//
#endregion//Constructors
#region no Properties
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region no Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
//
//
//
#endregion//Public Methods
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
/// <summary>
/// Caller would like to setup all queries to the database and submit
/// them asyncronously to the database hub.
/// </summary>
private void CreateAndSubmitInstrumentQueries()
{
for (int i = 0; i < m_Instruments.Count; i++)
{
InstrumentInfoQuery instrumentInfoQuery = new InstrumentInfoQuery();
instrumentInfoQuery.InstrumentName = m_Instruments[i];
instrumentInfoQuery.IsRead = true; // we are reading fromt he db, not writing
m_DatabaseReaderWriter.SubmitAsync(instrumentInfoQuery);
}
}
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region no Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
//
//
//
#endregion//Public Methods
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
private void buttonStart_Click(object sender, EventArgs e)
{
m_HedgeOptionsWriter = new HedgeOptionsWriter(m_Log);
m_InstrumentExistInDatabase = new List <InstrumentName>();
m_InstrumentPendingWriting = new List <InstrumentName>();
m_BREInstrumentInfoItems = new Dictionary <InstrumentName, InstrumentInfoItem>();
// Generate query to get all instruments from the data base.
InstrumentInfoQuery BREInstrumentInfoQuery = new InstrumentInfoQuery();
ProductTypes productTypes;
if (Enum.TryParse <ProductTypes>(textBoxProductType.Text, out productTypes))
{
m_Product = new Product(textBoxExchangeName.Text, textBoxProductName.Text, productTypes);
BREInstrumentInfoQuery.InstrumentName = new InstrumentName(m_Product, string.Empty);
BREInstrumentInfoQuery.IsRead = true;
BREInstrumentInfoQuery.Status = QueryStatus.New;
}
else
{
m_Log.NewEntry(LogLevel.Error, "Product type parse failed");
return;
}
// Submit query and store existing instruments from the data base.
m_DatabaseReaderWriter.SubmitSync(BREInstrumentInfoQuery);
List <InstrumentInfoItem> BREInstrumentInfoItems = BREInstrumentInfoQuery.Results;
foreach (InstrumentInfoItem BREInstrumentInfoItem in BREInstrumentInfoItems)
{
if (m_BREInstrumentInfoItem == null)
{
m_BREInstrumentInfoItem = BREInstrumentInfoItem; // Need one of this only.
}
string instrumentNameString = BREInstrumentInfoItem.InstrumentNameTT;
InstrumentName instrumentName;
if (instrumentNameString != null && InstrumentName.TryDeserialize(instrumentNameString, out instrumentName))
{
m_InstrumentExistInDatabase.Add(instrumentName);
m_BREInstrumentInfoItems.Add(instrumentName, BREInstrumentInfoItem);
}
}
// Launch market instruments request.
m_Market.RequestProducts(new List <Product>()
{
m_Product
});
m_Market.RequestInstruments(m_Product);
}
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
//
//
//
/// <summary>
/// This function will read the hedge options information from the resulting query.
/// One instrument hedge options can only be read once, otherwise error jumps out.
/// </summary>
/// <param name="queryResult"></param>
/// <returns></returns>
public bool TryReadHedgeOptionsInformation(InstrumentInfoQuery queryResult)
{
bool isSuccess = false;
InstrumentName quoteInstrument = queryResult.InstrumentName;
List <InstrumentInfoItem> instrumentInfoItems = queryResult.Results;
// Normally only one element in the list above is relevant and the dimension for the result is 1 normally.
foreach (InstrumentInfoItem instrumentInfoItem in instrumentInfoItems)
{
if (m_HedgeOptionsByInstrumentName.ContainsKey(quoteInstrument))
{
m_Log.NewEntry(LogLevel.Error, "Hedge options already setup for instrument {0}.", quoteInstrument);
continue;
}
else
{
string instrumentNameTT = instrumentInfoItem.InstrumentNameTT;
string instrumentNameDatabase = instrumentInfoItem.InstrumentNameDatabase;
HedgeOptions hedgeOptions;
if (HedgeOptions.TryCreateHedgeOptions(quoteInstrument, instrumentNameTT, instrumentNameDatabase, m_Log, out hedgeOptions))
{
if (!TryGenerateHedgeOptions(quoteInstrument, instrumentInfoItem, hedgeOptions))
{
m_Log.NewEntry(LogLevel.Error, "Failed to generate hedge options for instrument {0}.", quoteInstrument);
}
else
{
m_HedgeOptionsByInstrumentName.Add(quoteInstrument, hedgeOptions);
isSuccess = true;
}
}
else
{
m_Log.NewEntry(LogLevel.Error, "Failed to create hedge options for instrument {0}.", quoteInstrument);
}
}
}
return(isSuccess);
}
//
//
private void buttonWrite_Click(object sender, EventArgs e)
{
List <InstrumentInfoQuery> BREInstrumentInfoQuerys = new List <InstrumentInfoQuery>();
foreach (InstrumentName instrumentName in m_InstrumentPendingWriting)
{
if (m_BREInstrumentInfoItems.ContainsKey(instrumentName))
{
InstrumentInfoItem BREInstrumentInfoItem = m_BREInstrumentInfoItems[instrumentName];
InstrumentInfoQuery BREInstrumentInfoQuery = new InstrumentInfoQuery();
BREInstrumentInfoQuery.InstrumentName = instrumentName;
BREInstrumentInfoQuery.IsRead = false;
BREInstrumentInfoQuery.Status = QueryStatus.New;
BREInstrumentInfoQuery.Results.Add(BREInstrumentInfoItem);
if (!m_InstrumentExistInDatabase.Contains(instrumentName))
{
BREInstrumentInfoQuerys.Add(BREInstrumentInfoQuery);
}
}
else
{
m_Log.NewEntry(LogLevel.Error, "No instrument found for instrument {0}.", instrumentName);
return;
}
}
foreach (InstrumentInfoQuery BREInstrumentInfoQuery in BREInstrumentInfoQuerys)
{
m_DatabaseReaderWriter.SubmitAsync(BREInstrumentInfoQuery);
}
m_UIDispatcher.Invoke(
new Action(() =>
{
this.buttonWrite.Enabled = false;
})
);
}
// *****************************************************************
// **** Properties ****
// *****************************************************************
//
//
#endregion//Properties
#region no Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
//
//
//
#endregion//Public Methods
#region no Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
#endregion//Private Methods
#region Event Handlers
// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
private void buttonSetupInstrumentMatrix_Click(object sender, EventArgs e)
{
// Process clicks of buttons.
m_HedgeOptionsReader = new HedgeOptionsReader(m_Log);
m_InstrumentNames = new List <InstrumentName>();
m_InstrumentNameStrings = new List <string>();
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep14:-1xDec14");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec14:-1xMar15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar15:-1xJun15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun15:-1xSep15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep15:-1xDec15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec15:-1xMar16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar16:-1xJun16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun16:-1xSep16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep16:-1xDec16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep14:-1xMar15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec14:-1xJun15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar15:-1xSep15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun15:-1xDec15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep15:-1xMar16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec15:-1xJun16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar16:-1xSep16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun16:-1xDec16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep14:-1xJun15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec14:-1xSep15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar15:-1xDec15");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Jun15:-1xMar16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Sep15:-1xJun16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Dec15:-1xSep16");
m_InstrumentNameStrings.Add("CME.GE (Spread) Calendar: 1xGE Mar16:-1xDec16");
foreach (string instrumentString in m_InstrumentNameStrings)
{
InstrumentInfoQuery BREInstrumentInfoQuery = new InstrumentInfoQuery();
InstrumentName instrumentName;
if (InstrumentName.TryDeserialize(instrumentString, out instrumentName))
{
m_InstrumentNames.Add(instrumentName);
BREInstrumentInfoQuery.InstrumentName = instrumentName;
BREInstrumentInfoQuery.IsRead = true;
BREInstrumentInfoQuery.Status = QueryStatus.New;
m_DatabaseReaderWriter.SubmitSync(BREInstrumentInfoQuery);
m_HedgeOptionsReader.TryReadHedgeOptionsInformation(BREInstrumentInfoQuery);
}
else
{
return;
}
}
Dictionary <InstrumentName, HedgeOptions> hedgeOptionsByInstrument = m_HedgeOptionsReader.GetHedgeOptionsByInstrumentName();
m_InstrumentMatrix = new InstrumentMatrix(m_InstrumentNames, m_Log);
if (m_InstrumentMatrix.TrySetupInstrumentMatrix(hedgeOptionsByInstrument))
{
m_Log.NewEntry(LogLevel.Minor, "Successfully setup the instrument matrix.");
ProcessShowData();
}
}
