private void BestTick(PriceStruct price, out List <PQ> bid, out List <PQ> offer)
{
double last = price.Last0.Price.ToDouble();
bid = _Best(-1, last, price.BidDOMs);
offer = _Best(1, last, price.OfferDOMs);
}
static void Main(string[] args)
{
PriceClass _priceClass = new PriceClass();
Type type = typeof(PriceClass);
PropertyInfo info = type.GetProperty("Value");
info.SetValue(_priceClass, 32, null);
Console.WriteLine(_priceClass.Value);
PriceStruct _priceStruct = new PriceStruct();
type = typeof(PriceStruct);
info = type.GetProperty("Value");
info.SetValue(_priceStruct, 32, null);
Console.WriteLine(_priceStruct.Value);
object _bpriceStruct = new PriceStruct(); //Box first
type = typeof(PriceStruct);
info = type.GetProperty("Value");
info.SetValue(_bpriceStruct, 65, null);
Console.WriteLine(((PriceStruct)_bpriceStruct).Value); //now unbox and get value
// Debugger.Break();
}
public ProductInfo(int index, ContractStruct contract)
{
Index = index;
Exch = contract.ExchangeName;
Commodity = contract.ContractName;
Date = contract.ContractDate;
Key = $"{Exch},{Commodity},{Date}";
TickSize = contract.TickSize.ToDouble();
PriceStruct price = Util.PATS.Price(Index);
LimitUP = price.LimitUp.Price.ToDouble();
LimitDOWN = price.LimitDown.Price.ToDouble();
}
static void Main(string[] args)
{
PriceClass _priceClass = new PriceClass();
Type type = typeof(PriceClass);
PropertyInfo info = type.GetProperty("Value");
info.SetValue(_priceClass, 32, null);
Console.WriteLine(_priceClass.Value);
PriceStruct _priceStruct = new PriceStruct();
type = typeof(PriceStruct);
info = type.GetProperty("Value");
info.SetValue(_priceStruct, 32, null);
Console.WriteLine(_priceStruct.Value);
object _bpriceStruct = new PriceStruct(); //Box first
type = typeof(PriceStruct);
info = type.GetProperty("Value");
info.SetValue(_bpriceStruct, 65, null);
Console.WriteLine(((PriceStruct)_bpriceStruct).Value); //now unbox and get value
// Debugger.Break();
}
private void ExtendTick(PriceStruct price, out List <PQ> bid, out List <PQ> offer)
{
double lastPrice = price.Last0.Price.ToDouble();
double bidInit = price.BidDOM0.Price.ToDouble();
double offerInit = price.OfferDOM0.Price.ToDouble();
int bidPlusCnt = 0, offerPlusCnt = 0;
if (lastPrice != 0)
{
if (lastPrice > bidInit | bidInit == 0)
{
bidInit = lastPrice;
bidPlusCnt = 1;
}
if (lastPrice < offerInit || offerInit == 0)
{
offerInit = lastPrice;
offerPlusCnt = 1;
}
}
bid = _Extend(bidInit, bidPlusCnt, -1, price.BidDOMs);
offer = _Extend(offerInit, offerPlusCnt, 1, price.OfferDOMs);
}
public static extern int ptGetPriceForContract(string ExchangeName, string ContractName, string ContractDate, ref PriceStruct CurrentPrice);
private void PATS_OnPriceUpdate(string key, PriceStruct price)
{
//throw new NotImplementedException();
}
private void OnPriceTigger(string ExchangeName, string ContractName, string ContractDate, PriceStruct val)
{
if (PriceTigger != null)
{
PriceTigger(ExchangeName, ContractName, ContractDate, val);
}
}
void PriceUpdate(ref PriceUpdStruct value)
{
PriceStruct ps = new PriceStruct();
ptGetPriceForContract(value.ExchangeName
, value.ContractName
, value.ContractDate, ref ps);
OnPriceTigger(value.ExchangeName, value.ContractName, value.ContractDate, ps);
if ((ps.ChangeMask & ptChangeBid) == ptChangeBid)
{
}
if ((ps.ChangeMask & ptChangeOffer) == ptChangeOffer)
{
}
if ((ps.ChangeMask & ptChangeImpliedBid) == ptChangeImpliedBid)
{
}
if ((ps.ChangeMask & ptChangeImpliedOffer) == ptChangeImpliedOffer)
{
}
if ((ps.ChangeMask & ptChangeRFQ) == ptChangeRFQ)
{
}
if ((ps.ChangeMask & ptChangeLast) == ptChangeLast)
{
}
if ((ps.ChangeMask & ptChangeTotal) == ptChangeTotal)
{
}
if ((ps.ChangeMask & ptChangeHigh) == ptChangeHigh)
{
}
if ((ps.ChangeMask & ptChangeLow) == ptChangeLow)
{
}
if ((ps.ChangeMask & ptChangeOpening) == ptChangeOpening)
{
}
if ((ps.ChangeMask & ptChangeClosing) == ptChangeClosing)
{
}
if ((ps.ChangeMask & ptChangeBidDOM) == ptChangeBidDOM)
{
}
if ((ps.ChangeMask & ptChangeOfferDOM) == ptChangeOfferDOM)
{
}
if ((ps.ChangeMask & ptChangeTGE) == ptChangeTGE)
{
}
if ((ps.ChangeMask & ptChangeOfferDOM) == ptChangeOfferDOM)
{
}
if ((ps.ChangeMask & ptChangeSettlement) == ptChangeSettlement)
{
}
if ((ps.ChangeMask & ptChangeIndic) == ptChangeIndic)
{
}
}