public SpotTilePricingViewModel(ICurrencyPair currencyPair, SpotTileSubscriptionMode spotTileSubscriptionMode, ISpotTileViewModel parent,
Func <Direction, ISpotTilePricingViewModel, IOneWayPriceViewModel> oneWayPriceFactory,
IReactiveTrader reactiveTrader,
IConcurrencyService concurrencyService,
IConstantRatePump constantRatePump,
ILoggerFactory loggerFactory)
{
_currencyPair = currencyPair;
_subscriptionMode = spotTileSubscriptionMode;
_parent = parent;
_priceLatencyRecorder = reactiveTrader.PriceLatencyRecorder;
_concurrencyService = concurrencyService;
_constantRatePump = constantRatePump;
_log = loggerFactory.Create(typeof(SpotTilePricingViewModel));
_priceSubscription = new SerialDisposable();
Bid = oneWayPriceFactory(Direction.SELL, this);
Ask = oneWayPriceFactory(Direction.BUY, this);
Notional = "1000000";
DealtCurrency = currencyPair.BaseCurrency;
SpotDate = "SP";
IsSubscribing = true;
SubscribeForPrices();
}
static LimitedNotificationTrader GetTrader(ICurrencyPair currencyPair, IObservable <PriceDto> priceStream)
{
var trader = new LimitedNotificationTrader();
trader.Initialize(priceStream, currencyPair);
return(trader);
}
public CurrencyPairFutureMasterCorrelations GetCurrencyFuturesCorrelations(ICurrencyPair currencyPair)
{
var result = new CurrencyPairFutureMasterCorrelations {
CurrencyPair = currencyPair
};
/// If this currency pair is a major currency cross, eg AUD/USD, then we'll be able to find a single future master.
var correlation = GetSingleContractCorrelation(currencyPair.BaseCurrency, currencyPair.QuoteCurrency);
if (null != correlation)
{
result.FutureMastersCorrelations = new[] { correlation };
return(result);
}
/// If this currency pair is NOT a major currency cross, eg AUD/NZD, we'll need to find a combination of future masters using a common major currency cross.
/// TODO: At the moment, there is no preference given to the order in which major currencies are searched.
var majors = _futuresMap.Select(m => m.FutureMasterQuote).Distinct().Select(s => CurrencyTypeExtensions.FromForexCode(s));
foreach (var major in majors)
{
/// Note that it's important to get the input parameters in the correct order for each of these two lines below.
var correlation1 = GetSingleContractCorrelation(currencyPair.BaseCurrency, major);
var correlation2 = GetSingleContractCorrelation(major, currencyPair.QuoteCurrency);
if (null != correlation1 && null != correlation2)
{
result.FutureMastersCorrelations = new[] { correlation1, correlation2 };
return(result);
}
}
throw new Exception($"Unable to find future master correlation for currency pair '{currencyPair.BaseCurrency}/{currencyPair.QuoteCurrency}'.");
}
public SpotTilePricingViewModel(ICurrencyPair currencyPair, SpotTileSubscriptionMode spotTileSubscriptionMode, ISpotTileViewModel parent,
Func<Direction, ISpotTilePricingViewModel, IOneWayPriceViewModel> oneWayPriceFactory,
IReactiveTrader reactiveTrader,
IConcurrencyService concurrencyService,
IConstantRatePump constantRatePump,
ILoggerFactory loggerFactory)
{
_currencyPair = currencyPair;
_subscriptionMode = spotTileSubscriptionMode;
_parent = parent;
_priceLatencyRecorder = reactiveTrader.PriceLatencyRecorder;
_concurrencyService = concurrencyService;
_constantRatePump = constantRatePump;
_log = loggerFactory.Create(typeof(SpotTilePricingViewModel));
_priceSubscription = new SerialDisposable();
Bid = oneWayPriceFactory(Direction.SELL, this);
Ask = oneWayPriceFactory(Direction.BUY, this);
Notional = "1000000";
DealtCurrency = currencyPair.BaseCurrency;
SpotDate = "SP";
IsSubscribing = true;
SubscribeForPrices();
}
public void Initialize(IObservable<PriceDto> priceStream, ICurrencyPair currencyPair)
{
_loggerFactory = new DebugLoggerFactory();
var pricingServiceClient = new WatchPricingServiceClient(priceStream);
var priceFactory = new PriceFactory(new WatchExecutionRepository(), new PriceLatencyRecorder());
var priceRepository = new PriceRepository(pricingServiceClient, priceFactory, _loggerFactory);
PriceStream = priceRepository.GetPriceStream(currencyPair);
}
public void Initialize(IObservable <PriceDto> priceStream, ICurrencyPair currencyPair)
{
_loggerFactory = new DebugLoggerFactory();
var pricingServiceClient = new WatchPricingServiceClient(priceStream);
var priceFactory = new PriceFactory(new WatchExecutionRepository(), new PriceLatencyRecorder());
var priceRepository = new PriceRepository(pricingServiceClient, priceFactory, _loggerFactory);
PriceStream = priceRepository.GetPriceStream(currencyPair);
}
public bool Matches(ICurrencyPair pair)
{
if (pair == null)
{
return false;
}
return (pair.BaseCurrency == _baseCurrency && pair.CounterCurrency == _counterCurrency);
}
public bool Matches(ICurrencyPair pair)
{
if (pair == null)
{
return(false);
}
return(pair.BaseCurrency == _baseCurrency && pair.CounterCurrency == _counterCurrency);
}
public IPrice Create(PriceDto priceDto, ICurrencyPair currencyPair)
{
var bid = new ExecutablePrice(Direction.SELL, priceDto.Bid, _executionRepository);
var ask = new ExecutablePrice(Direction.BUY, priceDto.Ask, _executionRepository);
var price = new Price(bid, ask, priceDto.SpotDate, currencyPair, priceDto.CreationTimestamp);
_priceLatencyRecorder.OnReceived(price);
return(price);
}
public void UpdateSpecifiedPair(ICurrencyPair chosenPair)
{
using (HttpClient hc = new HttpClient())
{
HttpResponseMessage response = hc.GetAsync(string.Format("{0}{1}", GetSpecifiedPairURL, chosenPair.ShortName)).Result;
string responseString = response.Content.ReadAsStringAsync().Result;
var rawItem = JsonConvert.DeserializeObject <CurrencyPairResponseSpecific>(responseString.Substring(11, responseString.Length - 12));
chosenPair.UpdateValues(new decimal(rawItem.Avg), new decimal(rawItem.Last), new decimal(rawItem.Buy), new decimal(rawItem.Sell), new decimal(rawItem.High), new decimal(rawItem.Low));
}
}
public IPrice Create(PriceDto priceDto, ICurrencyPair currencyPair)
{
var bid = new ExecutablePrice(Direction.SELL, priceDto.Bid, _executionRepository);
var ask = new ExecutablePrice(Direction.BUY, priceDto.Ask, _executionRepository);
var price = new Price(bid, ask, priceDto.SpotDate, currencyPair, priceDto.CreationTimestamp);
_priceLatencyRecorder.OnReceived(price);
return price;
}
public IObservable<IPrice> GetPriceStream(ICurrencyPair currencyPair)
{
return Observable.Defer(() => _pricingServiceClient.GetSpotStream(currencyPair.Symbol))
.Select(p => _priceFactory.Create(p, currencyPair))
.Catch(Observable.Return(new StalePrice(currencyPair))) // if the stream errors (server disconnected), we push a stale price
.Repeat() // and resubscribe
.DetectStale(TimeSpan.FromSeconds(4), Scheduler.Default)
.Select(s => s.IsStale ? new StalePrice(currencyPair) : s.Update)
.Publish()
.RefCount();
}
public Price(ExecutablePrice bid, ExecutablePrice ask, DateTime valueDate, ICurrencyPair currencyPair, long serverTimestamp)
{
_serverTimestamp = serverTimestamp;
Bid = bid;
Ask = ask;
ValueDate = valueDate;
CurrencyPair = currencyPair;
bid.Parent = this;
ask.Parent = this;
Spread = (ask.Rate - bid.Rate) * (long)Math.Pow(10, currencyPair.PipsPosition);
}
public Price(ExecutablePrice bid, ExecutablePrice ask, DateTime valueDate, ICurrencyPair currencyPair, long serverTimestamp)
{
_serverTimestamp = serverTimestamp;
Bid = bid;
Ask = ask;
ValueDate = valueDate;
CurrencyPair = currencyPair;
bid.Parent = this;
ask.Parent = this;
Spread = (ask.Rate - bid.Rate)* (long)Math.Pow(10, currencyPair.PipsPosition);
}
private void CurrencyChooseComboBox_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
ICurrencyPair temp = (ICurrencyPair)CurrencyChooseComboBox.SelectedItem;
Graph.Titles.Clear();
if (temp != null)
{
Title t = new Title(RadioButtonSN.IsChecked.Value ? temp.ShortName : temp.FullName);
t.Font = new Font("Segoe UI", 15);
Graph.Titles.Add(t);
}
axisXData.Clear();
axisBuyData.Clear();
axisSellData.Clear();
}
public SpotTileViewModel(ICurrencyPair currencyPair,
SpotTileSubscriptionMode spotTileSubscriptionMode,
Func<ICurrencyPair, SpotTileSubscriptionMode, ISpotTileViewModel, ISpotTilePricingViewModel> pricingFactory,
Func<ITrade, ISpotTileViewModel, ISpotTileAffirmationViewModel> affirmationFactory,
Func<string, ISpotTileViewModel, ISpotTileErrorViewModel> errorFactory,
Func<ISpotTileConfigViewModel> configFactory)
{
_affirmationFactory = affirmationFactory;
_errorFactory = errorFactory;
_configFactory = configFactory;
if (currencyPair != null)
{
Pricing = pricingFactory(currencyPair, spotTileSubscriptionMode, this);
CurrencyPair = currencyPair.Symbol;
}
}
public SpotTileViewModel(ICurrencyPair currencyPair,
SpotTileSubscriptionMode spotTileSubscriptionMode,
Func <ICurrencyPair, SpotTileSubscriptionMode, ISpotTileViewModel, ISpotTilePricingViewModel> pricingFactory,
Func <ITrade, ISpotTileViewModel, ISpotTileAffirmationViewModel> affirmationFactory,
Func <string, ISpotTileViewModel, ISpotTileErrorViewModel> errorFactory,
Func <ISpotTileConfigViewModel> configFactory)
{
_affirmationFactory = affirmationFactory;
_errorFactory = errorFactory;
_configFactory = configFactory;
if (currencyPair != null)
{
Pricing = pricingFactory(currencyPair, spotTileSubscriptionMode, this);
CurrencyPair = currencyPair.Symbol;
}
}
public override void Awake(NSObject context)
{
base.Awake(context);
_pair = PairFromContext(context);
if (_pair == null)
{
return;
}
if (Pairs.NotificationCurrencyPair != null && Pairs.NotificationCurrencyPair.Matches(_pair))
{
BecomeCurrentPage();
Pairs.NotificationCurrencyPair = null;
}
SetTitle($"{_pair.BaseCurrency} / {_pair.CounterCurrency}");
}
public override void Awake(NSObject context)
{
base.Awake(context);
_pair = PairFromContext(context);
if (_pair == null)
{
return;
}
if (Pairs.NotificationCurrencyPair != null && Pairs.NotificationCurrencyPair.Matches(_pair))
{
BecomeCurrentPage();
Pairs.NotificationCurrencyPair = null;
}
SetTitle($"{_pair.BaseCurrency} / {_pair.CounterCurrency}");
}
public IObservable <IPrice> GetPriceStream(ICurrencyPair currencyPair)
{
return(Observable.Defer(() => _pricingServiceClient.GetSpotStream(currencyPair.Symbol))
.Select(p => _priceFactory.Create(p, currencyPair))
.Catch <IPrice, Exception>(ex =>
{
_log.Error("Error thrown in stream " + currencyPair.Symbol, ex);
// if the stream errors (server disconnected), we push a stale price
return Observable
.Return <IPrice>(new StalePrice(currencyPair))
// terminate the observable in 3sec so the repeat does not kick-off immediatly
.Concat(Observable.Timer(TimeSpan.FromSeconds(3)).IgnoreElements().Select(_ => new StalePrice(currencyPair)));
})
.Repeat() // and resubscribe
.DetectStale(TimeSpan.FromSeconds(4), Scheduler.Default)
.Select(s => s.IsStale ? new StalePrice(currencyPair) : s.Update)
.Publish()
.RefCount());
}
public IObservable<IPrice> GetPriceStream(ICurrencyPair currencyPair)
{
return Observable.Defer(() => _pricingServiceClient.GetSpotStream(currencyPair.Symbol))
.Select(p => _priceFactory.Create(p, currencyPair))
.Catch<IPrice, Exception>(ex =>
{
_log.Error("Error thrown in stream " + currencyPair.Symbol, ex);
// if the stream errors (server disconnected), we push a stale price
return Observable
.Return<IPrice>(new StalePrice(currencyPair))
// terminate the observable in 3sec so the repeat does not kick-off immediatly
.Concat(Observable.Timer(TimeSpan.FromSeconds(3)).IgnoreElements().Select(_ => new StalePrice(currencyPair)));
})
.Repeat() // and resubscribe
.DetectStale(TimeSpan.FromSeconds(4), Scheduler.Default)
.Select(s => s.IsStale ? new StalePrice(currencyPair) : s.Update)
.Publish()
.RefCount();
}
public PriceTileModel(ICurrencyPair currencyPair, IPriceLatencyRecorder priceLatencyRecorder, IConcurrencyService concurrencyService)
{
this.priceLatencyRecorder = priceLatencyRecorder;
this._currencyPair = currencyPair;
this._concurrencyService = concurrencyService;
// Default ui content.
this.Symbol = _currencyPair.BaseCurrency + " / " + _currencyPair.CounterCurrency;
this.Status = PriceTileStatus.Streaming;
this.RightSideBigNumber = this.LeftSideBigNumber = "--";
this.NotionalCcy = this.Base;
// Make default National something a bit random / more interesting. Improved usability.
var random = new System.Random();
this.Notional = 100000 + 50000 * random.Next(19);
_currencyPair.PriceStream
.ObserveOn(_concurrencyService.Dispatcher)
.Subscribe(price => OnPrice(price));
}
public static bool IsUSDBase(this ICurrencyPair pair) => pair.BaseCurrency == CurrencyType.UsDollar;
public IFutureContract[] GetContinuousFutureContracts(ICurrencyPair currencyPair)
{
var futureMasters = GetCurrencyFuturesCorrelations(currencyPair).FutureMastersCorrelations.Select(c => c.FutureMaster);
return(futureMasters.Select(fm => InstrumentProvider.GetContinuousFutureContract(fm)).ToArray());
}
public CurrencyPairUpdate(UpdateType updateType, ICurrencyPair currencyPair)
{
UpdateType = updateType;
CurrencyPair = currencyPair;
}
public CurrencyPairUpdate(UpdateType updateType, ICurrencyPair currencyPair)
{
UpdateType = updateType;
CurrencyPair = currencyPair;
}
public static NSString ToNSString(this ICurrencyPair currencyPair)
{
var json = JsonConvert.SerializeObject(currencyPair);
return(new NSString(json));
}
public StalePrice(ICurrencyPair currencyPair)
{
CurrencyPair = currencyPair;
}
public static bool IsUSDQuote(this ICurrencyPair pair) => pair.QuoteCurrency == CurrencyType.UsDollar;
public static bool IsUSDCrossFor(this ICurrencyPair pair, CurrencyType currency) => (pair.IsUSDBase() && pair.QuoteCurrency == currency) || (pair.IsUSDQuote() && pair.BaseCurrency == currency);
public StalePrice(ICurrencyPair currencyPair)
{
CurrencyPair = currencyPair;
}
static LimitedNotificationTrader GetTrader(ICurrencyPair currencyPair, IObservable<PriceDto> priceStream)
{
var trader = new LimitedNotificationTrader();
trader.Initialize(priceStream, currencyPair);
return trader;
}
