private async Task CandleProcessingProc(CandleResponse cr)
{
var candle = cr.Payload;
var stock = _mainModel.Stocks.Values.FirstOrDefault(s => s.Figi == candle.Figi);
if (stock != null)
{
//stock.IsNotifying = false;
if (candle.Interval == CandleInterval.Day)
{
if (Instruments.TryGetValue(stock.Ticker, out var instrument))
{
if (candle.Time.Date < instrument.MarketStartDate.Date && stock.LastUpdate > DateTime.MinValue)
{
return;
}
}
stock.TodayOpen = candle.Open;
stock.TodayDate = candle.Time.ToLocalTime();
stock.LastUpdate = DateTime.Now;
stock.Price = candle.Close;
if (stock.TodayOpen > 0)
{
stock.DayChange = (stock.Price - stock.TodayOpen) / stock.TodayOpen;
}
stock.DayVolume = Math.Truncate(candle.Volume);
if (stock.AvgDayVolumePerMonth > 0)
{
stock.DayVolChgOfAvg = stock.DayVolume / stock.AvgDayVolumePerMonth;
}
await _mainModel.OnStockUpdated(stock);
if (!_subscribedMinuteFigi.Contains(stock.Figi))
{
QueueBrokerAction(b => b.SendStreamingRequestAsync(
SubscribeCandle(stock.Figi, CandleInterval.Minute)),
$"Подписка на минутную свечу {stock.Ticker} ({stock.Figi})");
_subscribedMinuteFigi.Add(stock.Figi);
}
}
else if (candle.Interval == CandleInterval.Minute)
{
if (candle.Time.Date > stock.TodayDate && candle.Time.ToLocalTime().Hour > 3 && stock.MinuteCandles.Count > 1)
{
await ResetConnection(
$"Новый день ({stock.Ticker} {stock.TodayDate} -> {candle.Time.Date})");
return;
}
stock.LastUpdate = DateTime.Now;
stock.LogCandle(candle);
await _mainModel.OnStockUpdated(stock);
}
}
}
public void DeserializeCandleTest()
{
var streamingResponse = JsonSerializer.Deserialize <StreamingResponse>(JsonFile.Read("streaming-candle-response"), new JsonSerializerOptions(JsonSerializerDefaults.Web));
var response = streamingResponse as StreamingResponse <CandlePayload>;
var expectedResponse = new CandleResponse(
new CandlePayload(
64.0575m,
64.0578m,
64.0579m,
64.0573m,
156,
new DateTime(2019, 08, 07, 15, 35, 00, DateTimeKind.Utc),
CandleInterval.FiveMinutes,
"BBG0013HGFT4"),
new DateTime(2019, 08, 07, 15, 35, 01, 029, DateTimeKind.Utc).AddTicks(7212));
response.Should().BeEquivalentTo(expectedResponse);
}
// Candle Websocket
private void CandleMessageHandler(CandleResponse messageData)
{
var data = messageData;
}
/// <summary>
/// Process the incoming messages
/// </summary>
/// <param name="message">Incoming message</param>
private void processMessage(string message)
{
// Deserialize the incoming command to check wich message has just arrived
// The action property brings the command name
switch (Command.Deserialize(message).action)
{
case KeepAlive.CLASSNAME:
{ // If it is a KeepAlive message, just answer Quantsis Conneciton Box another KeepAlive message
//CheckAsyncTaskInProgress
this.send(new KeepAlive().Serialize());
break;
}
case NewOrderResponse.CLASSNAME:
{ // If it is an NewOrderResponse message and it contains error, show the error message
var cmd = NewOrderResponse.Deserialize(message);
if (!cmd.success)
{
NotifyOMS(cmd.ToString());
}
break;
}
case NewStopOrderResponse.CLASSNAME:
{ // If it is an NewStopOrderResponse message and it contains error, show the error message
var cmd = NewStopOrderResponse.Deserialize(message);
if (!cmd.success)
{
NotifyOMS(cmd.ToString());
}
break;
}
case NewStopGainLossOrderResponse.CLASSNAME:
{ // If it is an NewStopGainLossOrderResponse message and it contains error, show the error message
var cmd = NewStopGainLossOrderResponse.Deserialize(message);
if (!cmd.success)
{
NotifyOMS(cmd.ToString());
}
break;
}
case CancelOrderResponse.CLASSNAME:
{ // If it is an CancelOrderResponse message and it contains error, show the error message
var cmd = CancelOrderResponse.Deserialize(message);
if (!cmd.success)
{
NotifyOMS(cmd.ToString());
}
break;
}
case ExecutionReport.CLASSNAME:
{ // If it is an ExecutionReport message, check if it was successful and updates the order list or show error message
var cmd = ExecutionReport.Deserialize(message);
if (cmd.success)
{
NotifyOMS(cmd.ToString());
}
else
{
NotifyOMS(cmd.ToString());
}
break;
}
case OrderListResponse.CLASSNAME:
{ // If it is an OrderListResponse, check if it was successful. In negative case show error message.
var cmd = OrderListResponse.Deserialize(message);
if (!cmd.success)
{
NotifyOMS(cmd.ToString());
}
break;
}
case PositionResponse.CLASSNAME:
{ // If it is a Position Response, check if it was successful and updates the position list. In case of failure, show error messasge
var cmd = PositionResponse.Deserialize(message);
if (cmd.success)
{
NotifyOMS(cmd.ToString());
}
else
{
NotifyOMS(cmd.ToString());
}
break;
}
case QuoteResponse.CLASSNAME:
{ // If it is a Quote Response, check if it was successful and logs the message
var cmd = QuoteResponse.Deserialize(message);
if (cmd.success)
{
OnQuoteResponse(cmd);
}
else
{
NotifyQCB(cmd.ToString());
}
break;
}
case QuoteUpdate.CLASSNAME:
{ // If it is a Quote Update, check if it was successful and logs the message
var cmd = QuoteUpdate.Deserialize(message);
if (cmd.success)
{
OnQuoteUpdate(cmd);
}
else
{
NotifyQCB(cmd.ToString());
}
break;
}
case QuoteUnsubscribeResponse.CLASSNAME:
{ // If it is a Quote Unsubscribe Response, check if it was successful
var cmd = QuoteUnsubscribeResponse.Deserialize(message);
if (cmd.success)
{
NotifyOMS(cmd.ToString());
}
else
{
NotifyOMS(cmd.ToString());
}
break;
}
case CandleResponse.CLASSNAME:
{ // If it is a Quote Update, check if it was successful and logs the message
var cmd = CandleResponse.Deserialize(message);
if (cmd.success)
{
if (cmd.candles != null)
{
if (cmd.candles.Count <= 0)
{
NotifyOMS("Nenhum foi possivel retornar nenhum candle para " + cmd.security + " - Timeframe: " + cmd.timeframe);
}
else
{
NotifyOMS("Dados Historicos Intraday para: " + cmd.security + " - Qtd de Candles: " + cmd.candles.Count + " - Timeframe: " + cmd.timeframe);
//foreach (Candle candle in cmd.candles)
// this.mainForm.log(candle.ToString());
}
}
}
else
{
NotifyOMS(cmd.ToString());
}
break;
}
// Candle Update
case CandleUpdate.CLASSNAME:
{ // If it is a Candle Update, check if it was successful and logs the message
var cmd = CandleUpdate.Deserialize(message);
if (cmd.success)
{
if (cmd.candle != null)
{
switch (cmd.timeframe)
{
case CandleUpdate.TIMEFRAME_INTRADAY_1_MIN:
NotifyOMS("Candle Intraday Update: " + cmd.security + " - Last: " + cmd.candle.close + " - Time: " + cmd.candle.date);
break;
case CandleUpdate.TIMEFRAME_DAILY:
NotifyOMS("Candle Daily Update: " + cmd.security + " - Last: " + cmd.candle.close + " - Time: " + cmd.candle.date);
break;
}
}
}
//this.mainForm.updatePositions(cmd);
else
{
NotifyOMS(cmd.ToString());
}
break;
}
// QCB has disconnected (shut down)
case Disconnect.CLASSNAME:
this.disconnect();
break;
}
}