private async Task UpdateTrades()
{
List <Trade> newTrades = new List <Trade>();
if (Trades.Count == 0)
{
Trades.Add(new Trade {
Status = TradeStatus.Empty
});
}
foreach (var trade in Trades.Where(t => t.Status != TradeStatus.Completed))
{
var newTrade = await UpdateTrade(trade);
if (newTrade != Trade.Empty)
{
newTrades.Add(newTrade);
}
}
if (newTrades.Count > 0)
{
Trades.AddRange(newTrades);
}
var canceledTrades = Trades.Where(t => t.Status == TradeStatus.Canceled).ToList();
foreach (var canceledTrade in canceledTrades)
{
Trades.Remove(canceledTrade);
}
}
/// <summary>Display the trades grid context menu</summary>
private void ShowContextMenu(DataGridView_.HitTestInfo hit, Trade trade, Order order)
{
var cmenu = new ContextMenuStrip();
if (trade != null)
{
var opt = cmenu.Items.Add2(new ToolStripMenuItem("Delete Trade"));
opt.Enabled =
!Bit.AnySet(trade.State, Trade.EState.PendingOrder | Trade.EState.ActivePosition);
opt.ToolTipText =
Bit.AnySet(trade.State, Trade.EState.PendingOrder | Trade.EState.ActivePosition) ? "Cannot delete trades with active or pending orders" :
string.Empty;
opt.Click += (s, a) =>
{
Orders.RemoveAll(trade.Orders);
Trades.Remove(trade);
};
}
if (order != null)
{
var opt = cmenu.Items.Add2(new ToolStripMenuItem("Delete Order"));
opt.Enabled =
!Bit.AnySet(order.State, Trade.EState.PendingOrder | Trade.EState.ActivePosition);
opt.ToolTipText =
Bit.AnySet(order.State, Trade.EState.PendingOrder | Trade.EState.ActivePosition) ? "Cannot delete trades with active or pending orders" :
string.Empty;
opt.Click += (s, a) =>
{
Orders.Remove(order);
};
}
cmenu.Items.TidySeparators();
cmenu.Show(m_grid, hit.GridPoint);
}
public void RemoveTrade()
{
DataConnection.RemoveTrade(SelectedTrade.Id);
_unfilteredTrades.Remove(SelectedTrade);
Trades.Remove(SelectedTrade);
PropertyChanged.Raise(this, nameof(Trades));
UpdateDateRange();
}
/// <summary>
/// Clears the state items associated with an inactive thrust.
/// </summary>
/// <param name="chart">The chart containing the thrust pattern to be purged.</param>
/// <param name="thrust">The inactive thrust pattern to be purged.</param>
/// <returns></returns>
protected virtual async Task PurgeThrust(Chart chart, Thrust thrust)
{
// kill and save the signal
MCE.Signal signal = await SubscriptionCaller.Instance().GetSignalAsync(thrust.SignalID);
signal.Active = false;
await SubscriptionCaller.Instance().UpdateSignalAsync(signal);
// clear the chart
chart.Patterns.RemoveAll(p => p.Type == MACC.Constants.SignalType.Thrust);
Orders.Remove(Orders.FirstOrDefault(o => ((MarketMinerOrder)o).SignalID == signal.SignalID));
Trades.Remove(Trades.FirstOrDefault(t => ((MarketMinerTrade)t).SignalID == signal.SignalID));
}
public Task SaveTradeAsync(Trade trade)
{
var items = Trades.Where(x => x.Id == trade.Id).ToList();
if (items.Count > 0)
{
foreach (var item in items)
{
Trades.Remove(item);
}
Trades.Add(trade);
}
else
{
Trades.Add(trade);
}
return(Task.FromResult(true));
}
public void RemoveTrade(Trade tradeDetails)
{
Trades.Remove(tradeDetails);
_brokerAccountUpdatedSubject.OnNext(new BrokerAccountUpdated(this));
}
/// <summary>
/// Processes the Spark update event provided in the EventFeedArgs and updates security properties based on the event type
/// </summary>
/// <param name="sender">Event sender</param>
/// <param name="eventFeedArgs">Event feed args</param>
internal void EventReceived(object sender, EventFeedArgs eventFeedArgs)
{
//Process event
Spark.Event eventItem = eventFeedArgs.Event;
switch (eventItem.Type)
{
//Depth update
case Spark.EVENT_NEW_DEPTH:
case Spark.EVENT_AMEND_DEPTH:
case Spark.EVENT_DELETE_DEPTH:
//Check if exchange order book exists and create if it doesn't
LimitOrderBook orderBook;
if (!OrderBooks.TryGetValue(eventFeedArgs.Exchange, out orderBook))
{
orderBook = new LimitOrderBook(eventFeedArgs.Symbol, eventFeedArgs.Exchange);
OrderBooks.Add(eventFeedArgs.Exchange, orderBook);
}
//Submit update to appropriate exchange order book
orderBook.SubmitEvent(eventItem);
if (OnDepthUpdate != null)
{
OnDepthUpdate(this, new GenericEventArgs <LimitOrderBook>(eventFeedArgs.TimeStamp, orderBook));
}
break;
//Trade update
case Spark.EVENT_TRADE:
//Create and store trade record
Trade trade = eventItem.ToTrade(eventFeedArgs.Symbol, eventFeedArgs.Exchange, eventFeedArgs.TimeStamp);
Trades.Add(trade);
if (OnTradeUpdate != null)
{
OnTradeUpdate(this, new GenericEventArgs <Trade>(eventFeedArgs.TimeStamp, trade));
}
break;
//Trade cancel
case Spark.EVENT_CANCEL_TRADE:
//Find original trade in trade record and delete
Trade cancelledTrade = eventItem.ToTrade(eventFeedArgs.TimeStamp);
Trade originalTrade = Trades.Find(x => (x.TimeStamp == cancelledTrade.TimeStamp && x.Price == cancelledTrade.Price && x.Volume == cancelledTrade.Volume));
if (originalTrade != null)
{
Trades.Remove(originalTrade);
}
break;
//Market state update
case Spark.EVENT_STATE_CHANGE:
State = ApiFunctions.ConvertToMarketState(eventItem.State);
if (OnMarketStateUpdate != null)
{
OnMarketStateUpdate(this, new GenericEventArgs <MarketState>(eventFeedArgs.TimeStamp, State));
}
break;
//Market quote update (change to best market bid-ask prices)
case Spark.EVENT_QUOTE:
if (OnQuoteUpdate != null)
{
LimitOrderBook depth = OrderBooks[eventFeedArgs.Exchange];
MarketQuote quote = new MarketQuote(eventFeedArgs.Symbol, eventFeedArgs.Exchange, depth.BidPrice, depth.AskPrice, eventFeedArgs.TimeStamp);
OnQuoteUpdate(this, new GenericEventArgs <MarketQuote>(eventFeedArgs.TimeStamp, quote));
}
break;
//IAP (Indicative Auction Price) Update
case Spark.EVENT_AUCTION_PRICE:
break;
default:
//Console.WriteLine(eventItem.ToOutputString());
break;
}
}
