public SecurityMasterRecord[] GetSecurityMasterRecords()
{
List <SecurityMasterRecord> securities = new List <SecurityMasterRecord>();
int i = 1;
foreach (string firm in FirmPositions.Keys)
{
foreach (ClientPosition pos in FirmPositions[firm])
{
if (!securities.Any(x => x.Symbol == pos.Symbol))
{
SecurityMasterRecord security = new SecurityMasterRecord();
security.Symbol = pos.Symbol;
security.CurrencyPair = "XBT-USD";
security.InstrumentId = i;
security.MaturityDate = security.GetMaturityDateFromSymbol();
i++;
securities.Add(security);
}
}
}
return(securities.ToArray());
}
private void EvalDailySettlementPriceWarnings(string symbol)
{
SecurityMasterRecord security = SecurityMasterRecords.Where(x => x.Symbol == symbol).FirstOrDefault();
if (security.AssetClass == Security._SPOT)
{
//WE shouldn't have this service requested for a spot currency
DoLog(string.Format("WARNING2 - Daily Settlement Price requested for spot currency! : {0}", symbol), MessageType.Error);
}
}
private static void ProcessEvent(WebSocketMessage msg)
{
if (msg is ClientLoginResponse)
{
ClientLoginResponse loginResp = (ClientLoginResponse)msg;
if (loginResp.JsonWebToken != null)
{
ClientLoginResponse = loginResp;
}
DoLog(string.Format("Client successfully logged with token {0}", loginResp.JsonWebToken));
//3- Once Logged we request the security master record. We set the request timestamp for timeout calculation
SecurityMasterRecordRequestStartTime = DateTime.Now;
SubscriptionTAFinished = false;
RequestSecurityMasterList();
//3.1- We launch the thread that will process all the securities once everything is available
Thread processSecurityMasterRecordThread = new Thread(ProcessSecurityMasterRecordThread);
processSecurityMasterRecordThread.Start();
}
else if (msg is SubscriptionResponse)
{
SubscriptionResponse subscrResp = (SubscriptionResponse)msg;
if (subscrResp.Service == "TA")
{
SubscriptionTAFinished = true;
}
}
else if (msg is SecurityMasterRecord)
{
SecurityMasterRecord security = (SecurityMasterRecord)msg;
//4-Every time we get a security, if the arrival time is less than timeout time, we update the list that hold
//all the securities
TimeSpan elapsed = DateTime.Now - SecurityMasterRecordRequestStartTime;
if (elapsed.TotalSeconds < _SECURITY_MASTER_RECORD_TIMOUT_IN_SECONDS && !SubscriptionTAFinished)
{
SecurityMasterRecords.Add(security);
}
else
{
//4.1- Here the security arrive after the timeout. We have to set some warning in the logs to check
// if we have to recalibrate the timeout threshold
if (SubscriptionTAFinished)
{
DoLog(string.Format("TC1-Security Master Record arrived afte subscription response succesfull received!:{0}", security.Symbol));
}
else if (elapsed.TotalSeconds > _SECURITY_MASTER_RECORD_TIMOUT_IN_SECONDS)
{
DoLog(string.Format("TC2-Security Master Record arrived after timeout expiration!:{0}", security.Symbol));
}
}
}
}
