protected async Task Sends()
{
//var servicesSelected = string.Join(',', values.Select(i => valuesName[i]));
serviceRequestText = await TDAStreamerData.getServiceRequest(values, symbol);
await TDAStreamerJs.InvokeAsync <string>("tdaSendRequest", serviceRequestText);
}
protected async Task Logout()
{
string request = TDAStreamerData.getLoginRequest(isLogout: true);
var dud = await TDAStreamerJs.InvokeAsync <string>("tdaSendRequest", request);
StateHasChanged();
}
protected void serviceRequestChanged(RadzenSplitButtonItem item)
{
if (item == null)
{
return;
}
serviceSelection = item.Value;
TDAStreamerData.chain = "102120C337,102120P337";
serviceRequestText = TDAStreamerData.getServiceRequestOld(serviceSelection, symbol);
//LogText(serviceRequestText);
}
private async Task TDA_Process_Data(string jsonResponse)
{
var dataJsonSvcArray = JObject.Parse(jsonResponse)["data"];
foreach (var svcJsonObject in dataJsonSvcArray)
{
var svcName = svcJsonObject["service"].ToString();
//if (simulatorSettings!=null && simulatorSettings.isSimulated)
svcDateTime = GetServiceTime(svcJsonObject);
var svcJson = svcJsonObject.ToString();
var svcFieldedJson = svcJson;
/// Decode
/// Get field names corresponding to field numbers
List <string> svcFields = TDAConstants.TDAResponseFields[svcName];
/// Replace field numbers with field names
for (int i = 1; i < svcFields.Count; i++)
{
string sIndex = $"\"{i}\":";
svcFieldedJson = svcFieldedJson.Replace(sIndex, $" \"{svcFields[i]}\":");
}
if (TDAStreamerData.simulatorSettings != null && !TDAStreamerData.simulatorSettings.buildDatabaseDuringSimulate)
{
LogText("DECODED: " + svcFieldedJson);
}
var svcJsonObjectDecoded = JObject.Parse(svcFieldedJson);
//var contents = svcJsonObjectDecoded["content"].ToString();
/// Send to connected hub
///
await TDAStreamerData.captureTdaServiceData(svcFieldedJson);
clock = TDAChart.svcDateTime.ToString(clockFormat);
/// Send to message queue
/// We can replay these messages later from simulator
/// Need to NOT reswnd
dictTopicCounts[svcName] += 1;
if (!simulate)
{
await FilesManager.SendToMessageQueue(symbol, svcName, svcDateTime, svcFieldedJson);
}
//await Send(svcName, svcFieldedJson);
StateHasChanged();
}
}
private async Task RunOnClick()
{
try
{
var filsList = dirInput.GetFiles().OrderBy(f => f.LastWriteTime);
foreach (var file in filsList)
{
/// Read earliest file from the TIMESALE_EQUITY folder
var json = File.ReadAllText(file.FullName);
/// Decode the json
TDAStreamerData.captureTdaServiceData(json);
//if (file.Name.StartsWith(CONSTANTS.TIMESALE_EQUITY))
// TDAStreamerData.Decode_TimeSales(CONSTANTS.TIMESALE_EQUITY, json);
//else if (file.Name.StartsWith(CONSTANTS.QUOTE))
// await TDAStreamerData.Decode_Quote(json);
/// Move file to Archive
var archiveFolder = CONSTANTS.messageQarchiveFolder + CONSTANTS.TIMESALE_EQUITY + @"\";
File.Move(file.FullName, archiveFolder + file.Name);
/// Create the output
/// Save Output to Output folder file
/// Send output to SignalR
///
if (TDAStreamerData.timeSales.ContainsKey("QQQ"))
{
Count = TDAStreamerData.timeSales["QQQ"].Count;
}
await Task.Yield();
StateHasChanged();
}
await Task.CompletedTask;
}
catch (Exception e)
{
snackBarIsOpen = true;
msg = e.ToString();
//StateHasChanged();
}
}
void ResetArchive()
{
try
{
var destinationDirectory = CONSTANTS.messageQinputFolder + CONSTANTS.TIMESALE_EQUITY;
var sourceDirectory = CONSTANTS.messageQarchiveFolder + CONSTANTS.TIMESALE_EQUITY;
Directory.Delete(destinationDirectory);
Directory.Move(sourceDirectory, destinationDirectory);
Directory.CreateDirectory(sourceDirectory);
TDAStreamerData.Reset();
}
catch (Exception e)
{
snackBarIsOpen = true;
msg = e.ToString();
//StateHasChanged();
}
}
public void getPrintsData()
{
TDAStreamerData.getPrintsData(ref printsData, seconds, isPrintsSize, symbol);
total = printsData.Sum(t => t.Revenue).ToString("n0");
long oneMinuteAgo = (long)(DateTime.Now.ToUniversalTime().AddSeconds(-seconds) - new DateTime(1970, 1, 1)).TotalMilliseconds;
var reds = TDAStreamerData.timeSales[symbol].Where(t => t.level == 1 && t.time >= oneMinuteAgo).Sum(t => t.size)
+ TDAStreamerData.timeSales[symbol].Where(t => t.level == 2 && t.time >= oneMinuteAgo).Sum(t => t.size);
var greens = TDAStreamerData.timeSales[symbol].Where(t => t.level == 4 && t.time >= oneMinuteAgo).Sum(t => t.size)
+ TDAStreamerData.timeSales[symbol].Where(t => t.level == 5 && t.time >= oneMinuteAgo).Sum(t => t.size);
float nBids = 1;
if (reds == 0 && greens == 0)
{
nBids = 0;
}
if (reds == 0)
{
reds = (1 / 11) * greens;
}
nBids = 100 * ((greens / reds) - 1);
bids = nBids.ToString("n0");
if (nBids < -10)
{
badgeClass = "btn-danger btn btn-circle";
}
else if (nBids > 10)
{
badgeClass = "btn-success btn btn-circle";
}
else
{
badgeClass = " btn btn-circle";
}
StateHasChanged();
}
public static async Task Decode(string symbol, string content)
{
//if (TDABookManager.lstBookEntry.Count == 0) return;
TDAStreamerData.jSRuntime.warn(System.Reflection.MethodBase.GetCurrentMethod().Name);
/// Get current time and sales from streamer content
var timeAndSales = JsonSerializer.Deserialize <TimeSales_Content>(content);
TDAChart.svcDateTime = timeAndSales.TimeDate;
var prevTimeAndSales = timeAndSales;
if (TDAStreamerData.timeSales.ContainsKey(symbol) && TDAStreamerData.timeSales[symbol].Count > 0)
{
prevTimeAndSales = TDAStreamerData.timeSales[symbol].Last();
}
/// Combine bid/ask with time & sales and write to database
/// Need to match time of print and time of quote to get accuarate buys/sells
//Debugger.Break();
try
{
/// t.Key is Quote date and time, we want last quote before t&s time
///
var book = TDABookManager.lstALLBookEntry.Where(be => be.time < timeAndSales.time).Last();
//browserService._js.GroupTable(book,"book");
// JsConsole.JsConsole.GroupTable(jSRuntime, book, "bbok");
timeAndSales.bid = book.bid;
timeAndSales.ask = book.ask;
timeAndSales.askSize = book.askSize;
timeAndSales.bidSize = book.bidSize;
timeAndSales.bookTime = book.time;
var timeNow = book.time.FromUnixTime().ToLocalTime();
if (TDAStreamerData.simulatorSettings.isSimulated != null && (bool)TDAStreamerData.simulatorSettings.isSimulated)
{
//JsConsole.JsConsole.GroupTable(TDAStreamerData.jSRuntime, timeAndSales, "timeAndSales");
TDAStreamerData.simulatorSettings.currentSimulatedTime = TDAChart.svcDateTime.AddSeconds(1);
//JsConsole.JsConsole.GroupTable(TDAStreamerData.jSRuntime, TDAStreamerData.simulatorSettings.isSimulated, "TDAStreamerData.simulatorSettings.isSimulated");
//JsConsole.JsConsole.GroupTable(TDAStreamerData.jSRuntime, TDAStreamerData.simulatorSettings.runDate, "TDAStreamerData.simulatorSettings.runDate");
//JsConsole.JsConsole.GroupTable(TDAStreamerData.jSRuntime, TDAStreamerData.simulatorSettings.startTime, "TDAStreamerData.simulatorSettings.startTime");
//JsConsole.JsConsole.GroupTable(TDAStreamerData.jSRuntime, TDAStreamerData.simulatorSettings.endTime, "TDAStreamerData.simulatorSettings.endTime");
//JsConsole.JsConsole.GroupTable(TDAStreamerData.jSRuntime, TDAStreamerData.simulatorSettings.currentSimulatedTime, "TDAStreamerData.simulatorSettings.currentSimulatedTime");
/// replace feed time with current time so can match book entries to time and sales
if (!TDAStreamerData.simulatorSettings.buildDatabaseDuringSimulate)
{
long now = (long)DateTime.UtcNow.Subtract(DateTime.UnixEpoch).TotalMilliseconds;
timeAndSales.time = now;
}
}
timeAndSales.bidIncr = timeAndSales.bid - prevTimeAndSales.bid;
timeAndSales.askIncr = timeAndSales.ask - prevTimeAndSales.ask;
timeAndSales.priceIncr = timeAndSales.price - prevTimeAndSales.price;
var bid = timeAndSales.bid;
var ask = timeAndSales.ask;
var price = timeAndSales.price;
timeAndSales.level = bid == 0 || ask == 0 || price == 0 ? 0 :
price <bid ? 1
: price == bid ? 2
: price> bid && price < ask ?
(
price - bid < 0.01 ? 2
: (ask - price < 0.01 ? 4 : 3)
)
: price == ask ? 4
: price > ask ? 5
: 0;
}
catch { }
if (!TDAStreamerData.timeSales.ContainsKey(symbol))
{
TDAStreamerData.timeSales.Add(symbol, new List <TimeSales_Content>());
///// TODO √ DB: Add Run table row and set runId static
/////
//if (TDAStreamerData.isNotSimulated())
//{
// var runDate = TDAChart.svcDateTime;
// DatabaseManager.Runs_Add(symbol, runDate);
// /// Save the runId for this symbol
// ///
//}
}
// Update the Chart last close value
TDAStreamerData.timeSales[symbol].Add(timeAndSales);
//TDAStreamerData.timeSales[symbol].Add(timeAndSales);
/// TODO √ DB: Add to Streamed table using timeAndSales time and get streamId
///
//if (TDAStreamerData.isNotSimulated())
//{
// var dateTime = timeAndSales.TimeDate;
// DatabaseManager.Streamed_Add(symbol, dateTime);
//}
/// TODO √ DB: Add to Buys / Sells table
/// 1 & 2 = Sells (sold at bid or below bid)
/// 4 & 5 = Buys (bought at ask or above ask)
/// 3 = 1/2 Buys and 1/2 Sells (bought or sold between bid and ask)
///
if (TDAStreamerData.isNotSimulated())
{
switch (timeAndSales.level)
{
case 1:
case 2:
var size = (int)timeAndSales.size;
DatabaseManager.Sells_Add(timeAndSales, size);
break;
case 3:
var sizeBoth = (int)timeAndSales.size / 2;
DatabaseManager.Sells_Add(timeAndSales, sizeBoth);
DatabaseManager.Buys_Add(timeAndSales, sizeBoth);
break;
case 4:
case 5:
var sizeBuy = (int)timeAndSales.size;
DatabaseManager.Buys_Add(timeAndSales, sizeBuy);
break;
}
}
// string json = JsonSerializer.Serialize<TimeSales_Content>(timeAndSales);
//await FilesManager.SendToMessageQueue("TimeSales", timeAndSales.TimeDate, json);
//int value=0;
//foreach (var seconds in CONSTANTS.printSeconds)
//{
// if (dictPies.ContainsKey(seconds.ToString()))
// {
// var slices = dictPies[seconds.ToString()];
// var reds = slices[0].Revenue + slices[2].Revenue;
// var greens = slices[3].Revenue + slices[4].Revenue;
// var it = reds > greens ? -1
// : greens > reds ? 1
// : 0;
// value += it;
// }
// gaugeValues.Add(DateTime.Now, value);
//}
await Task.CompletedTask;
}
