private void MainWindowViewModel_OnCandleStickDataEventHandler(object sender, CandleStickDataEventArgs e)
{
//CandleStickCollection
List <string> xLabels = new List <string>(e.Data.Count);
ChartValues <OhlcPoint> candles = new ChartValues <OhlcPoint>();
e.Data.Reverse();
foreach (var cs in e.Data)
{
candles.Add(new OhlcPoint(cs.Open, cs.Highest, cs.Lowest, cs.Close));
xLabels.Add(cs.SampleFor.ToShortDateString() + " " + cs.SampleFor.ToShortTimeString());
}
App.Current.Dispatcher.Invoke((Action) delegate
{
CandleStickCollection = new SeriesCollection {
new CandleSeries {
Values = candles
}
};
CandleStickXLabels = xLabels.ToArray();
});
}
void qResponseMsgConsumer_Received(object sender, BasicDeliverEventArgs e)
{
try
{
var body = e.Body;
IBasicProperties props = e.BasicProperties;
_channel.BasicAck(e.DeliveryTag, false);
Task.Factory.StartNew(() =>
{
if (props.Type != null && props.Type.Equals("orderUpdate", StringComparison.OrdinalIgnoreCase))
{
if (null != OnOrderUpdateReceived)
{
GenericRequestResponseDictionary update = JsonConvert.DeserializeObject <GenericRequestResponseDictionary>(ASCIIEncoding.UTF8.GetString(body));
OnOrderUpdateReceived(this, new GenericResponseEventArgs()
{
GenericResponse = update
});
}
}
else if (props.Type != null && props.Type.Equals("update", StringComparison.OrdinalIgnoreCase))
{
if (null != OnUpdateReceived)
{
ClientUpdateEventArgs update = JsonConvert.DeserializeObject <ClientUpdateEventArgs>(ASCIIEncoding.UTF8.GetString(body));
if (null == update.Positions)
{
update.Positions = new Dictionary <Guid, TradePosition>();
}
//for net calculation
Dictionary <string, List <TradePosition> > netPosition = new Dictionary <string, List <TradePosition> >(update.Positions.Count);
//fill in the current price against each of the positions
foreach (var p in update.Positions)
{
if (p.Value.OrderType.Equals(TradePosition.ORDER_TYPE_BUY))
{
p.Value.CurrentPrice = (update.ClientQuotes.ContainsKey(p.Value.Commodity)) ? update.ClientQuotes[p.Value.Commodity].Bid : decimal.Zero;
}
else
{
p.Value.CurrentPrice = (update.ClientQuotes.ContainsKey(p.Value.Commodity)) ? update.ClientQuotes[p.Value.Commodity].Ask : decimal.Zero;
}
string key = p.Value.Commodity + "_" + p.Value.OrderType;
if (!netPosition.ContainsKey(key))
{
netPosition[key] = new List <TradePosition>();
}
netPosition[key].Add(p.Value);
}
//determine net position
update.NetPosition = new Dictionary <Guid, TradePosition>();
foreach (var row in netPosition)
{
string commodity = row.Key.Split(new char[] { '_' })[0];
string type = row.Key.Split(new char[] { '_' })[1];
decimal sumAmt = 0;
decimal sumPL = 0;
decimal price = 0;
foreach (var p in row.Value)
{
sumAmt += p.Amount;
sumPL += p.CurrentPl;
price += p.OpenPrice;
}
price /= (decimal)row.Value.Count;
TradePosition position = new TradePosition();
position.OrderId = Guid.NewGuid();
position.Commodity = commodity;
position.OrderType = type;
position.OpenPrice = price;
position.Amount = sumAmt;
position.CurrentPl = sumPL;
if (type.Equals(TradePosition.ORDER_TYPE_BUY))
{
position.CurrentPrice = update.ClientQuotes[commodity].Bid;
}
else
{
position.CurrentPrice = update.ClientQuotes[commodity].Ask;
}
update.NetPosition.Add(position.OrderId, position);
}
//update net prices on the net positions
OnUpdateReceived(this, update);
}
}
else if (props.Type != null && props.Type.Equals("accountStatus", StringComparison.OrdinalIgnoreCase))
{
if (null != OnAccountStatusEventReceived)
{
GenericRequestResponseDictionary update = JsonConvert.DeserializeObject <GenericRequestResponseDictionary>(ASCIIEncoding.UTF8.GetString(body));
OnAccountStatusEventReceived(this, new GenericResponseEventArgs()
{
GenericResponse = update
});
}
}
else if (props.Type != null && props.Type.Equals("candlestick", StringComparison.OrdinalIgnoreCase))
{
if (null != OnCandleStickDataEventHandler)
{
List <CandleStick> data = JsonConvert.DeserializeObject <List <CandleStick> >(ASCIIEncoding.UTF8.GetString(body));
CandleStickDataEventArgs args = new CandleStickDataEventArgs()
{
Data = data
};
OnCandleStickDataEventHandler(this, args);
}
}
else if (props.Type != null && props.Type.Equals("notification"))
{
string payload = ASCIIEncoding.UTF8.GetString(body);
if (null != OnNotificationReceived)
{
OnNotificationReceived(payload);
}
}
});
}
catch (Exception ex)
{
log.Error(ex);
}
}
