public void ThreadB()
{
try
{
//string topic = args[0] == "All" ? "" : args[0];
//string topic = "";
//Console.WriteLine("Subscriber started for Topic : {0}", _topic);
using (var subSocket = new SubscriberSocket())
{
subSocket.Options.ReceiveHighWatermark = 0;
publisherIP = ConfigurationManager.AppSettings["publisherIP"];
publisherPort = ConfigurationManager.AppSettings["publisherPort"];
subSocket.Connect("tcp://" + publisherIP + ":" + publisherPort);
//subSocket.SubscribeToAnyTopic();
if (parentSD.dictFilters.Count == 0)
{
subSocket.SubscribeToAnyTopic();
}
else
{
foreach (var filters in parentSD.dictFilters)
{
//Console.WriteLine("Subscribing Socket for Symbol : " + filters.Key);
subSocket.Subscribe(filters.Key);
}
}
//Console.WriteLine("Subscriber socket connecting...");
while (true)
{
try
{
if (ScannerBox.openedMainForm == false)
{
break;
}
string messageReceived;
System.Threading.Thread.Sleep(5);
if (subSocket.TryReceiveFrameString(out messageReceived))
{
//Writing the messages received in a log file
long millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
string feedMessage = messageReceived + "," + millis;
//File.AppendAllText("D:/FeedLog.txt", messageReceived + "," + millis + "\n");
//string messageReceived = subSocket.ReceiveFrameString();
string[] origMessageSplit = messageReceived.Split(';');
string[] arr = origMessageSplit[0].Split('|');
//string tokenno, ltp, ltq, bidprice, bidsize, askprice, asksize, feedtime
//token,ltp,ltq,b_amt,b_qty,a_amt,a_qty,lft,ltt,totalVol,open,high,low
string tokenno = arr[0];
double ltp = Convert.ToDouble(arr[1]) / 100.0;
string ltq = arr[2];
double bidprice = Convert.ToDouble(arr[3]) / 100.0;
string bidsize = arr[4];
double askprice = Convert.ToDouble(arr[5]) / 100.0;
string asksize = arr[6];
DateTime dt1 = epoch.AddMilliseconds(Convert.ToInt64(arr[7]));
string feedtime = dt1.ToString("dd/MM/yyyy HH:mm:ss");
string ltt = arr[8];
string tradetime = "";
if (ltt.Equals("0") == false)
{
DateTime dt2 = epoch.AddMilliseconds(Convert.ToInt64(ltt));
tradetime = dt2.ToString("dd/MM/yyyy HH:mm:ss.ff");
}
string volume = arr[9];
string open = "0";
string high = "0";
string low = "0";
if (arr.Length >= 12)
{
open = arr[10];
high = arr[11];
low = arr[12];
}
//DateTime dt = DateTime.Now;
//string feedtime = dt.ToString("HH:mm:ss");
Feed feed = new Feed(tokenno, feedtime, Convert.ToString(ltp), ltq, bidsize, Convert.ToString(bidprice), Convert.ToString(askprice), asksize, tradetime, volume, open, high, low);
ScannerBox.qfeed.Enqueue(feed);
millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
feedMessage = feedMessage + "," + millis;
ScannerBox.qOrgfeed.Enqueue(feedMessage);
//Timestamp2 and Log into file.
string key = feed.tokenno;
dictFeedDetails[key] = feed;
if (dictTrades.ContainsKey(tokenno) == false)
{
dictTrades[tokenno] = new Dictionary <string, TradeDetails>();
}
Dictionary <string, TradeDetails> dictTradeDetails = dictTrades[tokenno];
if (dictTradeDetails.ContainsKey(ltt) == false)
{
dictTradeDetails[ltt] = new TradeDetails(tradetime, ltp, ltq);
}
if (origMessageSplit.Length > 1)
{
dictFeedLevels[key] = origMessageSplit[1];
}
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
}
finally
{
NetMQConfig.Cleanup();
}
}
public void AddListItemMethod()
{
//String myItem;
if (ScannerBox.qfeed.Count > 0)
{
//calculate microseconds
Feed feed = ScannerBox.qfeed.Dequeue();
//calculate microseconds
try
{
string symbol = "";
string expiry = "";
string strike = "";
string callput = "";
long millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
string feedMessage = ScannerBox.qOrgfeed.Dequeue();
feedMessage = feedMessage + "," + millis;
if (ScannerDashboard.dictSecurityMaster.ContainsKey(feed.tokenno))
{
SecurityMaster secMaster = ScannerDashboard.dictSecurityMaster[feed.tokenno];
symbol = secMaster.Symbol;
if (secMaster.Instrument != "EQ") // its a future or option stock,then we will get expirydate
{
expiry = secMaster.ExpiryDate;
}
if (secMaster.Instrument == "OPTIDX" || secMaster.Instrument == "OPTSTK")
{
strike = secMaster.StrikePrice;
callput = secMaster.OptType;
}
}
millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
feedMessage = feedMessage + "," + millis;
var exisiting = dtFeed.Rows.Find(new Object[] { feed.tokenno });
if (exisiting != null)
{
exisiting.ItemArray = new object[] { feed.tokenno, feed.feedtime, symbol, expiry, strike, callput, feed.ltp, feed.ltq, feed.bidsize, feed.bidprice, feed.askprice, feed.asksize, Convert.ToString(Math.Round((Convert.ToDouble(feed.askprice) - Convert.ToDouble(feed.bidprice)), 2)) }
}
;
else
{
if (ScannerDashboard.dictSecurityMaster.ContainsKey(feed.tokenno))
{
dtFeed.Rows.Add(new Object[] { feed.tokenno, feed.feedtime, symbol, expiry, strike, callput, feed.ltp, feed.ltq, feed.bidsize, feed.bidprice, feed.askprice, feed.asksize, Convert.ToString(Math.Round((Convert.ToDouble(feed.askprice) - Convert.ToDouble(feed.bidprice)), 2)) });
}
}
millis = (long)((DateTime.UtcNow - new DateTime(1970, 1, 1)).TotalMilliseconds);
feedMessage = feedMessage + "," + millis;
//calculate microseconds
//Log into file.
//feed, time1, time2, time3, time4, time5
File.AppendAllText("D:/FeedLog.txt", feedMessage + "\n");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
public void ThreadB()
{
try
{
//string topic = args[0] == "All" ? "" : args[0];
//string topic = "";
//Console.WriteLine("Subscriber started for Topic : {0}", _topic);
using (var subSocket = new SubscriberSocket())
{
subSocket.Options.ReceiveHighWatermark = 1000;
publisherIP = ConfigurationManager.AppSettings["publisherIP"];
publisherPort = ConfigurationManager.AppSettings["publisherPort"];
subSocket.Connect("tcp://" + publisherIP + ":" + publisherPort);
//subSocket.SubscribeToAnyTopic();
if (parentSD.dictFilters.Count == 0)
{
subSocket.SubscribeToAnyTopic();
}
else
{
foreach (var filters in parentSD.dictFilters)
{
//Console.WriteLine("Subscribing Socket for Symbol : " + filters.Key);
subSocket.Subscribe(filters.Key);
}
}
//Console.WriteLine("Subscriber socket connecting...");
while (true)
{
try
{
if (ScannerBox.openedMainForm == false)
{
break;
}
string messageReceived;
if (subSocket.TryReceiveFrameString(out messageReceived))
{
//string messageReceived = subSocket.ReceiveFrameString();
string[] arr = messageReceived.Split(',');
//SELECT Symbol, feedtime, expiry, OptType, StrikePrice, Exch, PCloseRate, LastRate, TotalQty, Series, MLot, ScripNo, OpenRate, HighRate, LowRate, AvgRate
Feed feed = new Feed(arr[0], arr[1], arr[2], arr[3], arr[4], arr[5], arr[6], arr[7], arr[8], arr[9], arr[12], arr[13], arr[14], arr[15]);
bool flagSymbolCondition = true;
bool flagExpiryCondition = true;
bool flagExchCondition = true;
bool flagStrikeCondition = true;
bool flagClosePriceCondition = true;
bool flagLtpCondition = true;
bool flagQuantityCondition = true;
bool foundKey = false;
List <SymbolFilter> listSymbolFilter;
if (parentSD.dictFilters.TryGetValue(feed.symbol.Trim(), out listSymbolFilter))
{
foreach (var symbolfilter in listSymbolFilter)
{
if (symbolfilter.symbol != null && string.Compare(feed.symbol, symbolfilter.symbol) != 0)
{
flagSymbolCondition = false;
}
else
{
flagSymbolCondition = true;
}
if (symbolfilter.expiry != null && symbolfilter.expiry != "")
{
// MessageBox.Show(feed.expiry + " not equal " + symbolfilter.expiry);
//Console.WriteLine(feed.expiry + " and " + symbolfilter.expiry);
//DateTime dt1 = DateTime.ParseExact(symbolfilter.expiry, "dd-MM-yyyy", CultureInfo.InvariantCulture);
if (string.Compare(feed.expiry, symbolfilter.expiry) != 0)
{
flagExpiryCondition = false;
}
else
{
flagExpiryCondition = true;
}
}
if (symbolfilter.exch != null && symbolfilter.exch != "" && string.Compare(feed.exch, symbolfilter.exch) != 0)
{
flagExchCondition = false;
}
else
{
flagExchCondition = true;
}
if (flagExchCondition == true)
{
if (symbolfilter.strike != null && symbolfilter.strike != "" && string.Compare(feed.strike, symbolfilter.strike) != 0)
{
flagStrikeCondition = false;
}
else
{
flagStrikeCondition = true;
}
}
double closePrice = Convert.ToDouble(feed.closePrice);
double ltp = Convert.ToDouble(feed.ltp);
int quantity = Convert.ToInt32(feed.quantity);
if (symbolfilter.closePrice != 0 && closePrice < symbolfilter.closePrice)
{
flagClosePriceCondition = false;
}
else
{
flagClosePriceCondition = true;
}
if (symbolfilter.ltp != 0 && ltp < symbolfilter.ltp)
{
flagLtpCondition = false;
}
else
{
flagLtpCondition = true;
}
if (symbolfilter.quantity != 0 && quantity < symbolfilter.quantity)
{
flagQuantityCondition = false;
}
else
{
flagQuantityCondition = true;
}
if (flagSymbolCondition && flagExpiryCondition && flagExchCondition &&
flagStrikeCondition && flagClosePriceCondition &&
flagLtpCondition && flagQuantityCondition)
{
ScannerBox.qfeed.Enqueue(feed);
string key = feed.symbol + "," + feed.expiry + "," + feed.strike + "," + feed.callput + "," + feed.exch;
string value = feed.feedtime + "," + feed.closePrice + "," + feed.ltp + "," + feed.quantity + "," + feed.openRate + "," + feed.highRate + "," + feed.lowRate;
foundKey = true;
dictFeedDetails[key] = value;
}
}
}
//check if it needs to be removed from the hashmap and the data table
if (foundKey == false)
{
var exisiting = ScannerBox.dtFeed.Rows.Find(new Object[] { feed.symbol, feed.expiry, feed.strike, feed.callput, feed.exch });
if (exisiting != null)
{
exisiting.Delete();
}
}
//Console.WriteLine(messageReceived);
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
}
finally
{
NetMQConfig.Cleanup();
}
}