private decimal m_vixDiscount; // VIX.XO - @VX (front month)
public PricesConsole(string ip, int port, bool publish = false)
{
m_es = "@ESH18"; // front-month ES symbol
// Populate the VX and Contango month strings
m_vxMonth[0] = "H18"; // front-month @VX ("mYY" only, not full symbol)
for (int i = 1; i < MONTH_COUNT; ++i)
{
m_vxMonth[i] = GDate.AddMonths(m_vxMonth[i - 1], 1);
m_contangoMonth[i - 1] = m_vxMonth[i - 1] + m_vxMonth[i];
}
//m_pubsub = new RedisIQFeed(ip, port);
m_pubsub = new ZmqIQFeed();
m_pubsub.StartPriceSubscriber(ip, port);
m_pubsub.OnSubscriberReceive += M_subscriber_Receive;
//m_publisher = new ZMQPublisher();
//m_subscriber = new ZMQSubscriber();
//m_subscriberClientTask = Task.Factory.StartNew(() => m_subscriber.SubscriptionLoop());
Task.Run(() => DisplaySubs());
Task.Run(() => DisplayVIXES());
if (publish)
{
// Load symbols and spread formulas (and subscribe to these symbols)
ReloadSymbols();
ReloadSpreads();
}
}
static void SubscribeVIXES(string mYY)
{
// Subscribe VIX/ES
string m0 = mYY;
string m1 = GDate.AddMonths(mYY, 1);
string m2 = GDate.AddMonths(mYY, 2);
string m3 = GDate.AddMonths(mYY, 3);
string m4 = GDate.AddMonths(mYY, 4);
string m5 = GDate.AddMonths(mYY, 5);
m_updates.SetId("vix", "VIX.XO");
m_prices.SubscribePrices("VIX.XO");
m_updates.SetId("vx0", "@VX" + m0);
m_updates.SetId("vx1", "@VX" + m1);
m_updates.SetId("vx2", "@VX" + m2);
m_updates.SetId("vx3", "@VX" + m3);
m_updates.SetId("vx4", "@VX" + m4);
m_updates.SetId("vx5", "@VX" + m5);
m_prices.SubscribePrices("@VX" + m0);
m_prices.SubscribePrices("@VX" + m1);
m_prices.SubscribePrices("@VX" + m2);
m_prices.SubscribePrices("@VX" + m3);
m_prices.SubscribePrices("@VX" + m4);
m_prices.SubscribePrices("@VX" + m5);
string es_m0 = "H18";
m_updates.SetId("spu", "@ES" + es_m0);
m_prices.SubscribePrices("@ES" + es_m0);
}
private void VerifyDJIA(DateTime date, string djia)
{
GDate gdate = new GDate(date, date);
var actual_djia = GeoHash.GetDowJonesAsync(gdate).ConfigureAwait(false).GetAwaiter().GetResult();
Assert.AreEqual(djia, actual_djia, $"Data line {validated+1}");
}
public void TestEastPost20080526()
{
DateTime test = new DateTime(2008, 05, 27);
var result = GDate.ForLongitude(test, 0);
Assert.AreEqual("2008-05-27", result.ToString());
Assert.AreEqual("2008-05-26", result.DowJonesString());
}
public int CompareTo(AddressModel other)
{
if (other is null)
{
throw new ArgumentNullException(nameof(other));
}
return(GDate.CompareTo(other.GDate));
}
public void TestGetDowJonesAsync()
{
GDate gdate = new GDate(2005, 05, 26); // https://geohashing.site/images/thumb/5/51/Coordinates.png/600px-Coordinates.png
string expected_djia = "10458.68";
var djia = GeoHash.GetDowJonesAsync(gdate).ConfigureAwait(false).GetAwaiter().GetResult();
Assert.AreEqual(expected_djia, djia);
}
public void TestGetDJIAEast()
{
DateTime date = new DateTime(2008, 05, 27);
GDate gdate = GDate.ForLongitude(date, -29);
string expected_djia = "12620.90";
var djia = GeoHash.GetDowJonesAsync(gdate).ConfigureAwait(false).GetAwaiter().GetResult();
Assert.AreEqual(expected_djia, djia);
}
static void SubscribeCopper(string mYY)
{
// Subscribe CME/LME Copper
string m0 = mYY;
string m1 = GDate.AddMonths(mYY, 1);
m_updates.SetId("hg0", "QHG" + m0);
m_updates.SetId("hg1", "QHG" + m1);
m_updates.SetId("lme", "M.CU3=LX");
m_prices.SubscribePrices("QHG" + m0);
m_prices.SubscribePrices("QHG" + m1);
m_prices.SubscribePrices("M.CU3=LX");
}
public void TestCalculateGeoHash()
{
GDate gdate = new GDate(2005, 05, 26);
string djia = "10458.68";
string expected_fraction0 = "857713";
string expected_fraction1 = "544543";
var fractions = GeoHash.CalculateFractions(djia, gdate);
var sfraction0 = fractions[0].ToString().Substring(2, 6);
var sfraction1 = fractions[1].ToString().Substring(2, 6);
Assert.AreEqual(expected_fraction0, sfraction0);
Assert.AreEqual(expected_fraction1, sfraction1);
}
//https://cex.io/api/currency_limits
public string CreateAuthRequest()
{
string timestamp = Math.Floor(GDate.DateTimeToUnixTimestamp(DateTime.Now)).ToString();
//HMACSHA512 hmac = new HMACSHA512(U8.GetBytes(apiSecret));
HMACSHA256 hmac = new HMACSHA256(U8.GetBytes(ApiSecret));
byte[] hashmessage = hmac.ComputeHash(U8.GetBytes(timestamp + ApiKey));
string sign = ToHexString(hashmessage);
string authRequest = @"{
""e"": ""auth"",
""auth"": {
""key"": """ + ApiKey + @""",
""signature"": """ + sign + @""",
""timestamp"": " + timestamp + @"
}
}";
return(authRequest);
}
/// <summary>
/// Gets a timestamp in milliseconds.
/// </summary>
/// <returns>Timestamp in milliseconds.</returns>
public static string GetUnixTimeStamp(this DateTime baseDateTime)
{
//var dtOffset = new DateTimeOffset(baseDateTime);
//return dtOffset.ToUnixTimeMilliseconds().ToString();
return(GDate.DateTimeToUnixTimeMilliseconds(baseDateTime).ToString());
}
public void InitFilter()
{
int left = 20;
int top = 15;
foreach (FilterInfo f in FilterInfos)
{
switch (f.controltype)
{
case "dropdown":
GDropDown controldrop = new GDropDown();
controldrop.Caption = f.caption;
controldrop.Location = new Point(left, top);
controldrop.Name = "dropdown_" + f.fieldname;
controldrop.Width = 200;
if (f.SearchForm != null)
{
controldrop.CustomerDropDownForm = f.SearchForm;
}
G.Controls.Base.Initialize.InitDropDown(controldrop, f.controldata, f.searchLogic, true);
if (!f.defaultvalue.IsNullOrEmpty())
{
controldrop.SetValue(f.defaultvalue);
}
this.tabPage1.Controls.Add(controldrop);
top += controldrop.Height + 10;
f.control = controldrop.Name;
break;
case "combox":
GCombo2 controlcombox = new GCombo2();
controlcombox.Caption = f.caption;
controlcombox.Data = f.controldata;
controlcombox.Name = "combox_" + f.fieldname;
controlcombox.Location = new Point(left, top);
controlcombox.Width = 200;
if (!f.defaultvalue.IsNullOrEmpty())
{
controlcombox.SetValue(f.defaultvalue);
}
this.tabPage1.Controls.Add(controlcombox);
top += controlcombox.Height + 10;
f.control = controlcombox.Name;
break;
case "checkbox":
GCheckBox controlcheckbox = new GCheckBox();
controlcheckbox.Caption = f.caption;
controlcheckbox.Name = "checkbox_" + f.fieldname;
controlcheckbox.Location = new Point(left, top);
controlcheckbox.Width = 200;
if (!f.defaultvalue.IsNullOrEmpty())
{
controlcheckbox.SetValue(f.defaultvalue);
}
this.tabPage1.Controls.Add(controlcheckbox);
top += controlcheckbox.Height + 10;
f.control = controlcheckbox.Name;
break;
case "date":
case "datetime":
GDate controldate = new GDate();
controldate.Caption = f.caption;
controldate.Name = "date_" + f.fieldname;
DefaultDate(f);
controldate.Width = 200;
controldate.Location = new Point(left, top);
if (!f.defaultvalue.IsNullOrEmpty())
{
controldate.SetValue(f.defaultvalue);
}
this.tabPage1.Controls.Add(controldate);
f.control = controldate.Name;
if (f.isdouble)
{
GDate controldate2 = new GDate();
controldate2.Caption = "一一";
controldate2.Name = "date2_" + f.fieldname;
controldate2.Location = new Point(left + controldate.Width + 20, top);
if (!f.defaultvalue2.IsNullOrEmpty())
{
controldate2.SetValue(f.defaultvalue2);
}
this.tabPage1.Controls.Add(controldate2);
f.control2 = controldate2.Name;
}
top += controldate.Height + 10;
break;
default:
GText controltext = new GText();
controltext.Caption = f.caption;
controltext.Name = "text_" + f.fieldname;
controltext.Location = new Point(left, top);
controltext.Width = 200;
if (!f.defaultvalue.IsNullOrEmpty())
{
controltext.SetValue(f.defaultvalue);
}
this.tabPage1.Controls.Add(controltext);
top += controltext.Height + 10;
f.control = controltext.Name;
break;
}
}
}
public Condition GetCondition()
{
Condition c = DefaultCondition;
foreach (FilterInfo f in FilterInfos)
{
string v = "", v2 = "";
switch (f.controltype)
{
case "dropdown":
GDropDown cd = this.tabPage1.Controls[f.control] as GDropDown;
v = G.Core.GConvert.ToString(cd.GetValue());
if (!v.IsNullOrEmpty())
{
if (f.islike)
{
c &= CK.K[f.fieldname].Like(v);
}
else
{
c &= CK.K[f.fieldname].Eq(v);
}
}
break;
case "combox":
GCombo2 cc = this.tabPage1.Controls[f.control] as GCombo2;
v = G.Core.GConvert.ToString(cc.GetValue());
if (!v.IsNullOrEmpty())
{
if (f.islike)
{
c &= CK.K[f.fieldname].Like(v);
}
else
{
c &= CK.K[f.fieldname].Eq(v);
}
}
break;
case "datetime":
GDate gdt = this.tabPage1.Controls[f.control] as GDate;
GDate gdt2 = this.tabPage1.Controls[f.control2] as GDate;
v = gdt.GetValue().ToShortDateTime();
if (!v.IsNullOrEmpty())
{
if (f.islike)
{
c &= CK.K[f.fieldname].Like(v);
}
else if (f.isdouble)
{
v2 = "";
object obj2 = gdt2.GetValue();
if (!obj2.Equals(DBNull.Value))
{
v2 = obj2.ToDateTime().AddDays(1).ToShortDateString();
}
c &= CK.K[f.fieldname].Ge(v);
c &= CK.K[f.fieldname].Le(v2);
}
else
{
string v3 = gdt.GetValue().ToDateTime().AddDays(1).ToShortDateString();
c &= CK.K[f.fieldname].Ge(v);
c &= CK.K[f.fieldname].Le(v3);
}
}
break;
case "date":
GDate gd = this.tabPage1.Controls[f.control] as GDate;
v = gd.GetValue().ToShortDateTime();
GDate gd2 = this.tabPage1.Controls[f.control2] as GDate;
v2 = gd2.GetValue().ToShortDateTime();
if (!v.IsNullOrEmpty())
{
if (f.islike)
{
c &= CK.K[f.fieldname].Like(v);
}
else if (f.isdouble)
{
c &= CK.K[f.fieldname].Ge(v);
c &= CK.K[f.fieldname].Le(v2);
}
else
{
c &= CK.K[f.fieldname].Eq(v);
}
}
break;
case "checkbox":
GCheckBox ccb = this.tabPage1.Controls[f.control] as GCheckBox;
v = G.Core.GConvert.ToString(ccb.GetValue());
if (!v.IsNullOrEmpty())
{
c &= CK.K[f.fieldname].Eq(v);
}
break;
default:
GText gt = this.tabPage1.Controls[f.control] as GText;
v = G.Core.GConvert.ToString(gt.GetValue());
if (!v.IsNullOrEmpty())
{
if (f.islike)
{
c &= CK.K[f.fieldname].Like(v);
}
else
{
c &= CK.K[f.fieldname].Eq(v);
}
}
break;
}
}
if (c == null)
{
c = Condition.Empty;
}
return(c);
}
