void XPAT_OnXPermsAccounts(object sender, TalTrade.Toolkit.Domain.DataEventArgs<XPermsAccountsRecord> e)
{
foreach (var r in e)
{
//var acc = string.Format("{0}.{1}.{2}.{3}", r.Bank, r.Branch, r.Customer, r.Deposit);
if (!accts.Exists(t => t == r.Deposit))
{
accts.Add(r.Deposit);
}
}
}
void PST_OnPosition(object sender, TalTrade.Toolkit.Domain.DataEventArgs<PositionRecord> e)
{
if (e.Count == 0)
{
debug("GOT NO POSITIONS FOR TODAY");
}
else
{
debug("GOT TODAY'S POSITIONS");
foreach (PositionRecord pos in e)
{
var p = new PositionImpl(pos.DispName, decimal.Parse(pos.AverageLong.Value.ToString()), Convert.ToInt32(pos.Longpos.GetValueOrDefault()));
pt.NewPosition(p);
//debug(" --> {0}.{1}.{2}.{3}",
// pos.Bank,
// pos.Branch,
// pos.Customer,
// pos.Deposit);
//debug(" Symbol {0}, AcctType {1}",
// pos.DispName, pos.AcctType);
//debug(" Intraday Long = {0}@{1}",
// pos.Longpos, pos.AverageLong);
//debug(" Intraday Short = {0}@{1}",
// pos.Shortpos, pos.AverageShort);
}
}
}
void TBL_OnData(object sender, TalTrade.Toolkit.Domain.DataEventArgs<LivequoteRecord> e)
{
foreach (var r in e)
{
try
{
Tick t = new TickImpl(r.DispName);
if (r.Ask!=null)
{
t.ask =r.Ask.Value.DecimalValue;
t.os = r.Asksize.Value;
t.oe = r.Askexid;
}
if (r.Bid!=null)
{
t.bid = r.Bid.Value.DecimalValue;
t.bs = r.Bidsize.Value;
t.be = r.Bidexid;
}
if (r.Trdprc1!=null)
{
t.ex = r.Exchid;
t.trade = r.Trdprc1.Value.DecimalValue;
t.size = r.Trdvol1.Value;
}
t.time = Util.DT2FT(r.TrdDate.Value + r.Trdtim1.Value);
t.date =Util.ToTLDate(r.TrdDate.Value);
newTick(t);
_numDisplayed++;
_done.Set();
}
catch (Exception exc)
{
debug(exc.Message);
_numIgnored++;
}
}
}
