public RawMarketData Decode_Raw(InPacket iPacket, String targetCode, DateTime curDateTime)
{
try
{
StringPacket sp = new StringPacket(iPacket.ToString().Substring(24));
String code = sp.Decode();
if (code != targetCode)
{
return null;
}
RawMarketData rmd = new RawMarketData(targetCode, Detail.ProductType.Unknown);
String type = sp.Decode();
double value = Convert.ToDouble(sp.Decode());
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
SetData_Raw(rmd, type, value, dt);
return rmd;
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
return null;
}
public PairArbEachOutput(StringPacket sp)
{
try
{
OptionCode = sp.Decode();
_CallPut = sp.Decode();
Strike = sp.Decode();
int liveCount = sp.DecodeInt();
for (int i = 0; i < liveCount; ++i)
{
_liveSweepUnitOutputs.Add(new PairSweeperOutput(sp));
}
int doneCount = sp.DecodeInt();
for (int i = 0; i < doneCount; ++i)
{
_doneSweepUnitOutputs.Add(new PairSweeperOutput(sp));
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public override void UpdateUI(String strategyName, StringPacket sp)
{
try
{
String header = sp.Decode();
this.richTextBox1.Text = sp.Decode();
if (header.CompareTo(StrategyCommand.STR_OVERVIEW) == 0)
{
}
else if (header.CompareTo(StrategyCommand.STR_INTERNAL) == 0)
{
}
else if (header.CompareTo(StrategyCommand.STR_POSITION) == 0)
{
}
else
{
logger.Warn(String.Format("Unknown header in UpdateUI({0})", header));
}
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public SweepUnitPOrder(StringPacket sp)
{
Code = sp.Decode();
ReqCount = sp.DecodeLong();
ReqPrice = sp.DecodeDouble();
ContractedCount = sp.DecodeLong();
_State = sp.Decode();
}
public SortedList<DateTime, InfomaxDataRow> LoadData(
String targetCode, String path, InfomaxDataRow.Type targetType)
{
SortedList<DateTime, InfomaxDataRow> data = new SortedList<DateTime, InfomaxDataRow>();
FileStream fs = new FileStream(path, FileMode.Open, FileAccess.Read, FileShare.Read);
StreamReader sr = new StreamReader(fs);
while (!sr.EndOfStream)
{
String line = sr.ReadLine();
StringPacket sp = new StringPacket(line);
sp.Decode(); // skip
sp.Decode(); // skip
InfomaxDataRow.Type type = InfomaxDataRow.Type.Unknown;
String strType = sp.Decode();
if (strType.CompareTo("CurPrice") == 0)
{
type = InfomaxDataRow.Type.CurPrice;
}
else if (strType.CompareTo("BidPrice") == 0)
{
type = InfomaxDataRow.Type.BidPrice1;
}
else if (strType.CompareTo("AskPrice") == 0)
{
type = InfomaxDataRow.Type.AskPrice1;
}
double value = sp.DecodeDouble();
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
if (type == targetType)
{
InfomaxDataRow row = new InfomaxDataRow();
row.RowType = type;
row.Value = value;
row.CurDateTime = dt;
data.Add(dt, row);
}
}
sr.Close();
fs.Close();
return data;
}
void ChangeAfterCancel(StringPacket sp)
{
String strEnterAfterCancel = sp.Decode();
Boolean enterAfterCancel = Convert.ToBoolean(strEnterAfterCancel);
_monitorController.EnterAfterCancel = enterAfterCancel;
}
public ElwArbEachOutput(StringPacket sp)
{
try
{
OptionCode = sp.Decode();
int liveCount = sp.DecodeInt();
for (int i = 0; i < liveCount; ++i)
{
_liveEOSOutput.Add(new EOSOutput(sp));
}
int doneCount = sp.DecodeInt();
for (int i = 0; i < doneCount; ++i)
{
_doneEOSOutput.Add(new EOSOutput(sp));
}
int rLiveCount = sp.DecodeInt();
for (int i = 0; i < rLiveCount; ++i)
{
_rLiveEOSOutput.Add(new EOSOutput(sp));
}
int rDoneCount = sp.DecodeInt();
for (int i = 0; i < rDoneCount; ++i)
{
_rDoneEOSOutput.Add(new EOSOutput(sp));
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public SweepUnitDataRow(StringPacket sp, int id)
{
ID = id;
Code = sp.Decode();
Exposure = sp.DecodeDouble();
_State = sp.Decode();
int count = sp.DecodeInt();
Orders = new ArrayList();
for (int i = 0; i < count; ++i)
{
Orders.Add(new SweepUnitPOrder(sp));
}
}
public override void UpdateUI(String strategyName, StringPacket sp)
{
try
{
String command = sp.Decode();
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public SortedList<DateTime, InfomaxDataRow> LoadData(
String targetCode, String path, InfomaxDataRow.Type targetType)
{
SortedList<DateTime, InfomaxDataRow> data = new SortedList<DateTime, InfomaxDataRow>();
FileStream fs = new FileStream(path, FileMode.Open, FileAccess.Read, FileShare.Read);
StreamReader sr = new StreamReader(fs);
while (!sr.EndOfStream)
{
String line = sr.ReadLine();
StringPacket sp = new StringPacket(line);
String code = sp.Decode();
if (code.CompareTo(targetCode) == 0)
{
InfomaxDataRow.Type type = InfomaxDataRow.ConvertStringToType(sp.Decode());
double value = sp.DecodeDouble();
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
if (type == targetType)
{
InfomaxDataRow row = new InfomaxDataRow();
row.RowType = type;
row.Value = value;
row.CurDateTime = dt;
data.Add(dt, row);
}
}
}
sr.Close();
fs.Close();
return data;
}
public void SetData(InPacket iPacket)
{
try
{
StringPacket sp = new StringPacket(iPacket.ToString());
String code = sp.Decode();
RawMarketData rmd = RmdManager.Ins().KtbSpot.GetData(code);
if (rmd == null)
{
return;
}
String type = sp.Decode();
double value = Convert.ToDouble(sp.Decode());
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
SetData_Raw(rmd, type, value, dt);
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public override void UpdateUI(String strategyName, StringPacket sp)
{
lock (locker)
{
try
{
String command = sp.Decode();
if (command.CompareTo(Const.LOAD_PRODUCTS) == 0)
{
UpdateProductList(sp);
}
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
}
public override void UpdateUI(String strategyName, StringPacket sp)
{
try
{
String header = sp.Decode();
switch (header)
{
case StrategyCommand.STR_OVERVIEW:
UpdateOverviewData(strategyName, sp);
break;
default:
break;
}
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public override void UpdateUI(String strategyName, StringPacket sp)
{
try
{
String header = sp.Decode();
if (header.CompareTo(StrategyCommand.REQUEST_ELW_OOR_ORDERS) == 0)
{
//TODO
logger.Warn("아직 구현하지 않았다.");
}
else
{
logger.Warn("Invalid.");
}
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
void UpdateProductList(StringPacket sp)
{
int count = sp.DecodeInt();
dataGridView1.Rows.Clear();
for (int i = 0; i < count; ++i)
{
String code = sp.Decode();
String askPrice = sp.Decode();
String bidPrice = sp.Decode();
Boolean bLegal = Convert.ToBoolean(sp.Decode());
int index = dataGridView1.Rows.Add();
dataGridView1.Rows[index].Cells[0].Value = code;
dataGridView1.Rows[index].Cells[1].Value = askPrice;
dataGridView1.Rows[index].Cells[2].Value = bidPrice;
dataGridView1.Rows[index].Cells[3].Value = bLegal;
}
}
public void HandleCommand(StringPacket command)
{
String key = command.Decode();
switch (key)
{
case StrategyCommand.CREATE_CUSTOM_UI:
CreateCustomUI();
break;
case StrategyCommand.STR_OVERVIEW:
GiveOverviewDataToUI(command);
break;
case StrategyCommand.DOOR_CHANGE_AFTER_CANCEL:
ChangeAfterCancel(command);
break;
case StrategyCommand.DOOR_ENTER_SIGNAL:
ChangeStateIntoEnterIfPossible();
break;
case StrategyCommand.DOOR_CANCEL_SIGNAL:
ChangeStateIntoCancelIfPossible();
break;
case StrategyCommand.DOOR_REFRESH_SWEEPER:
GiveSweeperInfoToUI();
break;
case StrategyCommand.DOOR_CANCEL_ORDERS:
CancelOrders(command);
break;
case StrategyCommand.DOOR_REQUEST_SWEEP_ORDER:
RequestSweeperOrder(command);
break;
case StrategyCommand.DOOR_CHANGE_MIN_ENTER_COUNT:
ChangeEnterCount(command);
break;
case StrategyCommand.DOOR_REMOVE_OLD_ROUND_SWEEPER:
RemoveOldRoundSweeper();
break;
default:
break;
}
}
public void HandleCommand(StringPacket command)
{
String key = command.Decode();
switch (key)
{
case StrategyCommand.CREATE_CUSTOM_UI:
CreateCustomUI();
break;
case StrategyCommand.STR_OVERVIEW:
GiveOverviewDataToUI(command);
break;
case StrategyCommand.EDOOR_CHANGE_ENTER_TEN:
ChangeEnterTenFlag(command);
break;
case StrategyCommand.EDOOR_CHANGE_BLOCK_AFTER_CANCEL:
ChangeBlockAfterCancel(command);
break;
default:
break;
}
}
void GiveOverviewDataToUI(StringPacket sp)
{
String subTarget = sp.Decode();
if (subTarget.CompareTo(StrategyCommand.EDOOR_OVERVIEW) == 0)
{
EDoor_Overview_DataForUI data = new EDoor_Overview_DataForUI();
// 스케줄러 상태를 구한다.
data.IsSchedulerOn = ScheduleManager.Ins().IsStart;
// 에이전트 상태를 구한다.
data.IsAgentOn = _agent.IsStart();
// Enter, Monitor, Rebalance 각 상태의 수량을 구한다.
data.EnterCount = _monitorController.GetStateCount(EDoorEachMonitorEnterState.EnteringState);
data.MonitorCount = _monitorController.GetStateCount(EDoorEachMonitorEnterState.MonitorState);
data.RebalanceCount = _monitorController.GetStateCount(EDoorEachMonitorEnterState.RebalanceState);
// 진행중인 Sweeper, 완료된 Sweeper 수량을 구한다.
data.LiveSweeperCount = _sweeperController.GetLiveCount();
data.DoneSweeperCount = _sweeperController.GetDoneCount();
// BlockAfterCancel
data.BlockAfterCancel = _monitorController.BlockAfterCancel;
// EnterCountState(10 or Max)
data.EnterTen = _monitorController.EnterTen;
String jsonText = Util.GetJsonText(typeof(EDoor_Overview_DataForUI), data);
StringPacket spRet = new StringPacket();
spRet.Encode(StrategyCommand.STR_OVERVIEW);
spRet.Encode(StrategyCommand.EDOOR_OVERVIEW);
spRet.Encode(jsonText);
StrategyUIChannel.Ins().UpdateUI(GetStrategyName(), spRet);
}
else
{
logger.Warn("Invalid");
}
}
RawMarketData Decode_Raw(String line)
{
StringPacket sp = new StringPacket(line);
String code = sp.Decode();
//2011-07-13 09:00:00.000
DateTime curDateTime = DateTime.ParseExact(sp.Decode(), "yyyy-MM-dd HH:mm:ss.fff", null);
if (curDateTime.Hour >= 15)
{
return null;
}
double askPrice = sp.DecodeDouble();
double curPrice = sp.DecodeDouble();
double bidPrice = sp.DecodeDouble();
RawMarketData rmd = new RawMarketData(code, Detail.ProductType.Unknown);
rmd.CurPrice = curPrice;
rmd.BidPrice1 = bidPrice;
rmd.AskPrice1 = askPrice;
rmd.LastUpdatedTime = curDateTime;
return rmd;
}
public SweepUnitOutput(StringPacket sp)
{
Code = sp.Decode();
State = sp.Decode();
NetBookValue = sp.Decode();
Exposure = sp.Decode();
UsedCodes = sp.Decode();
}
////////////////////////////////////////////////////////////////////////////////////////////////
public void HandleCommand(StringPacket command)
{
String strCommand = command.Decode();
if (strCommand.ToUpper().CompareTo(StrategyCommand.PERMISSION_OK) == 0)
{
UpdatePermissionOK();
}
}
void ResponseWasDiffDataToUI(String header, StringPacket sp)
{
String optionCode = sp.Decode();
if (!_watchList.ContainsKey(WAS_WATCH))
{
logger.Warn(String.Format("No was_watch list"));
return;
}
WasMainController wasMainController = _watchList[WAS_WATCH] as WasMainController;
String koiKey = ElwOptionUtil.GetKOIKey(optionCode);
Was_Diff_DataForUI data = wasMainController.GetWasDiffDataForUI(koiKey);
Serializer serializer = new Serializer(typeof(Was_Diff_DataForUI));
String jsonText = serializer.Serialize(data);
StrategyUIChannel.Ins().UpdateUI(GetStrategyName(), header, jsonText);
}
List<String> ParseWatchListString(String input)
{
List<String> ret = new List<string>();
StringPacket sp = new StringPacket(input, ";");
while (!sp.Empty())
{
ret.Add(sp.Decode());
}
return ret;
}
void UpdateOverviewData(String strategyName, StringPacket sp)
{
String detail = sp.Decode();
switch (detail)
{
case StrategyCommand.EDOOR_OVERVIEW:
UpdateOverviewData(sp);
break;
default:
break;
}
}
void UpdateOverviewData(StringPacket sp)
{
EDoor_Overview_DataForUI data = Util.GetJsonObject(
typeof(EDoor_Overview_DataForUI), sp.Decode()) as EDoor_Overview_DataForUI;
UtilUI.UpdateButtonColor(cb1, data.IsSchedulerOn);
UtilUI.UpdateButtonColor(cb2, data.IsAgentOn);
UtilUI.UpdateButtonColor(cb3, data.BlockAfterCancel);
textBox1.Text = "" + data.MonitorCount;
textBox2.Text = "" + data.EnterCount;
textBox3.Text = "" + data.RebalanceCount;
textBox4.Text = "" + data.LiveSweeperCount;
textBox5.Text = "" + data.DoneSweeperCount;
radioButton1.Checked = data.EnterTen;
}
void GiveOverviewDataToUI(StringPacket sp)
{
String subTarget = sp.Decode();
if (subTarget.CompareTo(StrategyCommand.DOOR_OVERVIEW) == 0)
{
Door_Overview_DataForUI data = new Door_Overview_DataForUI();
data.IsSchedulerOn = ScheduleManager.Ins().IsStart;
data.IsAgentOn = _agent.IsStart();
data.MonitorState = _monitorController.GetStateString();
data.SweeperCount = _sweeperController.GetLiveCount();
data.OutOrderCount = GetOutOrderCount();
data.EnterAfterCancel = _monitorController.EnterAfterCancel;
data.EnterMinCount = _monitorController.EnterMinCount;
String jsonText = Util.GetJsonText(typeof(Door_Overview_DataForUI), data);
StringPacket spRet = new StringPacket();
spRet.Encode(StrategyCommand.STR_OVERVIEW);
spRet.Encode(StrategyCommand.DOOR_OVERVIEW);
spRet.Encode(jsonText);
StrategyUIChannel.Ins().UpdateUI(GetStrategyName(), spRet);
}
else
{
logger.Warn("Invalid");
}
}
void ChangeEnterCount(StringPacket sp)
{
Boolean enterMinCount = Convert.ToBoolean(sp.Decode());
_monitorController.EnterMinCount = enterMinCount;
}
public void UpdateModifiedList(StringPacket sp)
{
lock (locker)
{
int count = sp.DecodeInt();
_codes.Clear();
for (int i = 0; i < count; ++i)
{
String code = sp.Decode();
_codes.Add(code, code);
}
String futureCode = KospiFutureUtil.Ins().KFI.Code;
_codes.Add(futureCode, futureCode);
}
}
void CancelOrders(StringPacket sp)
{
int sweeperID = Convert.ToInt32(sp.Decode());
_sweeperController.CancelOrders(sweeperID);
logger.Info("Cancel Sweeper Orders");
}
void RequestSweeperOrder(StringPacket sp)
{
long sweeperID = Convert.ToInt64(sp.Decode());
String code = sp.Decode();
double reqPrice = Convert.ToDouble(Util.RemoveComma(sp.Decode()));
reqPrice = ProductUtil.Ins().RoundProductPrice(code, reqPrice);
long reqCount = Convert.ToInt64(Util.RemoveComma(sp.Decode()));
TradingDirection ls = TradingDirection.Short;
if (reqCount > 0)
{
ls = TradingDirection.Long;
}
reqCount = Math.Abs(reqCount);
RawMarketData rmdClone = RmdManager.Ins().GetDataClone(code);
_sweeperController.RequestSweeperOrder(sweeperID, ls, code, reqPrice, reqCount, rmdClone);
}
