private void XmlConnector_OnSendNewTrades(string data)
{
if (LogBookCollection.Count == 0)
{
return;
}
List <TradeItem> list;
using (var stringReader = new StringReader(data))
{
list = (from x in (List <Trade>)_tradeSerializer.Deserialize(stringReader)
where x.Board == Board && x.Seccode == Seccode
select
new TradeItem(x.Seccode, x.Price, x.Quantity, DateTime.Parse(x.Time).ToString("hh:mm:ss.fff"),
x.Buysell, x.Quantity.ToString())).ToList();
stringReader.Close();
}
foreach (var tradeItem in list)
{
var log = LogBookCollection.FirstOrDefault(l => l.Price == tradeItem.Price);
if (log == null)
{
var val = new LogBookItem(this)
{
Price = tradeItem.Price,
Buy = 0,
Sell = 0,
MaxSize = 0,
CurrentSize = 0,
MaxBuy = 0,
MaxSell = 0,
//Color = tradeItem.Buysell == "B" ? Colors.Green : Color.FromRgb(255, 82, 82),
//Size = Size,
//Coef = Coef
};
if (tradeItem.Buysell == "B")
{
val.Buy = tradeItem.Quantity;
}
else
{
val.Sell = tradeItem.Quantity;
}
}
else if (tradeItem.Buysell == "B")
{
log.Buy += tradeItem.Quantity;
}
else
{
log.Sell += tradeItem.Quantity;
}
}
}
private void XmlConnector_OnSendNewQuotes(string data)
{
if (_level2Items.Count == 0)
{
return;
}
List <Level2Item> list;
using (var reader = new StringReader(data))
{
var quotes =
((List <Quote>)
_serializer.Deserialize(reader)).Where(item => item.Board == Board && item.Seccode == Seccode)
.ToList();
if (quotes.Count == 0)
{
return;
}
list =
quotes.Where(item => item.Buy == 0)
.Select(
item => new Level2Item {
BuySell = "sell", Quantity = item.Sell, Price = item.Price
})
.OrderByDescending(item => item.Price)
.Take(20)
.Union(quotes.Where(item => item.Sell == 0)
.Select(
item =>
new Level2Item {
BuySell = "buy", Quantity = item.Buy, Price = item.Price
})
.OrderByDescending(item => item.Price)
.Take(20))
.ToList();
}
double bestBuy = 0;
try
{
bestBuy = _level2Items.Where(l2 => l2.BuySell == "buy").Max(l2 => l2.Price);
}
catch
{
}
Dispatcher.Invoke(() =>
{
if (_logBookCollection.Count == 0)
{
foreach (var item in _level2Items)
{
LogBookCollection.Add(new LogBookItem(this)
{
Price = item.Price,
CurrentSize = item.Quantity,
MaxSize = item.Quantity,
//Buysell = item.BuySell,
Buy = 0,
Sell = 0,
MaxBuy = item.BuySell == "buy" ? item.Quantity : 0,
MaxSell = item.BuySell == "sell" ? item.Quantity : 0,
//Color = item.BuySell == "buy" ? Colors.Green : Color.FromRgb(255, 82, 82),
//Size = Size,
//Coef = Coef
});
BestBuy = bestBuy;
}
}
else
{
foreach (var item in list)
{
var found = _logBookCollection.FirstOrDefault(x => x.Price == item.Price);
if (found != null)
{
found.CurrentSize = item.Quantity;
if (found.MaxSize < item.Quantity)
{
found.MaxSize = item.Quantity;
}
if (item.BuySell == "buy")
{
if (item.Quantity > found.MaxBuy)
{
found.MaxBuy = item.Quantity;
}
}
else
{
if (item.Quantity > found.MaxSell)
{
found.MaxSell = item.Quantity;
}
}
found.CurrentSize = item.Quantity;
if (found.CurrentSize > found.MaxSize)
{
found.MaxSize = found.CurrentSize;
}
}
else
{
LogBookCollection.Add(new LogBookItem(this)
{
Price = item.Price,
CurrentSize = item.Quantity,
MaxSize = item.Quantity,
//Buysell = item.BuySell,
Buy = 0,
Sell = 0,
MaxBuy = item.BuySell == "buy" ? item.Quantity : 0,
MaxSell = item.BuySell == "sell" ? item.Quantity : 0,
//Color = item.BuySell == "buy" ? Colors.Green : Color.FromRgb(255, 82, 82)
});
}
BestBuy = bestBuy;
}
}
});
}
public void Reset()
{
LogBookCollection.Clear();
}
