public static void UpdateAssetsNew()
{
using (var aConnection = new SqlConnection(_connectionString))
{
SqlTransaction transaction = null;
try
{
aConnection.Open();
transaction = aConnection.BeginTransaction();
IList <AssetNew> assets = new List <AssetNew>();
long startOfDayTimestamp = TimestampUtility.GetStartOfDayTimestamp();
long endOfDayTimestamp = TimestampUtility.GetStartOfDayTimestamp();
var cmd = new SqlCommand("p_ResetData", aConnection, transaction);
cmd.CommandType = System.Data.CommandType.StoredProcedure;
cmd.ExecuteNonQuery();
assets = GetAssetsDetailNew(aConnection, transaction);
foreach (var asset in assets)
{
startOfDayTimestamp = TimestampUtility.GetCurrentTimestamp((DateTime)asset.UTCStartDateTime);
endOfDayTimestamp = TimestampUtility.GetCurrentTimestamp((DateTime)asset.UTCEndDateTime);
for (var i = 1; i <= 288; i++)
{
var timestamp = startOfDayTimestamp + expiryMultiplier * i;
if (timestamp > endOfDayTimestamp)
{
break;
}
cmd = new SqlCommand("INSERT INTO ExpiryTimestamps ([AssetID],[Timestamp])" +
"VALUES(@assetId, @timestamp)", aConnection);
cmd.Parameters.AddWithValue("assetId", asset.ID);
cmd.Parameters.AddWithValue("timestamp", timestamp);
cmd.Transaction = transaction;
cmd.ExecuteNonQuery();
}
}
transaction.Commit();
}
catch (Exception e)
{
if (transaction != null)
{
transaction.Rollback();
}
throw e;
}
}
}
public static void UpdateExpiryAllDayTimestamp()
{
using (var aConnection = new SqlConnection(_connectionString))
{
SqlTransaction transaction = null;
try
{
aConnection.Open();
transaction = aConnection.BeginTransaction();
IList <AssetNew> assets = new List <AssetNew>();
long startOfDayTimestamp = TimestampUtility.GetStartOfDayTimestamp();
long endOfDayTimestamp = TimestampUtility.GetEndOfDayTimestamp();
for (var i = 1; i <= 288; i++)
{
var timestamp = startOfDayTimestamp + expiryMultiplier * i;
if (timestamp > endOfDayTimestamp)
{
break;
}
var cmd = new SqlCommand("p_UpdateExpiryAllDayTimestamps", aConnection, transaction);
cmd.CommandType = System.Data.CommandType.StoredProcedure;
cmd.Parameters.AddWithValue("timestamp", timestamp);
cmd.Parameters.AddWithValue("time", TimestampUtility.TimestampToDateTime(timestamp));
cmd.Transaction = transaction;
cmd.ExecuteNonQuery();
}
transaction.Commit();
}
catch (Exception e)
{
if (transaction != null)
{
transaction.Rollback();
}
throw e;
}
}
}
public static string ValidateOrder(Account account, Asset asset, OrderPlaceRequest request)
{
string msg = string.Empty;
if (asset == null)
{
msg = "Not a valid Asset";
return(msg);
}
if (asset.Symbol == null)
{
msg = "Not a valid Symbol";
return(msg);
}
//shashi-START
Logger.Info("asset.Symbol.Name: " + asset.Symbol.Name);
//foreach (var x in DataFeedProcessor.LastQuotesList)
//{
try
{
var x = DataFeedProcessor.LastQuotesList.Where(y => y.Key == asset.Symbol.Name).FirstOrDefault();
if (x.Key != null && x.Value != null)
{
Logger.Info(" Sumbol: " + x.Key + " x.Value.Price: " + x.Value.Price + " x.Value.Symbol : " + x.Value.Symbol + " x.Value.Timestamp Time : " + TimestampUtility.TimestampToDateTime(x.Value.Timestamp));
}
}
catch (Exception ex)
{
Logger.Error(ex);
}
//}
//shashi-END
Quote lastquote;
DataFeedProcessor.LastQuotesList.TryGetValue(asset.Symbol.Name, out lastquote);
request.CurrentMarketPrice = Math.Round((double)request.CurrentMarketPrice, 5, MidpointRounding.AwayFromZero);
if (lastquote != null && Math.Abs(request.CurrentMarketPrice - lastquote.Price) > 1000) // PriceDifferenece)
{
msg = "Price has been changed, Please submit request again";
}
else if (lastquote == null || lastquote.Price == 0)
{
msg = "No last price found";
}
else if (request.Investment > account.Balance)
{
msg = msg + "Not a enough balance ";
}
else if (request.OptionType == OptionType.Classic && !CheckAssetRelevance(asset, request.ExpiryTimestamp))
{
msg = msg + "Order time alredy expired ";
}
return(msg);
}
private void OnMessageReceived(WebSocketSession session, string m)
{
try
{
var client = ClientsCollection.Get(session);
if (client == null)
{
return;
}
var r = JsonSerializeHelper.Deserialize <Message>(m);
switch (r.MsgType)
{
case "RegistrationRequest":
{
if (client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <RegistrationRequest>(m);
var responseString = "";
if (string.IsNullOrEmpty(request.Login) || string.IsNullOrEmpty(request.Password))
{
responseString = JsonSerializeHelper.Serialize(new ErrorResponse("Bad request"));
}
else if (DataProvider.IsUsernameExists(request.Login))
{
responseString = JsonSerializeHelper.Serialize(new RegistrationResponse
{
ReqID = request.ReqID,
Error = "Someone with this username already exists"
});
}
else
{
responseString = DataProvider.AddAccount(request.Login, request.Password, request.Email, request.Card)
? JsonSerializeHelper.Serialize(new RegistrationResponse {
ReqID = request.ReqID
})
: JsonSerializeHelper.Serialize(new RegistrationResponse {
ReqID = request.ReqID, Error = "Undefined error"
});
}
session.Send(responseString);
break;
}
case "LoginRequest":
{
if (client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("User Already logged in to server")));
return;
}
var request = JsonSerializeHelper.Deserialize <LoginRequest>(m);
var responseString = "";
if (DataProvider.ValidateUserCredentials(request.Login, request.Password))
{
client.Username = request.Login;
client.Password = request.Password;
client.IsLoggedIn = true;
client.AccountInfo = DataProvider.GetAccountInfo(client.Username);
responseString = JsonSerializeHelper.Serialize(new LoginResponse
{
ReqID = request.ReqID
});
_connectedUsers.Add(new UserSession()
{
UserName = client.Username
,
Session = session
});
}
else
{
responseString = JsonSerializeHelper.Serialize(new LoginResponse
{
ReqID = request.ReqID,
Error = "Invalid credentials"
});
}
session.Send(responseString);
break;
}
case "LogoutRequest":
{
var request = JsonSerializeHelper.Deserialize <LogoutRequest>(m);
var responseString = client.IsLoggedIn
? JsonSerializeHelper.Serialize(new LogoutResponse {
ReqID = request.ReqID
})
: JsonSerializeHelper.Serialize(new ErrorResponse("No user session availble with server"));
session.Send(responseString);
session.Close();
break;
}
case "QuotesSubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <QuotesSubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.AddQuote(request.Symbol.Name);
break;
}
case "QuotesUnsubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <QuotesUnsubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.RemoveQuote(request.Symbol.Name);
break;
}
case "AccountInfoGetRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <AccountInfoGetRequest>(m);
var response = new AccountInfoGetResponse
{
ReqID = request.ReqID,
AccountData = client.AccountInfo,
};
session.Send(JsonSerializeHelper.Serialize(response));
break;
}
case "AccountInfoSubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <AccountInfoSubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.AccountInfo = true;
break;
}
case "AccountInfoUnsubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <AccountInfoUnsubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.AccountInfo = false;
break;
}
case "AssetsGetRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <AssetsGetRequest>(m);
var response =
new AssetsGetResponse
{
ReqID = request.ReqID,
Assets = DataProvider.GetAssets()
};
session.Send(JsonSerializeHelper.Serialize(response));
break;
}
case "AssetsGetBySymbolRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <AssetsGetBySymbolRequest>(m);
var timestamp = (TimestampUtility.GetCurrentTimestamp() / 1000) + DataProvider.StopExpiryLimitinMinutes * 60;
var asset = DataProvider.GetAssets(request.Symbol);
Asset temp = new Asset();
if (asset != null)
{
temp.ID = asset.ID;
temp.Symbol = asset.Symbol;
temp.ExpiryTimeList = asset.ExpiryTimeList.Where(x => (x.ExpiryTimestamps / 1000) > timestamp)
.Take(4)
.ToList <ExpiryTime>();
}
var response =
new AssetsGetBySymbolResponse
{
ReqID = request.ReqID,
Assets = temp
};
session.Send(JsonSerializeHelper.Serialize(response));
break;
}
case "BarsSubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <BarsSubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.AddBarSubscription(request.ID, request.Symbol.Name, request.Periodicity, request.Interval);
break;
}
case "BarsUnsubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <BarsUnsubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.RemoveBarSubscription(request.ID);
break;
}
case "HistoryGetRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <HistoryGetRequest>(m);
var bars = request.BarsCount == 0
? DataProvider.GetHistory(request.Symbol, request.Periodicity, request.Interval, request.StartTimestamp)
: DataProvider.GetHistory(request.Symbol, request.Periodicity, request.Interval, request.BarsCount);
var response = new HistoryGetResponse(request.ReqID, bars);
session.Send(JsonSerializeHelper.Serialize(response));
break;
}
case "OrderPlaceRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OrderPlaceRequest>(m);
string res = string.Empty;
var asset = DataProvider.GetAssetById(request.OptionID);
var valResult = DataProvider.ValidateOrder(client.AccountInfo, asset, request);
if (!String.IsNullOrEmpty(valResult))
{
var response = new OrderPlaceResponse
{
ReqID = request.ReqID,
ClOrdID = request.ClOrdID,
Error = valResult
};
res = JsonSerializeHelper.Serialize(response);
session.Send(res);
}
else
{
if (request.OptionType == Enums.OptionType.Express)
{
request.ExpiryTimestamp = DataProvider.GetCurrentTimestamp() + (request.ExpressExpiryInSeconds * 1000);
}
DateTime expiry = TimestampUtility.TimestampToDateTime(request.ExpiryTimestamp);
var order = DataProvider.PlaceOrder(client.AccountInfo, asset, request);
var response = new OrderPlaceResponse
{
ReqID = request.ReqID,
ClOrdID = request.ClOrdID,
SrvOrdID = order.ID,
Expiry = expiry
};
res = JsonSerializeHelper.Serialize(response);
session.Send(res);
sendSubcriptionNotification(session, client, order);
}
Logger.Log(client.Username, "OrderPlaceRequest", m, res, !String.IsNullOrEmpty(valResult));
break;
}
case "OrderCancelRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OrderCancelRequest>(m);
var order = DataProvider.CancelOrder(client.AccountInfo, request.SrvOrdID);
if (order == null)
{
var response = new OrderCancelResponse
{
ReqID = request.ReqID,
SrvOrdID = request.SrvOrdID,
Error = "Error"
};
session.Send(JsonSerializeHelper.Serialize(response));
}
else
{
var response = new OrderCancelResponse
{
ReqID = request.ReqID,
SrvOrdID = request.SrvOrdID
};
session.Send(JsonSerializeHelper.Serialize(response));
//if (ClientsCollection.Get(session).Subscriptions.OpenOrders)
//{
// session.Send(JsonSerializeHelper.Serialize(new OpenOrdersSubscribeResponse
// {
// Orders = new List<Order> { order }
// }));
//}
//if (ClientsCollection.Get(session).Subscriptions.OrderHistory)
//{
// session.Send(JsonSerializeHelper.Serialize(new OrderHistorySubscribeResponse
// {
// Orders = new List<Order>{ order }
// }));
//}
//if (ClientsCollection.Get(session).Subscriptions.AccountInfo)
//{
// session.Send(JsonSerializeHelper.Serialize(new AccountInfoSubscribeResponse
// {
// AccountData = client.AccountInfo
// }));
//}
sendSubcriptionNotification(session, client, order);
}
break;
}
case "OpenOrdersGetRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OpenOrdersGetRequest>(m);
var response = new OpenOrdersGetResponse
{
ReqID = request.ReqID,
Orders = DataProvider.GetOpenOrders(client.AccountInfo)
};
session.Send(JsonSerializeHelper.Serialize(response));
break;
}
case "OpenOrdersSubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OpenOrdersSubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.OpenOrders = true;
break;
}
case "OpenOrdersUnsubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OpenOrdersUnsubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.OpenOrders = false;
break;
}
case "OrderHistoryGetRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OrderHistoryGetRequest>(m);
var response =
new OrderHistoryGetResponse
{
ReqID = request.ReqID,
Orders = DataProvider.GetOrderHistory(client.AccountInfo)
};
session.Send(JsonSerializeHelper.Serialize(response));
break;
}
case "OrderHistorySubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OrderHistorySubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.OrderHistory = true;
break;
}
case "OrderHistoryUnsubscribeRequest":
{
if (!client.IsLoggedIn)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
return;
}
var request = JsonSerializeHelper.Deserialize <OrderHistoryUnsubscribeRequest>(m);
ClientsCollection.Get(session).Subscriptions.OrderHistory = false;
break;
}
default:
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request")));
break;
}
}
}
catch (Exception e)
{
session.Send(JsonSerializeHelper.Serialize(new ErrorResponse("Bad request : " + e.Message)));
}
}
