void symindex()
{
for (int i = 0; i < qt.Rows.Count; i++)
{
if (qt.Rows[i].RowState == DataRowState.Deleted)
{
continue;
}
Security sec = SecurityImpl.Parse(qt.Rows[i]["Symbol"].ToString());
string sym = sec.Symbol;
if (!symidx.ContainsKey(sec.FullName)) // if we've not seen this symbol add it's index
{
symidx.Add(sec.FullName, new int[] { i });
}
else
{
// otherwise create a new array with an extra spot
int[] newidx = new int[symidx[sec.FullName].Length + 1];
// copy the old indicies in
symidx[sec.FullName].CopyTo(newidx, 0);
// save this latest index
newidx[symidx[sec.FullName].Length] = i;
// replace the old with the new
symidx[sec.FullName] = newidx;
}
}
}
void tl_gotTick(Tick t)
{
try
{
_tlt.newTick(t);
_kt.newTick(t);
if (spillTick != null)
{
spillTick(t);
}
RefreshRow(t);
BarList bl = null;
if (bardict.TryGetValue(t.symbol, out bl))
{
if (SecurityImpl.Parse(t.symbol).Type == SecurityType.CASH)
{
Tick k = _kt[t.symbol];
decimal p = usebidonfx ? k.bid : k.ask;
int s = usebidonfx ? k.bs : k.os;
bardict[t.symbol].newPoint(t.symbol, p, k.time, k.date, s);
}
else
{
bardict[t.symbol].newTick(t);
}
}
}
catch (System.Threading.ThreadInterruptedException) { }
}
bool addsymbol(string sym, bool dosubscribe)
{
Security sec = SecurityImpl.Parse(sym);
try
{
// SYM,LAST,TSIZE,BID,ASK,BSIZE,ASIZE,SIZES,OHLC(YEST),CHANGE
DataRow r = qt.Rows.Add(sym, "", "", "", "", "", "", "", "", "", "", "");
qt.Rows[qt.Rows.Count - 1][AVGPRICE] = pt[sym].AvgPrice;
qt.Rows[qt.Rows.Count - 1][POSSIZE] = pt[sym].Size;
qt.Rows[qt.Rows.Count - 1][CLOSEDPL] = pt[sym].ClosedPL;
}
catch { }
if (!bardict.ContainsKey(sec.FullName))
{
bardict.Add(sec.FullName, new BarListImpl(sym));
}
status("Added " + sym);
if (!hassym(sym))
{
mb.Add(sym);
}
symindex();
if (dosubscribe)
{
return(subscribe());
}
return(true);
}
public void Parsing()
{
// tests to parse and generate user-supplied security specifiers
SecurityImpl nyse = new SecurityImpl("LVS");
string p = nyse.ToString();
SecurityImpl t = SecurityImpl.Parse(p);
Assert.That(t.Symbol == nyse.Symbol, t.Symbol);
Assert.That(!t.hasDest, t.DestEx);
Assert.That(t.Type == nyse.Type, t.Type.ToString());
SecurityImpl crude = SecurityImpl.Parse("CLV8 FUT GLOBEX");
Assert.That(crude.Symbol == "CLV8", crude.Symbol);
Assert.That(crude.hasDest, crude.DestEx);
Assert.That(crude.Type == SecurityType.FUT, crude.Type.ToString());
SecurityImpl goog = SecurityImpl.Parse("GOOG");
Assert.AreEqual("GOOG", goog.FullName);
Security opt = SecurityImpl.Parse("IBM PUT 201004 100.00");
Assert.That(opt.Type == SecurityType.OPT);
Assert.AreEqual(100, opt.Strike);
Assert.AreEqual("PUT", opt.Details);
Assert.AreEqual(201004, opt.Date);
}
/// <summary>
/// Read file header for TIK file information
/// </summary>
private void ReadHeader()
{
// get version id
ReadByte();
// get version
_fileversion = ReadInt32();
if (_fileversion != TikConst.Filecurrentversion)
{
throw new BadTikFile("version: " + _fileversion + " expected: " + TikConst.Filecurrentversion);
}
// get real symbol
_realsymbol = ReadString();
// get security from symbol
_sec = SecurityImpl.Parse(_realsymbol);
_sec.Date = SecurityImpl.SecurityFromFileName(_path).Date;
// get short symbol
_sym = _sec.Name;
// get end of header
ReadByte();
// make sure we read something
if (_realsymbol.Length <= 0)
{
throw new BadTikFile("no symbol defined in tickfile");
}
// flag header as read
_haveheader = true;
}
int[] GetSymbolRows(string sym)
{
int[] res = new int[0];
if (symidx.TryGetValue(sym, out res))
{
return(res);
}
List <int> rows = new List <int>();
for (int i = 0; i < qt.Rows.Count; i++)
{
if (qt.Rows[i].RowState == DataRowState.Deleted)
{
continue;
}
Security sec = SecurityImpl.Parse(qt.Rows[i]["Symbol"].ToString());
Security csec = SecurityImpl.Parse(sym);
if (sec.Symbol == csec.Symbol)
{
rows.Add(i);
}
}
return(rows.ToArray());
}
Security GetVisibleSecurity(int row)
{
if ((row < 0) || (row >= qg.Rows.Count))
{
return(new SecurityImpl());
}
Security s = SecurityImpl.Parse(qt.Rows[row]["Symbol"].ToString());
return(s);
}
private void recordbut_Click(object sender, EventArgs e)
{
int size = mb.Count;
SecurityImpl sec = SecurityImpl.Parse(symbox.Text);
if (sec.isValid)
{
mb.Add(sec);
}
refreshlist(size);
}
void workingres_SendOrder(Order o)
{
// process order coming from a response
// set account on order
if (o.Account == string.Empty)
{
o.Account = _ao._account.Text;
}
try
{
// set the security
if (o.Security == SecurityType.NIL)
{
o.Security = _seclist[o.symbol].Type;
}
// set the exchange
if (o.Exchange == string.Empty)
{
o.Exchange = _seclist[o.symbol].DestEx;
}
}
catch (KeyNotFoundException)
{
string sym = SecurityImpl.Parse(o.symbol).Symbol;
SecurityImpl sec = null;
if (_seclist.TryGetValue(sym, out sec))
{
o.Security = sec.Type;
o.Exchange = sec.DestEx;
}
else
{
debug("security and exchange missing on: " + o.symbol);
}
}
// set the local symbol
if (o.LocalSymbol == string.Empty)
{
o.LocalSymbol = o.symbol;
}
// assign master order if necessary
assignmasterorderid(ref o);
// send order and get error message
int res = tl.SendOrder(o);
// if error, display it
if (res != (int)MessageTypes.OK)
{
debug(Util.PrettyError(tl.BrokerName, res) + " " + o.ToString());
}
}
public void Parsing()
{
// tests to parse and generate user-supplied security specifiers
SecurityImpl nyse = new SecurityImpl("LVS");
string p = nyse.ToString();
SecurityImpl t = SecurityImpl.Parse(p);
Assert.True(t.Name == nyse.Name, t.Name);
Assert.True(t.Type == nyse.Type, t.Type.ToString());
SecurityImpl crude = SecurityImpl.Parse("CLV8 FUT GLOBEX");
Assert.True(crude.Name == "CLV8", crude.Name);
Assert.True(crude.HasDest, crude.DestEx);
Assert.True(crude.Type == SecurityType.Future, crude.Type.ToString());
SecurityImpl goog = SecurityImpl.Parse("GOOG");
Assert.Equal("GOOG", goog.Name);
}
void tl_newRegisterSymbols(string client, string symbols)
{
if (VerboseDebugging)
{
debug("client subscribe request received: " + symbols);
}
Basket rem = new BasketImpl();
// if we had something before, check if something was removed
if (org.Count > 0)
{
rem = BasketImpl.Subtract(org, tl.AllClientBasket);
}
SubscriptionFlags flags = SubscriptionFlags.Prints;
flags |= SubscriptionFlags.Quotes;
flags |= SubscriptionFlags.Best;
List <string> syms = new List <string>();
syms.AddRange(tl.AllClientBasket.ToSymArray());
List <string> orgs = new List <string>(org.ToSymArray());
// add current
foreach (string sym in tl.AllClientBasket.ToSymArray())
{
// subscribe what we don't have
if (!orgs.Contains(sym))
{
// get the security
Security sec = SecurityImpl.Parse(sym);
string ex = sec.hasDest ? sec.DestEx : "NYSE";
oEngine.subscribe(ex, sec.Symbol, flags, null);
}
}
// remove old
foreach (Security s in rem)
{
oEngine.unsubscribe(string.Empty, s.Symbol);
}
}
public void Serialization()
{
BasketImpl mb = new BasketImpl();
mb.Add(new SecurityImpl("IBM"));
BasketImpl compare = BasketImpl.Deserialize(mb.ToString());
Assert.That(compare.Count == 1);
mb.Clear();
compare = BasketImpl.Deserialize(mb.ToString());
Assert.That(compare.Count == 0);
mb.Clear();
SecurityImpl longform = SecurityImpl.Parse("CLZ8 FUT NYMEX");
mb.Add(longform);
compare = BasketImpl.Deserialize(mb.ToString());
Assert.AreEqual(longform.ToString(), compare[0].ToString());
}
void tl_newRegisterSymbols(string client, string symbols)
{
D("got subscribe request: " + client + ": " + symbols);
// ensure new symbols are added
Basket newb = tl.AllClientBasket;
// ensure we have an id
foreach (string sym in newb.ToSymArray())
{
Security sec = SecurityImpl.Parse(sym);
char p;
if (sec.Type == SecurityType.STK)
{
p = 'e';
}
else if (sec.Type == SecurityType.BND)
{
p = 'b';
}
else if (sec.Type == SecurityType.FUT)
{
p = 'f';
}
else if (sec.Type == SecurityType.IDX)
{
p = 'i';
}
else if (sec.Type == SecurityType.OPT)
{
p = 'o';
}
else if (sec.Type == SecurityType.CASH)
{
p = 'c';
}
else if (sec.Type == SecurityType.FOP)
{
p = 'p';
}
else
{
p = 'e';
}
string nxsym = p + sec.symbol;
int idx = _nxsyms.addindex(nxsym, true);
_realsym2nxidx.addindex(sec.symbol, idx);
}
// ensure old symbols are removed
if (old.Count > 0)
{
Basket rem = BasketImpl.Subtract(old, newb);
foreach (Security s in rem)
{
int idx = _realsym2nxidx.getindex(s.symbol);
if (idx < 0)
{
debug("Unable to locate subscription for: " + s.symbol);
continue;
}
_nxsyms[idx] = false;
}
}
// save new as old
old = newb;
}
private void Trade_Click(object sender, EventArgs e)
{
// user clicks on trade button
// make sure a response is selected
if (_availresponses.SelectedIndex == -1)
{
status("Please select a response.");
return;
}
// get all the provided symbols
string[] syms = _symstraded.Text.Split(',');
// prepare a list of valid symbols
List <string> valid = new List <string>();
// process every provided symbol
foreach (string symt in syms)
{
// make it uppercase
string sym = symt.ToUpper();
// parse out security information
SecurityImpl sec = SecurityImpl.Parse(sym);
// if it's an invalid security, ignore it
if (!sec.isValid)
{
status("Security invalid: " + sec.ToString());
continue;
}
// otherwise add the security
_mb.Add(sec);
// save simple symbol as valid
valid.Add(sec.Symbol);
// if we don't have this security
if (!_seclist.ContainsKey(sec.Symbol))
{
// lock so other threads don't modify seclist at same time
lock (_seclist)
{
// add security to our list
_seclist.Add(sec.Symbol, sec);
}
}
}
// add working response to response list after obtaining a lock
lock (_reslist)
{
_reslist.Add(_workingres);
}
// get index to this response
int idx = _reslist.Count - 1;
// send response current positions
foreach (Position p in _pt)
{
_reslist[idx].GotPosition(p);
}
// subscribe to whatever symbols were requested
try
{
tl.Subscribe(_mb);
}
catch (TLServerNotFound) { debug("subscribe failed because no TL server is running."); }
// add name to user's screen
_resnames.Items.Add(_workingres.FullName + " [" + string.Join(",", valid.ToArray()) + "]");
// update their screen
_resnames.Invalidate(true);
// process all securities and build a quick index for a security's name to the response that requests it
foreach (SecurityImpl sec in _seclist.Values)
{
if (_symidx.ContainsKey(sec.FullName)) // we already had one requestor
{
// get current length of request list for security
int len = _symidx[sec.FullName].Length;
// add one to it for our new requestor
int[] a = new int[len + 1];
// add our new requestor's index at the end
a[len] = idx;
}
else // otherwise it's just this guy so add him
{
_symidx.Add(sec.FullName, new int[] { idx });
}
}
// clear the symbol list
_symstraded.Clear();
// show we added response
status(_workingres.FullName + " [" + string.Join(",", valid.ToArray()) + "]");
// unselect response
_availresponses.SelectedIndex = -1;
}
public void KeyUp(object sender, KeyEventArgs e)
{
string preface = "Adding symbol: ";
if (e.KeyCode == Keys.Enter)
{
Security sec = SecurityImpl.Parse(newsymbol);
if (sec.isValid)
{
if (addsymbol(newsymbol))
{
newsymbol = "";
}
}
else
{
status("Invalid Security " + newsymbol);
newsymbol = "";
}
}
else if (e.Shift && (e.KeyCode == Keys.OemPipe))
{
newsymbol += "|";
status(preface + newsymbol);
}
else if (e.Shift && (e.KeyCode == Keys.OemQuestion))
{
newsymbol += "?";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.OemPipe))
{
newsymbol += "\\";
status(preface + newsymbol);
}
else if (e.KeyCode == Keys.OemQuestion)
{
newsymbol += "/";
status(preface + newsymbol);
}
else if (e.KeyCode == Keys.OemPeriod)
{
newsymbol += ".";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.OemMinus) && e.Shift)
{
newsymbol += "_";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.D4) && e.Shift)
{
newsymbol = "$";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.Escape) || (e.KeyCode == Keys.Delete))
{
newsymbol = "";
status("Symbol add canceled...");
}
else if ((e.KeyCode == Keys.Back) && (newsymbol.Length > 0))
{
newsymbol = newsymbol.Substring(0, newsymbol.Length - 1);
status(preface + newsymbol);
}
else if (((e.KeyValue >= (int)Keys.A) && (e.KeyValue <= (int)Keys.Z)) ||
((e.KeyValue >= (int)Keys.D0) && (e.KeyValue <= (int)Keys.D9)) || e.Shift || (e.KeyData == Keys.Space))
{
string val = "";
if (e.Shift)
{
switch (e.KeyCode)
{
case Keys.D3: val = "#";
break;
}
}
else
{
char v = (char)e.KeyValue;
val += v;
}
newsymbol += val;
status("Adding symbol: " + newsymbol);
}
else if (e.KeyData == Keys.OemPeriod)
{
newsymbol += ".";
status("Adding symbol: " + newsymbol);
}
else if (e.KeyData == Keys.Space)
{
newsymbol += " ";
status("Adding symbol: " + newsymbol);
}
else if (e.KeyData == Keys.OemMinus)
{
newsymbol += "-";
status("Adding symbol: " + newsymbol);
}
}
void qg_KeyUp(object sender, KeyEventArgs e)
{
// only pay attention when market tab is selected
if (quoteTab.SelectedTab.Name != "Markets")
{
return;
}
string preface = "Adding symbol: ";
if (e.KeyCode == Keys.Enter)
{
Security sec = SecurityImpl.Parse(newsymbol);
if (sec.isValid)
{
if (addsymbol(newsymbol))
{
newsymbol = "";
try
{
_bf.Subscribe(mb);
}
catch (TLServerNotFound) { debug("no broker or feed server running."); }
}
}
else
{
status("Invalid Security " + newsymbol);
newsymbol = "";
}
}
else if (e.Shift && (e.KeyCode == Keys.OemPipe))
{
newsymbol += "|";
status(preface + newsymbol);
}
else if (e.Shift && (e.KeyCode == Keys.OemQuestion))
{
newsymbol += "?";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.OemPipe))
{
newsymbol += "\\";
status(preface + newsymbol);
}
else if (e.KeyCode == Keys.OemQuestion)
{
newsymbol += "/";
status(preface + newsymbol);
}
else if (e.KeyCode == Keys.OemPeriod)
{
newsymbol += ".";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.OemMinus) && e.Shift)
{
newsymbol += "_";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.D4) && e.Shift)
{
newsymbol = "$";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.Escape) || (e.KeyCode == Keys.Delete))
{
newsymbol = "";
status("Symbol add canceled...");
}
else if ((e.KeyCode == Keys.Back) && (newsymbol.Length > 0))
{
newsymbol = newsymbol.Substring(0, newsymbol.Length - 1);
status(preface + newsymbol);
}
else if (((e.KeyValue >= (int)Keys.A) && (e.KeyValue <= (int)Keys.Z)) ||
((e.KeyValue >= (int)Keys.D0) && (e.KeyValue <= (int)Keys.D9)) || e.Shift || (e.KeyData == Keys.Space))
{
string val = "";
if (e.Shift)
{
switch (e.KeyCode)
{
case Keys.D3: val = "#";
break;
}
}
else
{
char v = (char)e.KeyValue;
val += v;
}
newsymbol += val;
status("Adding symbol: " + newsymbol);
}
else if (e.KeyData == Keys.OemPeriod)
{
newsymbol += ".";
status("Adding symbol: " + newsymbol);
}
else if (e.KeyData == Keys.Space)
{
newsymbol += " ";
status("Adding symbol: " + newsymbol);
}
else if (e.KeyData == Keys.OemMinus)
{
newsymbol += "-";
status("Adding symbol: " + newsymbol);
}
}
void qg_KeyUp(object sender, KeyEventArgs e)
{
// only pay attention when market tab is selected
if (quoteTab.SelectedTab.Name != "Markets")
{
return;
}
string preface = "Adding symbol: ";
if (newsymbol.Contains("$") || newsymbol.Contains("/"))
{
preface = "Adding index: ";
}
if (e.KeyCode == Keys.Enter)
{
Security sec = SecurityImpl.Parse(newsymbol);
if (sec.isValid)
{
mb.Add(sec);
addsymbol(newsymbol);
newsymbol = "";
tl.Subscribe(mb);
}
else
{
status("Invalid Security " + newsymbol);
newsymbol = "";
}
}
else if (e.KeyCode == Keys.OemQuestion)
{
newsymbol += "/";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.D4) && e.Shift)
{
newsymbol = "$";
status(preface + newsymbol);
}
else if ((e.KeyCode == Keys.Escape) || (e.KeyCode == Keys.Delete))
{
newsymbol = "";
status("Symbol add canceled...");
}
else if ((e.KeyCode == Keys.Back) && (newsymbol.Length > 0))
{
newsymbol = newsymbol.Substring(0, newsymbol.Length - 1);
status(preface + newsymbol);
}
else if (((e.KeyValue >= (int)Keys.A) && (e.KeyValue <= (int)Keys.Z)) ||
((e.KeyValue >= (int)Keys.D0) && (e.KeyValue <= (int)Keys.D9)) || e.Shift || (e.KeyData == Keys.Space))
{
string val = "";
if (e.Shift)
{
switch (e.KeyCode)
{
case Keys.D3: val = "#";
break;
}
}
else
{
char v = (char)e.KeyValue;
val += v;
}
newsymbol += val;
status("Adding symbol: " + newsymbol);
}
}
