/// <summary> Событие новой заявки </summary>
public void EventNewOrder(IEnumerable <Order> orders)
{
Qlog.CatchException(() =>
{
if (TrElement.IsNull())
{
return;
}
//Обновялем панель заявок
UpdatePanelOrder(orders);
});
}
/// <summary> Обновление стакана </summary>
public void UpdateDepth()
{
if (TrElement.IsNull())
{
return;
}
int count = 20;
var orders = Trader.Objects.tOrders
.SearchAll(o => o.Sec == TrElement.Security && o.Status == OrderStatus.ACTIVE);
var ordersBuy = orders.Where(o => o.Direction == OrderDirection.Buy)
.OrderByDescending(o => o.Price).ToArray();
var ordersSell = orders.Where(o => o.Direction == OrderDirection.Sell)
.OrderBy(o => o.Price).ToArray();
var pricesBuy = ordersBuy.Select(o => o.Price).Take(count).ToArray();
var pricesSell = ordersSell.Select(o => o.Price).Take(count).ToArray();
if (ArraySell.IsNull())
{
ArraySell = new DataGridViewRow[count];
for (int i = count - 1; i >= 0; i--)
{
var k = dataGridViewDepth.Rows.Add();
ArraySell[i] = dataGridViewDepth.Rows[k];
ArraySell[i].Cells[0].Value = "";
ArraySell[i].Cells[1].Value = "";
ArraySell[i].Cells[2].Value = "";
ArraySell[i].Cells[3].Value = "";
ArraySell[i].Cells[2].Style.BackColor = Color.LightCoral;
ArraySell[i].Cells[1].Style.Font = new Font(DataGridView.DefaultFont, FontStyle.Regular);
}
}
if (ArrayBuy.IsNull())
{
ArrayBuy = new DataGridViewRow[count];
for (int i = 0; i < count; i++)
{
var k = dataGridViewDepth.Rows.Add();
ArrayBuy[i] = dataGridViewDepth.Rows[k];
ArrayBuy[i].Cells[0].Value = "";
ArrayBuy[i].Cells[1].Value = "";
ArrayBuy[i].Cells[2].Value = "";
ArrayBuy[i].Cells[3].Value = "";
ArrayBuy[i].Cells[2].Style.BackColor = Color.LightGreen;
ArrayBuy[i].Cells[1].Style.Font = new Font(DataGridView.DefaultFont, FontStyle.Regular);
}
}
MThread.InitThread(() =>
{
//Синхронизуируем между потоками
dataGridViewDepth.GuiAsync(() =>
{
if (ArraySell.NotIsNull())
{
//Наполняем Sell
for (int i = 0; i < ArraySell.Length; i++)
{
var row = ArraySell[i];
if (pricesSell.Length <= i)
{
ArraySell[i].Cells[2].Value = "";
ArraySell[i].Cells[1].Value = "";
ArraySell[i].Cells[1].Tag = null;
ArraySell[i].Cells[3].Tag = null;
continue;
}
var ordersByPrice = ordersSell.Where(o => o.Price == pricesSell[i]).ToArray();
var volOrders = ordersByPrice.Sum(o => o.Balance);
decimal Price = pricesSell[i];
int Volume = volOrders;
int countOrd = ordersByPrice.Count();
ArraySell[i].Cells[2].Value = Price.ToString();
ArraySell[i].Cells[1].Value = countOrd.ToString() + " (" + Volume.ToString() + ")";
ArraySell[i].Cells[1].Tag = new StructClickDepth()
{
Flag = "sell",
Price = Price,
Volume = Volume,
};
ArraySell[i].Cells[3].Tag = new StructClickDepth()
{
Flag = "buy",
Price = Price,
Volume = Volume,
};
}
}
if (ArrayBuy.NotIsNull())
{
//Наполняем Buy
for (int i = 0; i < ArrayBuy.Length; i++)
{
var row = ArrayBuy[i];
if (pricesBuy.Length <= i)
{
ArraySell[i].Cells[2].Value = "";
ArraySell[i].Cells[1].Value = "";
ArraySell[i].Cells[1].Tag = null;
ArraySell[i].Cells[3].Tag = null;
continue;
}
var ordersByPrice = ordersBuy.Where(o => o.Price == pricesBuy[i]).ToArray();
var volOrders = ordersByPrice.Sum(o => o.Balance);
decimal Price = pricesBuy[i];
int Volume = volOrders;
int countOrd = ordersByPrice.Count();
ArrayBuy[i].Cells[2].Value = Price.ToString();
ArrayBuy[i].Cells[3].Value = countOrd.ToString() + " (" + Volume.ToString() + ")";
ArrayBuy[i].Cells[1].Tag = new StructClickDepth()
{
Flag = "sell",
Price = Price,
Volume = Volume,
};
ArrayBuy[i].Cells[3].Tag = new StructClickDepth()
{
Flag = "buy",
Price = Price,
Volume = Volume,
};
}
}
});
});
}
