private void OnBarsUpdate(object sender, BarsUpdateEventArgs e)
{
if (State == State.Active && SuperDom != null && SuperDom.IsConnected)
{
if (SuperDom.IsReloading)
{
OnPropertyChanged();
return;
}
BarsUpdateEventArgs barsUpdate = e;
lock (barsSync)
{
int currentMaxIndex = barsUpdate.MaxIndex;
for (int i = lastMaxIndex + 1; i <= currentMaxIndex; i++)
{
if (barsUpdate.BarsSeries.GetIsFirstBarOfSession(i))
{
// If a new session starts, clear out the old values and start fresh
LastVolumes.Clear();
}
double ask = barsUpdate.BarsSeries.GetAsk(i);
double bid = barsUpdate.BarsSeries.GetBid(i);
double close = barsUpdate.BarsSeries.GetClose(i);
long volume = barsUpdate.BarsSeries.GetVolume(i);
if (Bidask == VolumeSide.ask && lastBid != bid && close <= bid)
{
lastBid = bid;
long newVolume;
LastVolumes.AddOrUpdate(bid, newVolume = 1, (price, oldVolume) => newVolume = oldVolume + 1);
}
if (Bidask == VolumeSide.bid && lastAsk != ask && close >= ask)
{
lastAsk = ask;
long newVolume;
LastVolumes.AddOrUpdate(ask, newVolume = 1, (price, oldVolume) => newVolume = oldVolume + 1);
}
}
lastMaxIndex = barsUpdate.MaxIndex;
if (!clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
}
}
protected override void OnRender(DrawingContext dc, double renderWidth)
{
// This may be true if the UI for a column hasn't been loaded yet (e.g., restoring multiple tabs from workspace won't load each tab until it's clicked by the user)
if (gridPen == null)
{
if (UiWrapper != null && PresentationSource.FromVisual(UiWrapper) != null)
{
Matrix m = PresentationSource.FromVisual(UiWrapper).CompositionTarget.TransformToDevice;
double dpiFactor = 1 / m.M11;
gridPen = new Pen(Application.Current.TryFindResource("BorderThinBrush") as Brush, 1 * dpiFactor);
halfPenWidth = gridPen.Thickness * 0.5;
}
}
if (fontFamily != SuperDom.Font.Family ||
(SuperDom.Font.Italic && fontStyle != FontStyles.Italic) ||
(!SuperDom.Font.Italic && fontStyle == FontStyles.Italic) ||
(SuperDom.Font.Bold && fontWeight != FontWeights.Bold) ||
(!SuperDom.Font.Bold && fontWeight == FontWeights.Bold))
{
// Only update this if something has changed
fontFamily = SuperDom.Font.Family;
fontStyle = SuperDom.Font.Italic ? FontStyles.Italic : FontStyles.Normal;
fontWeight = SuperDom.Font.Bold ? FontWeights.Bold : FontWeights.Normal;
typeFace = new Typeface(fontFamily, fontStyle, fontWeight, FontStretches.Normal);
heightUpdateNeeded = true;
}
double verticalOffset = -gridPen.Thickness;
lock (SuperDom.Rows)
foreach (PriceRow row in SuperDom.Rows)
{
if (renderWidth - halfPenWidth >= 0)
{
// Draw cell
Rect rect = new Rect(-halfPenWidth, verticalOffset, renderWidth - halfPenWidth, SuperDom.ActualRowHeight);
// Create a guidelines set
GuidelineSet guidelines = new GuidelineSet();
guidelines.GuidelinesX.Add(rect.Left + halfPenWidth);
guidelines.GuidelinesX.Add(rect.Right + halfPenWidth);
guidelines.GuidelinesY.Add(rect.Top + halfPenWidth);
guidelines.GuidelinesY.Add(rect.Bottom + halfPenWidth);
dc.PushGuidelineSet(guidelines);
dc.DrawRectangle(BackColor, null, rect);
dc.DrawLine(gridPen, new Point(-gridPen.Thickness, rect.Bottom), new Point(renderWidth - halfPenWidth, rect.Bottom));
dc.DrawLine(gridPen, new Point(rect.Right, verticalOffset), new Point(rect.Right, rect.Bottom));
//dc.Pop();
if (SuperDom.IsConnected &&
!SuperDom.IsReloading &&
State == NinjaTrader.NinjaScript.State.Active)
{
// Draw proportional volume bar
long buyVolume = 0;
long sellVolume = 0;
long totalRowVolume = 0;
long totalVolume = 0;
if (LastVolumes.TryGetValue(row.Price, out totalRowVolume))
{
totalVolume = totalLastVolume;
}
else
{
verticalOffset += SuperDom.ActualRowHeight;
continue;
}
// Print volume value - remember to set MaxTextWidth so text doesn't spill into another column
if (totalRowVolume > 0)
{
string volumeString = string.Empty;
volumeString = totalRowVolume.ToString(Core.Globals.GeneralOptions.CurrentCulture);
if (renderWidth - 6 > 0)
{
if (DisplayText || rect.Contains(Mouse.GetPosition(UiWrapper)))
{
FormattedText volumeText = new FormattedText(volumeString, Core.Globals.GeneralOptions.CurrentCulture, FlowDirection.LeftToRight, typeFace, SuperDom.Font.Size, ForeColor)
{
MaxLineCount = 1, MaxTextWidth = renderWidth - 6, Trimming = TextTrimming.CharacterEllipsis
};
// Getting the text height is expensive, so only update it if something's changed
if (heightUpdateNeeded)
{
textHeight = volumeText.Height;
heightUpdateNeeded = false;
}
textPosition.Y = verticalOffset + (SuperDom.ActualRowHeight - textHeight) / 2;
dc.DrawText(volumeText, textPosition);
}
}
}
verticalOffset += SuperDom.ActualRowHeight;
}
else
{
verticalOffset += SuperDom.ActualRowHeight;
}
dc.Pop();
}
}
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Name = "Num Touches";
Buys = new ConcurrentDictionary <double, long>();
BackColor = Brushes.Transparent;
BarColor = Application.Current.TryFindResource("brushVolumeColumnBackground") as Brush;
BuyColor = Brushes.Green;
DefaultWidth = 160;
PreviousWidth = -1;
DisplayText = true;
ForeColor = Application.Current.TryFindResource("brushVolumeColumnForeground") as Brush;
ImmutableBarColor = Application.Current.TryFindResource("immutableBrushVolumeColumnBackground") as Brush;
ImmutableForeColor = Application.Current.TryFindResource("immutableBrushVolumeColumnForeground") as Brush;
IsDataSeriesRequired = true;
LastVolumes = new ConcurrentDictionary <double, long>();
SellColor = Brushes.Red;
Sells = new ConcurrentDictionary <double, long>();
Bidask = VolumeSide.bid;
}
else if (State == State.Configure)
{
if (UiWrapper != null && PresentationSource.FromVisual(UiWrapper) != null)
{
Matrix m = PresentationSource.FromVisual(UiWrapper).CompositionTarget.TransformToDevice;
double dpiFactor = 1 / m.M11;
gridPen = new Pen(Application.Current.TryFindResource("BorderThinBrush") as Brush, 1 * dpiFactor);
halfPenWidth = gridPen.Thickness * 0.5;
}
if (SuperDom.Instrument != null && SuperDom.IsConnected)
{
BarsPeriod bp = new BarsPeriod
{
MarketDataType = MarketDataType.Last,
BarsPeriodType = BarsPeriodType.Tick,
Value = 1
};
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.SetLoadingString());
clearLoadingSent = false;
if (BarsRequest != null)
{
BarsRequest.Update -= OnBarsUpdate;
BarsRequest = null;
}
BarsRequest = new BarsRequest(SuperDom.Instrument,
Cbi.Connection.PlaybackConnection != null ? Cbi.Connection.PlaybackConnection.Now : Core.Globals.Now,
Cbi.Connection.PlaybackConnection != null ? Cbi.Connection.PlaybackConnection.Now : Core.Globals.Now);
BarsRequest.BarsPeriod = bp;
BarsRequest.TradingHours = (TradingHoursData == TradingHours.UseInstrumentSettings || TradingHours.Get(TradingHoursData) == null) ? SuperDom.Instrument.MasterInstrument.TradingHours : TradingHours.Get(TradingHoursData);
BarsRequest.Update += OnBarsUpdate;
BarsRequest.Request((request, errorCode, errorMessage) =>
{
// Make sure this isn't a bars callback from another column instance
if (request != BarsRequest)
{
return;
}
lastMaxIndex = 0;
maxVolume = 0;
totalBuyVolume = 0;
totalLastVolume = 0;
totalSellVolume = 0;
Sells.Clear();
Buys.Clear();
LastVolumes.Clear();
if (State >= NinjaTrader.NinjaScript.State.Terminated)
{
return;
}
if (errorCode == Cbi.ErrorCode.UserAbort)
{
if (State <= NinjaTrader.NinjaScript.State.Terminated)
{
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
request.Update -= OnBarsUpdate;
request.Dispose();
request = null;
return;
}
if (errorCode != Cbi.ErrorCode.NoError)
{
request.Update -= OnBarsUpdate;
request.Dispose();
request = null;
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
else if (errorCode == Cbi.ErrorCode.NoError)
{
SessionIterator superDomSessionIt = new SessionIterator(request.Bars);
bool isInclude60 = request.Bars.BarsType.IncludesEndTimeStamp(false);
if (superDomSessionIt.IsInSession(Core.Globals.Now, isInclude60, request.Bars.BarsType.IsIntraday))
{
for (int i = 0; i < request.Bars.Count; i++)
{
DateTime time = request.Bars.BarsSeries.GetTime(i);
if ((isInclude60 && time <= superDomSessionIt.ActualSessionBegin) || (!isInclude60 && time < superDomSessionIt.ActualSessionBegin))
{
continue;
}
double ask = request.Bars.BarsSeries.GetAsk(i);
double bid = request.Bars.BarsSeries.GetBid(i);
double close = request.Bars.BarsSeries.GetClose(i);
long volume = request.Bars.BarsSeries.GetVolume(i);
if (ask != double.MinValue && close >= ask)
{
Buys.AddOrUpdate(close, volume, (price, oldVolume) => oldVolume + volume);
totalBuyVolume += volume;
}
else if (bid != double.MinValue && close <= bid)
{
Sells.AddOrUpdate(close, volume, (price, oldVolume) => oldVolume + volume);
totalSellVolume += volume;
}
long newVolume;
LastVolumes.AddOrUpdate(close, newVolume = volume, (price, oldVolume) => newVolume = 0);
totalLastVolume += volume;
if (newVolume > maxVolume)
{
maxVolume = newVolume;
}
}
lastMaxIndex = request.Bars.Count - 1;
// Repaint the column on the SuperDOM
OnPropertyChanged();
}
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
});
}
}
else if (State == State.Active)
{
if (!DisplayText)
{
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .AddHandler(UiWrapper, "MouseMove", OnMouseMove);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .AddHandler(UiWrapper, "MouseEnter", OnMouseEnter);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .AddHandler(UiWrapper, "MouseLeave", OnMouseLeave);
mouseEventsSubscribed = true;
}
}
else if (State == State.Terminated)
{
if (BarsRequest != null)
{
BarsRequest.Update -= OnBarsUpdate;
BarsRequest.Dispose();
}
BarsRequest = null;
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
if (!DisplayText && mouseEventsSubscribed)
{
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .RemoveHandler(UiWrapper, "MouseMove", OnMouseMove);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .RemoveHandler(UiWrapper, "MouseEnter", OnMouseEnter);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .RemoveHandler(UiWrapper, "MouseLeave", OnMouseLeave);
mouseEventsSubscribed = false;
}
lastMaxIndex = 0;
maxVolume = 0;
totalBuyVolume = 0;
totalLastVolume = 0;
totalSellVolume = 0;
Sells.Clear();
Buys.Clear();
LastVolumes.Clear();
}
}
private void OnBarsUpdate(object sender, BarsUpdateEventArgs e)
{
if (State == State.Active && SuperDom != null && SuperDom.IsConnected)
{
if (SuperDom.IsReloading)
{
OnPropertyChanged();
return;
}
BarsUpdateEventArgs barsUpdate = e;
lock (barsSync)
{
int currentMaxIndex = barsUpdate.MaxIndex;
for (int i = lastMaxIndex + 1; i <= currentMaxIndex; i++)
{
if (barsUpdate.BarsSeries.GetIsFirstBarOfSession(i))
{
// If a new session starts, clear out the old values and start fresh
maxVolume = 0;
totalBuyVolume = 0;
totalLastVolume = 0;
totalSellVolume = 0;
Sells.Clear();
Buys.Clear();
LastVolumes.Clear();
}
double ask = barsUpdate.BarsSeries.GetAsk(i);
double bid = barsUpdate.BarsSeries.GetBid(i);
double close = barsUpdate.BarsSeries.GetClose(i);
long volume = barsUpdate.BarsSeries.GetVolume(i);
if (ask != double.MinValue && close >= ask)
{
Buys.AddOrUpdate(close, volume, (price, oldVolume) => oldVolume + volume);
totalBuyVolume += volume;
}
else if (bid != double.MinValue && close <= bid)
{
Sells.AddOrUpdate(close, volume, (price, oldVolume) => oldVolume + volume);
totalSellVolume += volume;
}
long newVolume;
LastVolumes.AddOrUpdate(close, newVolume = volume, (price, oldVolume) => newVolume = oldVolume + volume);
totalLastVolume += volume;
if (newVolume > maxVolume)
{
maxVolume = newVolume;
}
}
lastMaxIndex = barsUpdate.MaxIndex;
if (!clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
}
}
