public SecurityDepthEventArgs(SecurityDepth securityDepth)
{
this.SecurityDepth = securityDepth;
}
public SecurityDepthEventArgs(SecurityDepth securityDepth, string message)
: this(securityDepth)
{
this.Message = message;
}
private void TryParse064(string dataFeedMsg)//Derinlik kademesi update
{
try
{
string source = dataFeedMsg.Substring(0, 3);
string tmp1 = dataFeedMsg.Substring(3, 1);
int tmpInt1;
string notSymbolData = dataFeedMsg.Substring(3, dataFeedMsg.Length - 3);
string[] svalues = Split(notSymbolData);
string origSymbol = svalues[0];
int l = svalues.Length;
if (l != 9 || (l != 9 && int.TryParse(tmp1, out tmpInt1)))
{
HandleLog("Wrong 064 Message : " + dataFeedMsg);
return;
}
if (string.IsNullOrEmpty(origSymbol))
{
HandleLog("Missing Symbol Field 064 Message : " + dataFeedMsg);
return;
}
string tmpSide = svalues[1];
string tmpRow = svalues[2];
string tmpPrice = svalues[3];
string tmpLots = svalues[4];
string tmporders = svalues[5];
string time = svalues[6];
string tmpDepth = svalues[7];
decimal price;
int lots;
int orders;
int side;
int depth;
int row;
if (int.TryParse(tmpRow, out row) == false)
{
HandleLog("Missing RowIndex Field 064 Message : " + dataFeedMsg);
return;
}
int listIndex = row - 1;
decimal.TryParse(tmpPrice, out price);
int.TryParse(tmpLots, out lots);
int.TryParse(tmporders, out orders);
int.TryParse(tmpSide, out side);//0=> Buy 1=> Sell
int.TryParse(tmpDepth, out depth);
Quote q = null;
SecurityDepth secDepth = null;
// DispatchService.BeginInvoke(new Action(() =>
//{
QuoteValues.AddOrUpdate(origSymbol, (q = new Quote()
{
Name = origSymbol, DepthCollection = GetQouteCollection(origSymbol, depth)
}), (k, v) =>
{
q = v;
return(q);
});
//}));
// DispatchService.BeginInvoke(new Action(() =>
// {
q.DepthCollection.AddOrUpdate(listIndex, (secDepth = new SecurityDepth()
{
Name = origSymbol
}), (k, v) =>
{
secDepth = v;
return(secDepth);
});
//}));
secDepth.RowIndex = listIndex;
secDepth.Source = source;
MaxTimeStamp = DateTime.Now;
q.LastUpdateTime = MaxTimeStamp;
secDepth.LastUpdateTime = MaxTimeStamp;
secDepth.LastStreamTime = time;
if (side == 0)
{
secDepth.BuyPrice = price;
secDepth.BuyLots = lots;
secDepth.BuyOrders = orders;
}
else
{
secDepth.SellPrice = price;
secDepth.SellLots = lots;
secDepth.SellOrders = orders;
}
HandleSecurityDepthChanged(new SecurityDepthEventArgs(secDepth));
}
catch (Exception ex)
{
TBYException tex = new TBYException(MethodInfo.GetCurrentMethod().GetFullName(), "Matrkiks sembol derinlik verisi işlenirken hata oluştu", ex);
HandleException(tex);
}
}
