protected void DailyOfficialFixingPriceThread(object param)
{
object[] paramArray = (object[])param;
IWebSocketConnection socket = (IWebSocketConnection)paramArray[0];
WebSocketSubscribeMessage subscrMsg = (WebSocketSubscribeMessage)paramArray[1];
bool subscResp = false;
try
{
while (true)
{
OfficialFixingPrice officialFixingPrice = OfficialFixingPrices.Where(x => x.Symbol == subscrMsg.ServiceKey).FirstOrDefault();
if (officialFixingPrice != null)
{
//officialFixingPrice.Price += Convert.ToDecimal( DateTime.Now.Second )/ 100;
DoLog(string.Format("Returning fixing price for symbol {0}:{1}...", subscrMsg.ServiceKey, officialFixingPrice.Price), MessageType.Information);
DoSend <OfficialFixingPrice>(socket, officialFixingPrice);
Thread.Sleep(3000);//3 seconds
if (!subscResp)
{
ProcessSubscriptionResponse(socket, "FD", subscrMsg.ServiceKey, subscrMsg.UUID);
Thread.Sleep(2000);
subscResp = true;
return;
}
}
else
{
DoLog(string.Format("Official Fixing Price not found for symbol {0}...", subscrMsg.ServiceKey), MessageType.Information);
break;
}
}
}
catch (Exception ex)
{
DoLog(string.Format("Critical error processing daily settlement price message: {0}...", ex.Message), 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- Subscribe market data for Security
//Market data will be delivered through many services, for the moment we will use
// LS - LastSales will have all the information regarding the trades that took place (high, low, last, etc.)
// LQ - QuoteService will tell us the the best offers (best buy and sell) that we have for a security.
// It is what fills the red/green holders that we can see in the image!
// When we select a Product (SPOT) and Pair (XBT-USD) in the combos, we will have to fill the instrument holder (story 74)
// ---> In that context we only need the Quote (LQ) service
// Only when we CLICK that instrument we will need the trades service (LS) to fill the header
// ---> Then we can make this call
//Of course, every time we subscribe to some security , we will have to ususcribe to another one.
// That will be covered in the spec document
RequestMarketData(Security);
}
else if (msg is LastSale)
{
//4.1 LastSale event arrived! We update the security in memory with the following fields
LastSale lastSale = (LastSale)msg;
lock (Security)
{
Security.MarketData.LastTradeDateTime = lastSale.GetLastTime();
Security.MarketData.MDTradeSize = lastSale.LastShares;
Security.MarketData.Trade = lastSale.LastPrice;
Security.MarketData.NominalVolume = lastSale.Volume;
Security.MarketData.TradingSessionHighPrice = lastSale.High;
Security.MarketData.TradingSessionLowPrice = lastSale.Low;
Security.MarketData.OpeningPrice = lastSale.Open;
Security.MarketData.NetChgPrevDay = lastSale.Change;
}
MarketDataRefresh();
}
else if (msg is Quote)
{
//4.2 Quote event arrived! We update the security in memory with the following fields
Quote quote = (Quote)msg;
lock (Security)
{
Security.MarketData.BestBidPrice = quote.Bid;
Security.MarketData.BestBidSize = quote.BidSize;
Security.MarketData.BestAskPrice = quote.Ask;
Security.MarketData.BestAskSize = quote.AskSize;
}
MarketDataRefresh();
}
else if (msg is DailySettlementPrice)
{
//4.3 DailySettlementPrice event arrived! We update the security in memory with the following fields
DailySettlementPrice DSP = (DailySettlementPrice)msg;
lock (Security)
{
Security.MarketData.SettlementPrice = DSP.Price;
}
MarketDataRefresh();
}
else if (msg is OfficialFixingPrice)
{
//4.4 DailySettlementPrice event arrived! We update the security in memory with the following fields
OfficialFixingPrice fixingPrice = (OfficialFixingPrice)msg;
lock (Security)
{
Security.MarketData.FIXPrice = fixingPrice.Price;
}
MarketDataRefresh();
}
else if (msg is SubscriptionResponse)
{
SubscriptionResponse subscrResp = (SubscriptionResponse)msg;
//We have to process this message to be sure that the subscription was fully processed
}
}
