private void OnNewTrade(object sender, TradeEventArgs args)
{
if (this.HandleMarketData(args.Provider, args.Instrument))
{
this.metaStrategyBase.SetNewTrade(args);
}
}
public void Update(object info)
{
if (info is null)
{
throw new ArgumentNullException(nameof(info));
}
var stockInfo = (StockInfo)info;
if (stockInfo.Euro > 40)
{
TradeEventArgs bankEvent = new TradeEventArgs($"Bank sells euros. Euro rate: {stockInfo.Euro}", stockInfo.Euro);
OnSell(bankEvent);
}
else
{
TradeEventArgs bankEvent = new TradeEventArgs($"Bank is buying euros. Euro rate: {stockInfo.Euro}", stockInfo.Euro);
OnBuy(bankEvent);
}
if (stockInfo.USD > 30)
{
TradeEventArgs bankEvent = new TradeEventArgs($"Broker sells euros. USD rate: {stockInfo.USD}", stockInfo.USD);
OnSell(bankEvent);
}
else
{
TradeEventArgs bankEvent = new TradeEventArgs($"Broker is buying euros. USD rate: {stockInfo.USD}", stockInfo.USD);
OnBuy(bankEvent);
}
}
private void OnTradeReceived(object sender, TradeEventArgs args)
{
try
{
DbRepositoryService dbRepo = null;
var s = sender as BaseWebSocketExchange;
if (s != null)
{
dbRepo = (DbRepositoryService)s.Log.DbRepository;
}
else
{
if (sender is BitstampExchange)
{
dbRepo = (DbRepositoryService)((BitstampExchange)sender).Log.DbRepository;
}
else
{
dbRepo = (DbRepositoryService)((BitmexExchange)sender).Log.DbRepository;
}
}
dbRepo.SaveTrade(args);
}
catch (Exception ex)
{
_log.WriteError(String.Format("[{0}] {1} {2}", ex.GetType(), ex.Message, ex.StackTrace));
}
}
protected virtual void OnNewTrade(object sender, TradeEventArgs args)
{
if (((IntradayEventArgs)args).Provider != this.marketDataProvider)
{
return;
}
QuoteViewRow quoteViewRow;
bool flag;
lock (this.lockObject)
flag = this.quoteRows.TryGetValue(((IntradayEventArgs)args).Instrument, out quoteViewRow);
if (!flag)
{
return;
}
if (this.eventQueue.Enabled)
{
this.eventQueue.Enqueue(new MarketDataUpdateItem((MarketDataViewRow)quoteViewRow, null, args.Trade, null));
}
else
{
quoteViewRow.Update((Quote)null, args.Trade, null);
}
this.instrumentPad.OnNewTrade(sender, args);
}
public void Add(TradeEventArgs args)
{
lock (this.lockObject)
{
this.GetProviderCounter((IProvider)((IntradayEventArgs)args).Provider).AddTrade(((IntradayEventArgs)args).Instrument);
this.Trades.Increment();
}
}
private void ProviderManager_NewTrade(object sender, TradeEventArgs args)
{
lock (this)
{
++this.countTrade;
++this.countMarketDataTotal;
}
}
internal void EmitQuoteTrade(object sender, UpdateMessageEventArgs args)
{
IQFeedDataRequestRecord rr = htL1WatchedSymbols[args.Message.Symbol] as IQFeedDataRequestRecord;
/*
* if (SmartQuant.TraceLevel.Verbose == trace) {
* string s;
* s = string.Format(" sym='{0}',lst='{1}',vol='{2}',bid='{3}',ask='{4}',bsz='{5}',asz='{6}',typ='{7}'",
* args.Message.Symbol, args.Message.Last, args.Message.LastSize,
* args.Message.Bid, args.Message.Ask, args.Message.BidSize, args.Message.Type );
* Console.WriteLine(s);
* }
*/
switch (args.Message.Type)
{
case "a":
case "b":
if (null != NewQuote)
{
QuoteEventArgs q = new QuoteEventArgs(
new Quote(
rr.GetUniqueTimeStamp(),
args.Message.Bid,
args.Message.BidSize,
args.Message.Ask,
args.Message.AskSize),
rr.instrument, this);
NewQuote(this, q);
}
break;
case "t":
case "T":
Trade trade = new Trade(
rr.GetUniqueTimeStamp(),
args.Message.Last,
args.Message.LastSize);
if (null != NewTrade)
{
TradeEventArgs t = new TradeEventArgs(trade, rr.instrument, this);
NewTrade(this, t);
}
if (null != factory)
{
factory.OnNewTrade(rr.instrument, trade);
}
break;
case "o":
break;
default:
break;
}
}
public override void SubscribeTrades(TradeEventArgs tradeEventArgs)
{
if (Strategy == null)
{
return;
}
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, NotificationLevel = NotificationLevel.Trade
};
string message;
try
{
var previousLastTrade = tradeCache.GetLastTrade();
ITrade[] trades;
MovingAverageTrade[] movingAverageTrades;
if (previousLastTrade == null)
{
trades = (from t in tradeEventArgs.Trades
orderby t.Time, t.Id
select t).ToArray();
movingAverageTrades = tradeCache.AddRange(trades);
}
else
{
trades = (from t in tradeEventArgs.Trades
where t.Time > previousLastTrade.Time && t.Id > previousLastTrade.Id
orderby t.Time, t.Id
select t).ToArray();
movingAverageTrades = tradeCache.AddRange(trades);
}
var lastTrade = tradeCache.GetLastTrade();
if (!suspend)
{
PlaceOrder(lastTrade);
}
message = JsonConvert.SerializeObject(movingAverageTrades);
}
catch (Exception ex)
{
message = JsonConvert.SerializeObject(ex);
}
strategyNotification.Message = message;
StrategyTradeNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
public void SaveTrade(TradeEventArgs args)
{
if (args.Exchange == ExchangeName.Bitmex)
{
_dbRepo.SaveBitmexTrade(args);
}
else
{
_dbRepo.SaveTrade(args);
}
}
private void OnNewTrade(object sender, TradeEventArgs e)
{
lock (this.dataLock)
{
Position position = this.positions[(Instrument)e.Instrument];
if (position != null)
{
position.EmitValueChanged();
this.EmitValueChanged(position);
}
}
}
public virtual void SubscribeTrades(TradeEventArgs tradeEventArgs)
{
var message = JsonConvert.SerializeObject(tradeEventArgs.Trades);
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, Message = message, NotificationLevel = NotificationLevel.Trade
};
StrategyTradeNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
internal void EmitNewTrade(TradeEventArgs e)
{
if (this.Trade.Price != 0.0 && this.Trade.Price != e.Trade.Price)
{
this.Change = e.Trade.Price - this.Trade.Price;
}
this.Trade = e.Trade;
if (this.NewTrade != null)
{
this.NewTrade(this, e);
}
}
public virtual void SubscribeTrades(TradeEventArgs tradeEventArgs)
{
if (tradeEventArgs == null)
{
throw new ArgumentNullException(nameof(tradeEventArgs));
}
var message = JsonConvert.SerializeObject(tradeEventArgs.Trades);
var strategyNotification = new StrategyNotification {
Name = Strategy.Name, Message = message, NotificationLevel = NotificationLevel.Trade
};
StrategyTradeNotification(new StrategyNotificationEventArgs {
StrategyNotification = strategyNotification
});
}
private void marketDataProvider_NewTrade(object sender, TradeEventArgs args)
{
FreeQuant.Instruments.Instrument instrument = args.Instrument as FreeQuant.Instruments.Instrument;
List <StrategyRunner> list = (List <StrategyRunner>)null;
if (!this.instrumentTable.TryGetValue(instrument, out list))
{
return;
}
foreach (StrategyRunner strategyRunner in list)
{
if (strategyRunner.Enabled)
{
strategyRunner.SetNewTrade(instrument, args.Trade);
}
}
}
private void OnNewTrade(object sender, TradeEventArgs args)
{
if (!this.isRunning || !this.cbxTrades.Checked)
{
return;
}
this.queue.Enqueue((Action)(() =>
{
Instrument local_0 = ((IntradayEventArgs)args).Instrument as Instrument;
InstrumentRow local_1 = this.instruments[local_0] as InstrumentRow;
if (local_1 == null)
{
return;
}
local_0.Add(args.Trade);
++local_1.Trades;
}));
}
internal void EmitTradeSummary(object sender, SummaryMessageEventArgs args)
{
IQFeedDataRequestRecord rr = htL1WatchedSymbols[args.Message.Symbol] as IQFeedDataRequestRecord;
if (null != TradeSummary)
{
//if (0 < args.Message.Last) {
TradeEventArgs t = new TradeEventArgs(new Trade(
rr.GetUniqueTimeStamp(),
args.Message.Last,
args.Message.LastSize
),
rr.instrument, this);
TradeSummary(this, t);
//}
//else {
// Console.WriteLine("*** IQFeedProvider tradesummary dLast is {0} ***", args.Message.Last);
//}
}
}
private static void OnNewTrade(object sender, TradeEventArgs e)
{
Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];
if (instrument == null)
{
return;
}
Trade trade = e.Trade;
if (DataManager.tradeArrayLength != 0)
{
TradeArray tradeArray = DataManager.tradeArrayList[instrument];
tradeArray.Add(trade);
if (DataManager.tradeArrayLength != -1 && tradeArray.Count > DataManager.tradeArrayLength)
{
tradeArray.RemoveAt(0);
}
}
instrument.EmitNewTrade(new TradeEventArgs(trade, instrument, e.Provider));
}
public void OnNewTrade(object sender, TradeEventArgs args)
{
if (((IntradayEventArgs)args).Instrument != this.instrument)
{
return;
}
if (((DataArray)DataManager.Trades[this.instrument]).Count == 1 && ((DataArray)DataManager.Quotes[this.instrument]).Count == 0)
{
this.isFirstTime = true;
}
DateTime lastDateTime = ((DataArray)DataManager.Trades[this.instrument]).LastDateTime;
int num = ((DataArray)DataManager.Trades[this.instrument]).Count - 2;
while (num >= 0 && DataManager.Trades[this.instrument][num].DateTime == lastDateTime)
{
--num;
}
if (num < 0)
{
return;
}
// DataManager.Trades[this.instrument][num].DateTime;
if (lastDateTime >= this.lastUpdateDate)
{
if (this.isFirstTime)
{
this.pad.SetRangeX((double)(((DataArray)DataManager.Trades[this.instrument]).LastDateTime.Ticks - 9000000000L), (double)((DataArray)DataManager.Trades[this.instrument]).LastDateTime.Ticks);
this.isFirstTime = false;
}
else
{
this.pad.SetRangeX((double)((DataArray)DataManager.Trades[this.instrument]).LastDateTime.Ticks + this.pad.XMin - (double)this.lastUpdateDate.Ticks, (double)((DataArray)DataManager.Trades[this.instrument]).LastDateTime.Ticks + (this.pad.XMax - (double)this.lastUpdateDate.Ticks));
}
}
this.lastUpdateDate = lastDateTime;
}
private static void Display(TradeEventArgs args) => Program.Display(args.Trade);
private void plotBoughtStock(object sender, TradeEventArgs args)
{
buyPoints.Add(new StockData(args.Data.closingPrice, args.Data.date));
}
private void plotSoldStock(object sender, TradeEventArgs args)
{
propertyChanger.CurrentBalance = args.Balance.ToString();
sellPoints.Add(new StockData(args.Data.closingPrice, args.Data.date));
}
private void YGKFrq1UXP(object obj0, TradeEventArgs obj1)
{
this.Y18FFPmDy5((Quote)null, obj1.Trade, (Bar)null);
}
private void ProviderManager_NewTrade(object sender, TradeEventArgs args)
{
this.counter.Add(args);
}
private void OnNewTrade(object sender, TradeEventArgs args)
{
this.Process(null, args.Trade, null);
}
private void OnTrade(object sender, TradeEventArgs e)
{
OnTrade(sender, e, CurrencyName.XRP);
}
private void DrawPriceChart(TradeEventArgs e = null)
{
var candles = zedPrice.GraphPane.CurveList["candle"];
if (candles == null)
{
return;
}
StockPt point = null;
var points = (StockPointList)candles.Points;
if (e == null)
{
_currentTime = CurrentDate;
var date = CurrentDate;
var c = _controller.GetBitstampCandle(date, CurrencyName.BTC, TickPeriodMinutes.PeriodMinutes);
point = new StockPt(new XDate(date).XLDate, c.High, c.Low, c.Open, c.Close, 0);
}
else
{
if (points.Count == 0)
{
return;
}
var pt = points.Last();
points.RemoveAt(points.Count - 1);
if (_currentTime.HasValue)
{
_currentTime = CurrentDate;
}
if (e.Price > pt.High)
{
pt.High = e.Price;
}
if (e.Price < pt.Low)
{
pt.Low = e.Price;
}
point = new StockPt(new XDate(_currentTime.Value).XLDate, pt.High, pt.Low, pt.Open, e.Price, 0);
}
points.Add(point);
Scale xScale = zedPrice.GraphPane.XAxis.Scale;
if (_tickCount > xScale.Max - xScale.MajorStep)
{
xScale.Max = _tickCount + xScale.MajorStep;
xScale.Min = xScale.Max - XScaleMax;
}
_tickCount++;
//var elapsedMinutes = DateTime.UtcNow.Hour * 60 + DateTime.UtcNow.Minute; // temp!!
//SetTimeAxis(elapsedMinutes - 30);
SetPriceAxes(point.High - MinPriceOffset, point.High + MaxPriceOffset);
DrawPriceLine(point.Close);
UpdateZedControl();
}
internal void OnBitstampTradeReceived(object s, TradeEventArgs e)
{
//_mainWnd.ChangeControl(() => DrawPriceChart(e));
}
protected void OnTrade(object sender, TradeEventArgs e, CurrencyName instrument)
{
e.Instrument1 = instrument;
_tradeHandler(((IExchange)sender).GetExchangeName(), e);
}
public void WhenTradeUpdated(object sender, TradeEventArgs e)
{
OnPublicChannelTradeUpdated?.Invoke(this, new PublicChannelEventArgs(e.Trade.ToString()));
}
public void Result(object sender, TradeEventArgs e)
{
Console.WriteLine($"Bank: {this.Name}");
Console.WriteLine(e.Message);
}
