecurityImpl.Parse(sym, _last[sym]));
}
}
}
}
/// <summary>
/// Initilize the reading of an EPF file and return the header as a Stock object.
/// </summary>
/// <param name="EPFfile">The EP ffile.</param>
/// <returns></returns>
public static SecurityImpl InitEpf(StreamReader EPFfile)
{
StreamReader cf = EPFfile;
string symline = cf.ReadLine();
string dateline = cf.ReadLine();
Regex se = new Regex("=[$^a-z-A-Z0-9]+");
Regex dse = new Regex(@"; Date=([0-9]+)/([0-9]+)/([0-9]+).*$");
MatchCollection r = se.Matches(symline, 0);
string t = r[0].Value;
string symbol = t.Substring(1, t.Length - 1);
SecurityImpl s = SecurityImpl.Parse(symbol.ToUpper());
string date = dateline.Contains("/") ? dse.Replace(dateline, "20$3$1$2") : Regex.Match(dateline, "[0-9]+").ToString();
s.Date = Convert.ToInt32(date);
return(s);
}
public static Tick Deserialize(string msg)
{
string [] r = msg.Split(',');
Tick t = new TickImpl();
t.Sec = SecurityImpl.Parse(r[(int)TickField.symbol]);
t.symbol = t.Sec.Symbol;
t.trade = Convert.ToDecimal(r[(int)TickField.trade]);
t.size = Convert.ToInt32(r[(int)TickField.tsize]);
t.bid = Convert.ToDecimal(r[(int)TickField.bid]);
t.ask = Convert.ToDecimal(r[(int)TickField.ask]);
t.os = Convert.ToInt32(r[(int)TickField.asksize]);
t.bs = Convert.ToInt32(r[(int)TickField.bidsize]);
t.ex = r[(int)TickField.tex];
t.be = r[(int)TickField.bidex];
t.oe = r[(int)TickField.askex];
t.time = Convert.ToInt32(r[(int)TickField.time]);
t.date = Convert.ToInt32(r[(int)TickField.date]);
t.datetime = t.date * 1000000 + t.time;
t.depth = Convert.ToInt32(r[(int)TickField.tdepth]);
return(t);
}
public static BasketImpl Deserialize(string serialBasket)
{
BasketImpl mb = new BasketImpl();
if ((serialBasket == null) || (serialBasket == ""))
{
return(mb);
}
string[] r = serialBasket.Split(',');
for (int i = 0; i < r.Length; i++)
{
if (r[i] == "")
{
continue;
}
SecurityImpl sec = SecurityImpl.Parse(r[i]);
if (sec.isValid)
{
mb.Add(sec);
}
}
return(mb);
}
/// <summary>
/// adds a security if not already present
/// </summary>
/// <param name="sym"></param>
public void Add(string sym)
{
var sec = SecurityImpl.Parse(sym);
Add(sec);
}
