public void OpdLoad(string filename, MarketSet data)
{
// set progress
SetProgress(0);
// delegate async csv load
LoadDelegate ld = new LoadDelegate(Core.Opd.Load);
ld.BeginInvoke(filename, null, data, new AsyncCallback(this.LoadComplete), null);
}
public static bool Load(string filename, string rule, MarketSet data)
{
try
{
data.Clear();
data.ReadXml(filename);
}
catch { return(false); }
return(true);
}
public void Start(MarketSet marketSet)
{
try
{
// create server end-point
server = new TcpListener(IPAddress.Loopback, WEB_SERVER_PORT);
server.Start();
while (true)
{
// wait for requests
TcpClient client = server.AcceptTcpClient();
new Thread(new Worker(client, marketSet).ProcessRequest).Start();
}
}
catch
{
server.Stop();
server = null;
}
}
public Worker(TcpClient client, MarketSet marketSet)
{
this.client = client;
this.marketSet = marketSet;
}
public static bool Load(string filename, string rule, MarketSet data)
{
OptionsSet opod = new OptionsSet();
try
{
opod.ReadXml(filename);
}
catch { return(false); }
// disable data notifications
data.QuoteTable.BeginLoadData();
data.OptionTable.BeginLoadData();
foreach (OptionsSet.QuotesTableRow row in opod.QuotesTable.Rows)
{
DateTime timestamp;
string symbol, name, currency;
double last, change, open, low, high, bid, ask, volume, dvrate, hisvol;
try { symbol = row.Stock; }
catch { continue; }
try { name = row.Name; }
catch { name = row.Stock; }
try { currency = ""; }
catch { currency = ""; }
try { last = row.Last; }
catch { continue; }
try { change = row.Change; }
catch { change = double.NaN; }
try { open = row.Open; }
catch { open = double.NaN; }
try { low = row.Low; }
catch { low = double.NaN; }
try { high = row.High; }
catch { high = double.NaN; }
try { bid = row.Bid; }
catch { bid = double.NaN; }
try { ask = row.Ask; }
catch { ask = double.NaN; }
try { volume = row.Volume; }
catch { volume = double.NaN; }
try { dvrate = row.DividendRate; }
catch { dvrate = double.NaN; }
try { hisvol = row.HistoricalVolatility; }
catch { hisvol = double.NaN; }
try { timestamp = row.UpdateTimeStamp; }
catch { timestamp = DateTime.Now; }
// delete old entry in option table
DataRow del = data.QuoteTable.FindBySymbol(symbol);
if (del != null)
{
del.Delete();
}
// add new entry to quote table
data.QuoteTable.AddQuoteTableRow(
symbol, name, currency, last, change, open, low, high,
bid, ask, volume, dvrate, timestamp, hisvol);
}
foreach (OptionsSet.OptionsTableRow row in opod.OptionsTable.Rows)
{
int openint;
DateTime expiration, timestamp;
string symbol, underlying, type;
double strike, last, change, bid, ask, volume, contract_size;
try { symbol = row.Symbol.TrimStart(new char[] { '.' }); }
catch { continue; }
try { underlying = row.Stock; }
catch { continue; }
try { type = row.Type; }
catch { continue; }
try { strike = row.Strike; }
catch { continue; }
try { expiration = row.Expiration; }
catch { continue; }
try { last = row.Last; }
catch { last = double.NaN; }
try { change = row.Change; }
catch { change = double.NaN; }
try { bid = row.Bid; }
catch { bid = double.NaN; }
try { ask = row.Ask; }
catch { ask = double.NaN; }
try { volume = row.Volume; }
catch { volume = double.NaN; }
try { openint = row.OpenInt; }
catch { openint = 0; }
try { contract_size = row.StocksPerContract; }
catch { contract_size = 1; }
try { timestamp = row.UpdateTimeStamp; }
catch { timestamp = DateTime.Now; }
// delete old entry in option table
DataRow del = data.OptionTable.FindBySymbol(symbol);
if (del != null)
{
del.Delete();
}
// add new entry to option table
data.OptionTable.AddOptionTableRow(
symbol, underlying, type, strike, expiration,
last, change, bid, ask, volume, openint, contract_size, timestamp);
}
// enable data notifications
data.QuoteTable.EndLoadData();
data.OptionTable.EndLoadData();
data.AcceptChanges();
return(true);
}
public static bool Load(string filename, string rule, MarketSet data)
{
ConfigSet.ParsingTableRow rul = Config.Local.ParsingTable.FindByRule(rule);
if (rul == null)
{
return(false);
}
// get delimiters
char[] delimiters = rul.Delimiters.ToCharArray();
// rows dictionary
Dictionary <string, ConfigSet.MappingTableRow> dict = new Dictionary <string, ConfigSet.MappingTableRow>();
ConfigSet.MappingTableRow[] rows = (ConfigSet.MappingTableRow[])Config.Local.MappingTable.Select("Rule = '" + rule + "'");
foreach (ConfigSet.MappingTableRow row in rows)
{
if (!dict.ContainsKey(row.Field))
{
dict.Add(row.Field, row);
}
}
bool ret = true;
try
{
FileStream stream = new FileStream(filename, FileMode.Open);
StreamReader reader = new StreamReader(stream);
// disable data notifications
data.QuoteTable.BeginLoadData();
data.OptionTable.BeginLoadData();
try
{
for (int i = 0; !reader.EndOfStream && ret; i++)
{
string s = reader.ReadLine();
if (s == null)
{
break;
}
string[] split;
if (delimiters == null || delimiters.Length == 0)
{
split = new string[] { s }
}
;
else
{
split = s.Split(delimiters);
}
try
{
CultureInfo ci = new CultureInfo("en-US", false);
if (rul.IncludesUnderlying)
{
ConfigSet.MappingTableRow row;
DateTime timestamp;
string symbol, name, currency;
double last, change, open, low, high, bid, ask, volume, dvrate, hisvol;
try
{
// symbol
row = dict["Underlying.Symbol"];
if (row == null || row.Column == -1)
{
continue;
}
else if (row.Column == 0)
{
symbol = row.Value;
}
else
{
symbol = split[row.Column - 1];
}
symbol = symbol.Trim().ToUpper();
}
catch { continue; }
try
{
// name
row = dict["Underlying.Name"];
if (row == null || row.Column == -1)
{
name = symbol;
}
else if (row.Column == 0)
{
name = row.Value;
}
else
{
name = split[row.Column - 1];
}
name = name.Trim().ToUpper();
}
catch { name = symbol; }
try
{
// currency
row = dict["Underlying.Currency"];
if (row == null || row.Column == -1)
{
currency = "";
}
else if (row.Column == 0)
{
currency = row.Value;
}
else
{
currency = split[row.Column - 1];
}
currency = currency.Trim().ToUpper();
}
catch { currency = ""; }
try
{
// last
row = dict["Underlying.Last"];
if (row == null || row.Column == -1)
{
last = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
last = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
last = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { continue; }
try
{
// change
row = dict["Underlying.Change"];
if (row == null || row.Column == -1)
{
change = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
change = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
change = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { change = double.NaN; }
try
{
// open
row = dict["Underlying.Open"];
if (row == null || row.Column == -1)
{
open = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
open = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
open = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { open = double.NaN; }
try
{
// low
row = dict["Underlying.Low"];
if (row == null || row.Column == -1)
{
low = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
low = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
low = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { low = double.NaN; }
try
{
// high
row = dict["Underlying.High"];
if (row == null || row.Column == -1)
{
high = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
high = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
high = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { high = double.NaN; }
try
{
// ask
row = dict["Underlying.Ask"];
if (row == null || row.Column == -1)
{
ask = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
ask = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
ask = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { ask = double.NaN; }
try
{
// bid
row = dict["Underlying.Bid"];
if (row == null || row.Column == -1)
{
bid = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
bid = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
bid = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { bid = double.NaN; }
try
{
// volume
row = dict["Underlying.Volume"];
if (row == null || row.Column == -1)
{
volume = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
volume = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
volume = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { volume = double.NaN; }
try
{
// dvrate
row = dict["Underlying.DivRate"];
if (row == null || row.Column == -1)
{
dvrate = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
dvrate = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
dvrate = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { dvrate = double.NaN; }
try
{
// hisvol
row = dict["Underlying.HisVolatility"];
if (row == null || row.Column == -1)
{
hisvol = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
hisvol = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
hisvol = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { hisvol = double.NaN; }
try
{
// timestamp
row = dict["Underlying.TimeStamp"];
if (row == null || row.Column == -1)
{
timestamp = DateTime.Now;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
timestamp = DateTime.Parse(row.Value, ci);
}
else
{
timestamp = DateTime.Parse(split[row.Column - 1], ci);
}
}
}
catch { timestamp = DateTime.Now; }
// delete old entry in quote table
DataRow del = data.QuoteTable.FindBySymbol(symbol);
if (del != null)
{
del.Delete();
}
// add new entry to quote table
data.QuoteTable.AddQuoteTableRow(
symbol, name, currency, last, change, open, low, high,
bid, ask, volume, dvrate, timestamp, hisvol);
}
if (rul.IncludesOptionsChain)
{
ConfigSet.MappingTableRow row;
int openint;
DateTime expiration, timestamp;
string symbol, underlying, type;
double strike, last, change, bid, ask, volume, contract_size;
try
{
// underlying
row = dict["Option.Underlying"];
if (row == null || row.Column == -1)
{
continue;
}
else if (row.Column == 0)
{
underlying = row.Value;
}
else
{
underlying = split[row.Column - 1];
}
underlying = underlying.Trim().ToUpper();
}
catch { continue; }
try
{
// strike
row = dict["Option.Strike"];
if (row == null || row.Column == -1)
{
continue;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
strike = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
strike = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { continue; }
try
{
// expiration
row = dict["Option.Expiration"];
if (row == null || row.Column == -1)
{
continue;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
expiration = DateTime.Parse(row.Value, ci);
}
else
{
expiration = DateTime.Parse(split[row.Column - 1], ci);
}
}
}
catch { continue; }
try
{
// type
row = dict["Option.Type"];
if (row == null || row.Column == -1)
{
continue;
}
else if (row.Column == 0)
{
type = row.Value;
}
else
{
type = split[row.Column - 1];
}
type = type.Trim().ToUpper();
if (type[0] == 'C')
{
type = "Call";
}
else if (type[0] == 'P')
{
type = "Put";
}
else
{
continue;
}
}
catch { continue; }
try
{
// symbol
row = dict["Option.Symbol"];
if (row == null || row.Column == -1)
{
row = dict["Option.Symbol.Base"];
if (row == null || row.Column == -1)
{
symbol = ".";
}
else if (row.Column == 0)
{
symbol = row.Value;
}
else
{
symbol = split[row.Column - 1];
}
row = dict["Option.Symbol.Suffix"];
if (row == null || row.Column == -1)
{
symbol += underlying + expiration.ToString("ddMMMyyyy") + type[0] + strike.ToString("f2");
symbol = symbol.ToUpper();
}
else if (row.Column == 0)
{
symbol += row.Value;
}
else
{
symbol += split[row.Column - 1];
}
}
else if (row.Column == 0)
{
symbol = row.Value;
}
else
{
symbol = split[row.Column - 1];
}
symbol = symbol.Trim().ToUpper();
}
catch { continue; }
try
{
// last
row = dict["Option.Last"];
if (row == null || row.Column == -1)
{
continue;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
last = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
last = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { continue; }
try
{
// change
row = dict["Option.Change"];
if (row == null || row.Column == -1)
{
change = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
change = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
change = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { change = double.NaN; }
try
{
// ask
row = dict["Option.Ask"];
if (row == null || row.Column == -1)
{
ask = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
ask = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
ask = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { ask = double.NaN; }
try
{
// bid
row = dict["Option.Bid"];
if (row == null || row.Column == -1)
{
bid = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
bid = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
bid = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { bid = double.NaN; }
try
{
// volume
row = dict["Option.Volume"];
if (row == null || row.Column == -1)
{
volume = double.NaN;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
volume = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
volume = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { volume = double.NaN; }
try
{
// openint
row = dict["Option.OpenInt"];
if (row == null || row.Column == -1)
{
openint = 0;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
openint = (int)Convert.ToDecimal(row.Value, ci);
}
else
{
openint = (int)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { openint = 0; }
try
{
// contract_size
row = dict["Option.ContractSize"];
if (row == null || row.Column == -1)
{
contract_size = 1;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
contract_size = (double)Convert.ToDecimal(row.Value, ci);
}
else
{
contract_size = (double)Convert.ToDecimal(split[row.Column - 1], ci);
}
}
}
catch { contract_size = 1; }
try
{
// timestamp
row = dict["Option.TimeStamp"];
if (row == null || row.Column == -1)
{
timestamp = DateTime.Now;
}
else
{
if (ci.Name != row.Culture)
{
ci = new CultureInfo(row.Culture, false);
}
if (row.Column == 0)
{
timestamp = DateTime.Parse(row.Value, ci);
}
else
{
timestamp = DateTime.Parse(split[row.Column - 1], ci);
}
}
}
catch { timestamp = DateTime.Now; }
// delete old entry in option table
DataRow del = data.OptionTable.FindBySymbol(symbol);
if (del != null)
{
del.Delete();
}
// add new entry to option table
data.OptionTable.AddOptionTableRow(
symbol, underlying, type, strike, expiration,
last, change, bid, ask, volume, openint, contract_size, timestamp);
}
}
catch { ret = false; }
}
}
catch { ret = false; }
// enable data notifications
data.QuoteTable.EndLoadData();
data.OptionTable.EndLoadData();
data.AcceptChanges();
reader.Close();
stream.Close();
}
catch { ret = false; }
return(ret);
}
