private double GetRealtimeTrend(SymbolItem smbItem)
{
double lastPrice = 0;
double startPrice = 0;
lock (m_LastPrice)
{
m_LastPrice.TryGetValue(smbItem, out lastPrice);
m_StartPrice.TryGetValue(smbItem, out startPrice);
}
if (lastPrice < startPrice * 0.75 || lastPrice < 10)
{
return(1.5);
}
else if (lastPrice > startPrice * 1.25)
{
return(0.5);
}
else
{
return(1);
}
//more then 1 - need trend to up
//less then 1 - need trend to down
//1 - simulation
}
public void UnsubscribeLevel2(SymbolItem aSymbol)
{
lock (m_Level2SubscribeSymbol)
{
m_Level2SubscribeSymbol.Remove(aSymbol);
}
}
public void UnsubscribeLevel2(SymbolItem aSymbol)
{
string aSymbolName = BuildSymbolName(aSymbol.Symbol, aSymbol.Type);
lock (m_Level2SubscribedSymbol)
{
if (m_Level2SubscribedSymbol.Contains(aSymbolName))
{
m_Level2SubscribedSymbol.Remove(aSymbolName);
}
}
bool isLevel1Subscribed = false;
lock (m_Level2SubscribedSymbol)
{
isLevel1Subscribed = m_SubscribedSymbol.Contains(aSymbolName);
}
if (!isLevel1Subscribed)
{
lock (m_DDFSymbols)
{
m_DDFSymbols.Remove(aSymbolName);
}
UpdateSubscriberSymbols();
}
}
public void SubscribeLevel2(SymbolItem aSymbol)
{
string aSymbolName = BuildSymbolName(aSymbol.Symbol, aSymbol.Type);
bool isAdded = true;
lock (m_Level2SubscribedSymbol)
{
if (!m_Level2SubscribedSymbol.Contains(aSymbolName))
{
isAdded = false;
m_Level2SubscribedSymbol.Add(aSymbolName);
}
}
if (!isAdded)
{
lock (m_DDFSymbols)
{
if (!m_DDFSymbols.Contains(aSymbolName))
{
m_DDFSymbols.Add(aSymbolName);
isAdded = false;
}
else
{
isAdded = true;
}
}
}
if (!isAdded)
{
UpdateSubscriberSymbols();
}
}
/// <summary>
/// see IDataFeeder interface
/// </summary>
public void UnSubscribe(SymbolItem aSymbol)
{
lock (m_SubscribeSymbol)
{
m_SubscribeSymbol.Remove(aSymbol);
}
}
/// <summary>
/// occurs when data feed sends a quote
/// </summary>
///
void OnDdfClient_NewQuote(object sender, Client.NewQuoteEventArgs e)
{
try
{
string aSymbolName;
Instrument aType;
Session session = e.Quote.Sessions[Sessions.Combined];
if (!TryParse(e.Quote.Symbol, out aSymbolName, out aType))
{
return;
}
if (NewQuote != null && m_SubscribedSymbol.Contains(aSymbolName))
{
SymbolItem aSymbol = new SymbolItem()
{
DataFeed = Name, Exchange = MarketName, Symbol = aSymbolName, Type = aType
};
NewQuote(Name, this.TimeZoneInfo, new Tick
{
Symbol = aSymbol,
//Date = e.Quote.Timestamp.ToUniversalTime(),
Date = TimeZoneInfo.ConvertTimeToUtc(e.Quote.Timestamp, TimeZoneInfo),
Price = session == null ? (e.Quote.Ask + e.Quote.Bid) / 2 : session.Last,
Volume = session == null ? 0 : session.LastSize,
Bid = e.Quote.Bid,
BidSize = e.Quote.BidSize,
Ask = e.Quote.Ask,
AskSize = e.Quote.AskSize
});
}
if (NewLevel2 != null && m_Level2SubscribedSymbol.Contains(aSymbolName))
{
SymbolItem aSymbol = new SymbolItem()
{
DataFeed = Name, Exchange = MarketName, Symbol = aSymbolName, Type = aType
};
Level2Data level2 = new Level2Data();
level2.Symbol = aSymbol;
level2.Asks = new Level2Item[] { new Level2Item {
MarketMaker = Level1MarketMaker,
Price = e.Quote.Ask,
Quantity = (int)e.Quote.AskSize
} };
level2.Bids = new Level2Item[] { new Level2Item {
MarketMaker = Level1MarketMaker,
Price = e.Quote.Bid,
Quantity = (int)e.Quote.BidSize
} };
NewLevel2(Name, this.TimeZoneInfo, level2);
}
}
catch (Exception ex)
{
WriteToLog("---OnDdfClient_NewQuote Exception", ex);
}
}
private static Item Deref(SymbolSpace space, SymbolItem symbol)
{
var reference = space.Lookup(symbol.Name);
return(reference is EvaluateableItem
? (reference as EvaluateableItem).Quote()
: reference);
}
private void LoadLines2ListBox()
{
listBoxLines.Items.Clear();
foreach (SymbolLine item in this.SymbolLinesCache)
{
SymbolItem symbol = new SymbolItem(item);
listBoxLines.Items.Add(symbol);
}
}
private void Validate(HistoryRequest aRequest)
{
SymbolItem aSymbol = aRequest.Selection.Symbol;
if (aSymbol.Type == Instrument.Unknown)
{
throw new ApplicationException("Invalid instrument");
}
}
private void Validate(UnsubscribeRequest aRequest)
{
SymbolItem aSymbol = aRequest.Symbol;
if (aSymbol.Type == Instrument.Unknown)
{
throw new ApplicationException("Invalid instrument");
}
}
public object Clone()
{
SymbolItem result = this.MemberwiseClone() as SymbolItem;
foreach (PointD item in this.Points)
{
result.Points.Add(item.Clone() as PointD);
}
return(result);
}
protected async Task NavigateToSymbolItemAsync(
Document document, NavigationBarItem item, SymbolItem symbolItem, ITextVersion textVersion, CancellationToken cancellationToken)
{
var workspace = document.Project.Solution.Workspace;
var(documentId, position, virtualSpace) = await GetNavigationLocationAsync(
document, item, symbolItem, textVersion, cancellationToken).ConfigureAwait(false);
await NavigateToPositionAsync(workspace, documentId, position, virtualSpace, cancellationToken).ConfigureAwait(false);
}
public void SubscribeLevel2(SymbolItem aSymbol)
{
lock (m_Level2SubscribeSymbol)
{
if (!m_Level2SubscribeSymbol.Contains(aSymbol))
{
m_Level2SubscribeSymbol.Add(aSymbol);
}
}
}
public TradescriptAlert(string name, SymbolItem symbol, string script, IList <Bar> history)
{
_Alert = new Modulus.TradeScript.Alert();
_Alert.License = TradeScript.TradeScriptKey;
_Alert.Symbol = symbol.Symbol;
_Alert.AlertName = name;
_Alert.AlertScript = script;
TradeScript.AppendData(_Alert, history);
_Alert.OnScriptError += alert_OnError;
_Alert.OnAlert += alert_OnAlert;
}
public static void UnSubscribeSymbolList(SymbolItem sysmbol)
{
try
{
dataServerClient.UnSubscribeSymbolList(new List <SymbolItem> {
sysmbol
});
}
catch (Exception ex)
{
Logger.Error(ex);
}
}
protected async Task NavigateToSymbolItemAsync(
Document document, NavigationBarItem item, SymbolItem symbolItem, ITextVersion textVersion, CancellationToken cancellationToken)
{
var workspace = document.Project.Solution.Workspace;
var(documentId, position, virtualSpace) = await GetNavigationLocationAsync(
document, item, symbolItem, textVersion, cancellationToken).ConfigureAwait(false);
// Ensure we're back on the UI thread before either navigating or showing a failure message.
await this.ThreadingContext.JoinableTaskFactory.SwitchToMainThreadAsync(cancellationToken);
NavigateToPosition(workspace, documentId, position, virtualSpace, cancellationToken);
}
private double GetLastPrice(SymbolItem smbItem)
{
double lastPrice;
lock (m_LastPrice)
{
if (!m_LastPrice.TryGetValue(smbItem, out lastPrice))
{
lastPrice = (double)m_Random.Next(100000) / 100;
m_LastPrice[smbItem] = lastPrice;
m_StartPrice[smbItem] = lastPrice;
}
}
return(lastPrice);
}
static void ShowNodeValue(SymbolItem item)
{
if (Config.Instance.NaviBarOptions.MatchFlags(NaviBarOptions.FieldValue) == false)
{
return;
}
switch (item.SyntaxNode.Kind())
{
case SyntaxKind.VariableDeclarator:
item.Hint = (item.SyntaxNode as VariableDeclaratorSyntax).Initializer?.Value?.ToString();
break;
case SyntaxKind.EnumMemberDeclaration:
item.Hint = (item.SyntaxNode as EnumMemberDeclarationSyntax).EqualsValue?.Value?.ToString();
break;
case SyntaxKind.PropertyDeclaration:
var p = item.SyntaxNode as PropertyDeclarationSyntax;
if (p.Initializer != null)
{
item.Hint = p.Initializer.Value.ToString();
}
else if (p.ExpressionBody != null)
{
item.Hint = p.ExpressionBody.ToString();
}
else if (Config.Instance.NaviBarOptions.MatchFlags(NaviBarOptions.AutoPropertyAnnotation))
{
var a = p.AccessorList.Accessors;
if (a.Count == 2)
{
if (a[0].Body == null && a[0].ExpressionBody == null && a[1].Body == null && a[1].ExpressionBody == null)
{
item.Hint = "{;;}";
}
}
else if (a.Count == 1)
{
if (a[0].Body == null && a[0].ExpressionBody == null)
{
item.Hint = "{;}";
}
}
}
break;
}
}
public Item ParseValue(string instring)
{
// number
if (char.IsDigit(instring[0]))
{
return(new ValueItem(ItemType.Number, double.Parse(instring)));
}
// string
if (instring[0] == '"')
{
return(new ValueItem(
ItemType.String,
instring.Substring(1, instring.Length - 2)));
}
// Type
if (instring[0] == ':')
{
var type = (ItemType)Enum.Parse(typeof(ItemType), instring.Substring(1), true);
return(new TypeItem(type));
}
// symbol
var current = instring;
var quote = false;
if (instring[0] == '\'')
{
current = current.Substring(1);
quote = true;
}
if (char.IsDigit(current.First()))
{
throw new FormatException();
}
var symbol = new SymbolItem(current);
if (quote)
{
symbol.Quote();
}
return(symbol);
}
/// <summary>
/// see IDataFeeder interface
/// </summary>
public void Subscribe(SymbolItem aSymbol)
{
string aSymbolName = BuildSymbolName(aSymbol.Symbol, aSymbol.Type);
int maxWhileCount = 20;
int whileCount = 0;
while (m_ConnectionStatus == Status.Connecting || m_ConnectionStatus == Status.Disconnecting)
{
Thread.Sleep(100);
whileCount++;
if (whileCount >= maxWhileCount)
{
break;
}
}
bool isAdded = true;
lock (m_SubscribedSymbol)
{
if (!m_SubscribedSymbol.Contains(aSymbol.Symbol))
{
isAdded = false;
m_SubscribedSymbol.Add(aSymbol.Symbol);
}
}
if (!isAdded)
{
lock (m_DDFSymbols)
{
if (!m_DDFSymbols.Contains(aSymbolName))
{
m_DDFSymbols.Add(aSymbolName);
isAdded = false;
}
else
{
isAdded = true;
}
}
}
if (!isAdded)
{
UpdateSubscriberSymbols();
}
}
public int Compare(TreeNodeViewModel x, TreeNodeViewModel y)
{
SymbolItem symbolX = (x as INodeWithSymbolItem)?.Symbol;
SymbolItem symbolY = (y as INodeWithSymbolItem)?.Symbol;
if (symbolX == null && symbolY == null) //Always place nodes without symbol first
{
return(0);
}
else if (symbolX == null)
{
return(1);
}
else if (symbolY == null)
{
return(-1);
}
return(symbolX.DeclarationOrder - symbolY.DeclarationOrder);
}
internal virtual Task <(DocumentId documentId, int position, int virtualSpace)> GetNavigationLocationAsync(
Document document,
NavigationBarItem item,
SymbolItem symbolItem,
ITextVersion textVersion,
CancellationToken cancellationToken)
{
if (symbolItem.Location.InDocumentInfo != null)
{
// If the item points to a location in this document, then just determine the where that span currently
// is (in case recent edits have moved it) and navigate there.
var navigationSpan = item.GetCurrentItemSpan(textVersion, symbolItem.Location.InDocumentInfo.Value.navigationSpan);
return(Task.FromResult((document.Id, navigationSpan.Start, 0)));
}
else
{
// Otherwise, the item pointed to a location in another document. Just return the position we
// computed and stored for it.
Contract.ThrowIfNull(symbolItem.Location.OtherDocumentInfo);
var(documentId, span) = symbolItem.Location.OtherDocumentInfo.Value;
return(Task.FromResult((documentId, span.Start, 0)));
}
}
/// <summary>
/// see IDataFeeder interface
/// </summary>
public void UnSubscribe(SymbolItem aSymbol)
{
string aSymbolName = BuildSymbolName(aSymbol.Symbol, aSymbol.Type);
int maxWhileCount = 20;
int whileCount = 0;
while (m_ConnectionStatus == Status.Connecting || m_ConnectionStatus == Status.Disconnecting)
{
Thread.Sleep(100);
whileCount++;
if (whileCount >= maxWhileCount)
{
break;
}
}
lock (m_SubscribedSymbol)
{
if (m_SubscribedSymbol.Contains(aSymbolName))
{
m_SubscribedSymbol.Remove(aSymbolName);
}
}
bool isLevel2Subscribed = false;
lock (m_Level2SubscribedSymbol)
{
isLevel2Subscribed = m_Level2SubscribedSymbol.Contains(aSymbolName);
}
if (!isLevel2Subscribed)
{
lock (m_DDFSymbols)
{
m_DDFSymbols.Remove(aSymbolName);
}
UpdateSubscriberSymbols();
}
}
internal virtual Task <(DocumentId documentId, int position, int virtualSpace)> GetNavigationLocationAsync(
Document document,
NavigationBarItem item,
SymbolItem symbolItem,
ITextVersion textVersion,
CancellationToken cancellationToken)
{
// If the item points to a location in this document, then just determine the current location
// of that item and go directly to it.
var navigationSpan = item.TryGetNavigationSpan(textVersion);
if (navigationSpan != null)
{
return(Task.FromResult((document.Id, navigationSpan.Value.Start, 0)));
}
else
{
// Otherwise, the item pointed to a location in another document. Just return the position we
// computed and stored for it.
Contract.ThrowIfNull(symbolItem.Location.OtherDocumentInfo);
var(documentId, span) = symbolItem.Location.OtherDocumentInfo.Value;
return(Task.FromResult((documentId, span.Start, 0)));
}
}
public static StockSymbol_FullDynamicData GetCurrentData(TradeCenter tradeCenter, string symbols, int full)
{
StockSymbol_FullDynamicData currentData = new StockSymbol_FullDynamicData();
try
{
bool isHOChange = false, isHAChange = false;
int currentHOChangeId = full, currentHAChangeId = full;
GetDatabaseState(ref currentHOChangeId, ref currentHAChangeId, ref isHOChange, ref isHAChange);
if (tradeCenter == TradeCenter.HoSE)
{
#region Lay du lieu HoSE
DataTable dtPriceData = new DataTable();
if (symbols != "" && (isHOChange || full == -1)) dtPriceData = GetHOSEDatatable_MemCache(symbols, (full == -1));
DataTable dtIndexData = new DataTable();
dtIndexData = GetHOSEIndexDatatable_MemCache();
currentData.ChangeId = currentHOChangeId;
#region Index
currentData.SessionId = 0;
currentData.Indexs = new IndexItem[3];
if (dtIndexData.Rows.Count > 0)
{
#region Xác định phiên
if (Lib.FormatDouble(dtIndexData.Rows[0]["Index3"]) != "0") // Phiên 3
{
currentData.SessionId = 3;
}
else if (Lib.FormatDouble(dtIndexData.Rows[0]["Index2"]) != "0") // Phiên 2
{
currentData.SessionId = 2;
}
else if (Lib.FormatDouble(dtIndexData.Rows[0]["Index1"]) != "0") // Phiên 1
{
currentData.SessionId = 1;
}
#endregion
currentData.PreviousIndex = Lib.FormatDouble(dtIndexData.Rows[0]["PrevIndex"]);
currentData.Indexs[0].Index = Lib.FormatDouble(dtIndexData.Rows[0]["Index1"]);
currentData.Indexs[0].Quantity = Lib.FormatDouble(dtIndexData.Rows[0]["Quantity1"]);
currentData.Indexs[0].Volume = Lib.FormatDouble(dtIndexData.Rows[0]["Vol1"]);
currentData.Indexs[0].Value = Lib.FormatDouble(dtIndexData.Rows[0]["Value1"]);
currentData.Indexs[1].Index = Lib.FormatDouble(dtIndexData.Rows[0]["Index2"]);
currentData.Indexs[1].Quantity = Lib.FormatDouble(dtIndexData.Rows[0]["Quantity2"]);
currentData.Indexs[1].Volume = Lib.FormatDouble(dtIndexData.Rows[0]["Vol2"]);
currentData.Indexs[1].Value = Lib.FormatDouble(dtIndexData.Rows[0]["Value2"]);
currentData.Indexs[2].Index = Lib.FormatDouble(dtIndexData.Rows[0]["Index3"]);
currentData.Indexs[2].Quantity = Lib.FormatDouble(dtIndexData.Rows[0]["Quantity3"]);
currentData.Indexs[2].Volume = Lib.FormatDouble(dtIndexData.Rows[0]["Vol3"]);
currentData.Indexs[2].Value = Lib.FormatDouble(dtIndexData.Rows[0]["Value3"]);
}
else
{
currentData.PreviousIndex = "0";
currentData.Indexs[0].Index = "0";
currentData.Indexs[0].Quantity = "0";
currentData.Indexs[0].Volume = "0";
currentData.Indexs[0].Value = "0";
currentData.Indexs[1].Index = "0";
currentData.Indexs[1].Quantity = "0";
currentData.Indexs[1].Volume = "0";
currentData.Indexs[1].Value = "0";
currentData.Indexs[2].Index = "0";
currentData.Indexs[2].Quantity = "0";
currentData.Indexs[2].Volume = "0";
currentData.Indexs[2].Value = "0";
}
#endregion
#region Thông tin giá hiện tại
List<SymbolItem> items = new List<SymbolItem>();
foreach (DataRow drPriceData in dtPriceData.Rows)
{
SymbolItem symbol = new SymbolItem();
symbol.Symbol = drPriceData["Symbol"].ToString();
symbol.Datas = new string[22];
symbol.Datas[(int)HoSE_FieldName.Ref] = Lib.FormatDouble(drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.Cei] = Lib.FormatDouble(drPriceData["Ceiling"]);
symbol.Datas[(int)HoSE_FieldName.Flo] = Lib.FormatDouble(drPriceData["Floor"]);
symbol.Datas[(int)HoSE_FieldName.TraP] = FormatPrice(drPriceData["TradingPrice"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.TraV] = FormatVolume(drPriceData["TradingVol"], drPriceData["TradingPrice"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
string BidPrice1 = (drPriceData["BidPrice1"] == null ? "" : drPriceData["BidPrice1"].ToString());
string BidVol1 = (drPriceData["BidVol1"] == null ? "" : drPriceData["BidVol1"].ToString());
if (BidPrice1 == "" || BidPrice1 == "0")
{
if (BidVol1 == "" || BidVol1 == "0")
{
BidPrice1 = "";
}
else
{
if (currentData.SessionId == 1)
{
BidPrice1 = "ATO";
}
else if (currentData.SessionId == 3)
{
BidPrice1 = "ATC";
}
else
{
BidPrice1 = "";
}
}
}
else
{
BidPrice1 = drPriceData["BidPrice1"].ToString();
}
symbol.Datas[(int)HoSE_FieldName.BidP1] = FormatPrice(BidPrice1, drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.BidV1] = FormatVolume(drPriceData["BidVol1"], BidPrice1, drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.BidP2] = FormatPrice(drPriceData["BidPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.BidV2] = FormatVolume(drPriceData["BidVol2"], drPriceData["BidPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.BidP3] = FormatPrice(drPriceData["BidPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.BidV3] = FormatVolume(drPriceData["BidVol3"], drPriceData["BidPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
string SellPrice1 = (drPriceData["SellPrice1"] == null ? "" : drPriceData["SellPrice1"].ToString());
string SellVol1 = (drPriceData["SellVol1"] == null ? "" : drPriceData["SellVol1"].ToString());
if (SellPrice1 == "" || SellPrice1 == "0")
{
if (SellVol1 == "" || SellVol1 == "0")
{
SellPrice1 = "";
}
else
{
if (currentData.SessionId == 1)
{
SellPrice1 = "ATO";
}
else if (currentData.SessionId == 3)
{
SellPrice1 = "ATC";
}
else
{
SellPrice1 = "";
}
}
}
else
{
SellPrice1 = drPriceData["SellPrice1"].ToString();
}
symbol.Datas[(int)HoSE_FieldName.SelP1] = FormatPrice(SellPrice1, drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.SelV1] = FormatVolume(drPriceData["SellVol1"], SellPrice1, drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.SelP2] = FormatPrice(drPriceData["SellPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.SelV2] = FormatVolume(drPriceData["SellVol2"], drPriceData["SellPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.SelP3] = FormatPrice(drPriceData["SellPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.SelV3] = FormatVolume(drPriceData["SellVol3"], drPriceData["SellPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.Pri1] = FormatPrice(drPriceData["TradingPrice1"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.Max] = FormatPrice(drPriceData["TradingPriceMax"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HoSE_FieldName.Min] = FormatPrice(drPriceData["TradingPriceMin"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
FormatChangeValue(out symbol.Datas[(int)HoSE_FieldName.Chg], out symbol.Datas[(int)HoSE_FieldName.Img], drPriceData["TradingPrice"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
items.Add(symbol);
}
currentData.Symbols = items.ToArray();
#endregion
dtIndexData.Dispose();
dtPriceData.Dispose();
#endregion
}
else
{
#region Lay du lieu HaSTC
DataTable dtPriceData = new DataTable();
if (symbols != "" && (isHAChange || full == -1)) dtPriceData = GetHASTCDatatable_MemCache(symbols, (full == -1));
DataTable dtIndexData = new DataTable();
dtIndexData = GetHASTCIndexDatatable_MemCache();
currentData.ChangeId = currentHAChangeId;
#region Index
currentData.SessionId = 0;
currentData.Indexs = new IndexItem[1];
if (dtIndexData.Rows.Count > 0)
{
currentData.PreviousIndex = Lib.FormatDouble(dtIndexData.Rows[0]["PrevIndex"]);
currentData.Indexs[0].Index = Lib.FormatDouble(dtIndexData.Rows[0]["Index"]);
currentData.Indexs[0].Quantity = Lib.FormatDouble(dtIndexData.Rows[0]["Quantity"]);
currentData.Indexs[0].Volume = Lib.FormatDouble(dtIndexData.Rows[0]["Vol"]);
currentData.Indexs[0].Value = Lib.FormatDouble(dtIndexData.Rows[0]["Value"]);
}
else
{
currentData.PreviousIndex = "0";
currentData.Indexs[0].Index = "0";
currentData.Indexs[0].Quantity = "0";
currentData.Indexs[0].Volume = "0";
currentData.Indexs[0].Value = "0";
}
#endregion
#region Thông tin giá hiện tại
List<SymbolItem> items = new List<SymbolItem>();
foreach (DataRow drPriceData in dtPriceData.Rows)
{
SymbolItem symbol = new SymbolItem();
symbol.Symbol = drPriceData["Symbol"].ToString();
symbol.Datas = new string[22];
symbol.Datas[(int)HaSTC_FieldName.Ref] = Lib.FormatDouble(drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.Cei] = Lib.FormatDouble(drPriceData["Ceiling"]);
symbol.Datas[(int)HaSTC_FieldName.Flo] = Lib.FormatDouble(drPriceData["Floor"]);
symbol.Datas[(int)HaSTC_FieldName.TraP] = FormatPrice(drPriceData["TradingPrice"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.TraV] = FormatVolume(drPriceData["TradingVol"], drPriceData["TradingPrice"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.BidP1] = FormatPrice(drPriceData["BidPrice1"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.BidV1] = FormatVolume(drPriceData["BidVol1"], drPriceData["BidPrice1"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.BidP2] = FormatPrice(drPriceData["BidPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.BidV2] = FormatVolume(drPriceData["BidVol2"], drPriceData["BidPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.BidP3] = FormatPrice(drPriceData["BidPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.BidV3] = FormatVolume(drPriceData["BidVol3"], drPriceData["BidPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.SelP1] = FormatPrice(drPriceData["SellPrice1"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.SelV1] = FormatVolume(drPriceData["SellVol1"], drPriceData["SellPrice1"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.SelP2] = FormatPrice(drPriceData["SellPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.SelV2] = FormatVolume(drPriceData["SellVol2"], drPriceData["SellPrice2"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.SelP3] = FormatPrice(drPriceData["SellPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.SelV3] = FormatVolume(drPriceData["SellVol3"], drPriceData["SellPrice3"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.TTV] = Lib.FormatDouble(drPriceData["TotalTradingVolume"]);
symbol.Datas[(int)HaSTC_FieldName.Max] = FormatPrice(drPriceData["TradingPriceMax"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
symbol.Datas[(int)HaSTC_FieldName.Min] = FormatPrice(drPriceData["TradingPriceMin"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
FormatChangeValue(out symbol.Datas[(int)HaSTC_FieldName.Chg], out symbol.Datas[(int)HaSTC_FieldName.Img], drPriceData["TradingPrice"], drPriceData["Ceiling"], drPriceData["Floor"], drPriceData["Ref"]);
items.Add(symbol);
}
currentData.Symbols = items.ToArray();
#endregion
dtIndexData.Dispose();
dtPriceData.Dispose();
#endregion
}
}
catch (Exception ex)
{
Lib.WriteLog(ex);
}
return currentData;
}
private void SubscribeAlert(AlertSubscribeRequest aRequest)
{
var errorString = TradeScript.Validate(aRequest.Script);
if (aRequest.Script == string.Empty)
{
errorString = "Script can not be empty";
}
if (errorString != string.Empty)
{
var response = new AlertSubscribeResponse
{
Id = aRequest.Id,
Error = errorString,
AlertName = aRequest.AlertName,
Alert = new Alert
{
Name = aRequest.Name,
Symbol = aRequest.Symbol
},
User = aRequest.User
};
PushResponses(aRequest.User.ID, new ResponseMessage[] { response });
return;
}
var selection = new HistoryParameters(aRequest.Id, aRequest.Symbol, aRequest.Periodicity, aRequest.Interval, aRequest.BarsCount);
IDataFeed aDataFeed = GetDataFeedByName(aRequest.Symbol.DataFeed);
if (aDataFeed != null)
{
GetHistoryCtx aCtx = GetHistoryCtx(selection, aDataFeed.TimeZoneInfo);
aCtx.Request = new HistoryRequest(selection);
aCtx.DataFeed = aDataFeed;
ThreadPool.QueueUserWorkItem(o =>
{
aDataFeed.GetHistory(aCtx, (ctx, bars) =>
{
Level1Subscribers subscribers = null;
var symbolItem = new SymbolItem()
{
DataFeed = aRequest.Symbol.DataFeed,
Exchange = aRequest.Symbol.Exchange,
Symbol = aRequest.Symbol.Symbol,
Type = aRequest.Symbol.Type
};
lock (m_Level1SubscribersBySymbols)
{
if (!m_Level1SubscribersBySymbols.TryGetValue(aRequest.Symbol, out subscribers))
{
subscribers = new Level1Subscribers();
subscribers.Subscribers = new List <string>();
subscribers.AlertSubscribers = new List <AlertSubscription>();
m_Level1SubscribersBySymbols.Add(aRequest.Symbol, subscribers);
}
}
AlertSubscription alert = new AlertSubscription()
{
Id = aRequest.Id,
AlertName = aRequest.AlertName,
Symbol = symbolItem,
Name = aRequest.Name,
Periodicity = aRequest.Periodicity,
Interval = aRequest.Interval,
Script = aRequest.Script,
UserSessionId = aRequest.User.ID,
Login = aRequest.User.Login,
CalculationType = aRequest.CalculationType
};
alert.InitAlert(bars);
lock (subscribers.AlertSubscribers)
{
subscribers.AlertSubscribers.Add(alert);
}
aDataFeed.Subscribe(aRequest.Symbol);
});
});
}
}
static void ShowNodeValue(SymbolItem item)
{
if (Config.Instance.NaviBarOptions.MatchFlags(NaviBarOptions.FieldValue) == false)
{
return;
}
switch (item.SyntaxNode.Kind())
{
case SyntaxKind.VariableDeclarator:
item.Hint = ((VariableDeclaratorSyntax)item.SyntaxNode).Initializer?.Value?.ToString();
break;
case SyntaxKind.EnumMemberDeclaration:
ShowEnumMemberValue(item);
break;
case SyntaxKind.PropertyDeclaration:
ShowPropertyValue(item);
break;
}
void ShowEnumMemberValue(SymbolItem enumItem)
{
var v = ((EnumMemberDeclarationSyntax)enumItem.SyntaxNode).EqualsValue;
if (v != null)
{
enumItem.Hint = v.Value?.ToString();
}
else
{
enumItem.SetSymbolToSyntaxNode();
enumItem.Hint = ((IFieldSymbol)enumItem.Symbol).ConstantValue?.ToString();
}
}
void ShowPropertyValue(SymbolItem propertyItem)
{
var p = (PropertyDeclarationSyntax)propertyItem.SyntaxNode;
if (p.Initializer != null)
{
propertyItem.Hint = p.Initializer.Value.ToString();
}
else if (p.ExpressionBody != null)
{
propertyItem.Hint = p.ExpressionBody.ToString();
}
else if (Config.Instance.NaviBarOptions.MatchFlags(NaviBarOptions.AutoPropertyAnnotation))
{
var a = p.AccessorList.Accessors;
if (a.Count == 2)
{
if (a[0].Body == null && a[0].ExpressionBody == null && a[1].Body == null && a[1].ExpressionBody == null)
{
propertyItem.Hint = "{;;}";
}
}
else if (a.Count == 1)
{
if (a[0].Body == null && a[0].ExpressionBody == null)
{
propertyItem.Hint = "{;}";
}
}
}
}
}
void AddMemberDeclarations(SyntaxNode node, bool isExternal)
{
const byte UNDEFINED = 0xFF, TRUE = 1, FALSE = 0;
var directives = Config.Instance.NaviBarOptions.MatchFlags(NaviBarOptions.Region)
? node.GetDirectives(d => d.IsKind(SyntaxKind.RegionDirectiveTrivia) || d.IsKind(SyntaxKind.EndRegionDirectiveTrivia))
: null;
byte regionJustStart = UNDEFINED; // undefined, prevent #endregion show up on top of menu items
int pos = _Bar._View.GetCaretPosition();
foreach (var child in node.ChildNodes())
{
if (child.IsMemberDeclaration() == false && child.IsTypeDeclaration() == false)
{
continue;
}
if (directives != null)
{
for (var i = 0; i < directives.Count; i++)
{
var d = directives[i];
if (d.SpanStart < child.SpanStart)
{
if (d.IsKind(SyntaxKind.RegionDirectiveTrivia))
{
var item = _Menu.Add(d, _Bar._SemanticContext);
item.Hint = "#region";
item.Content = SetHeader(d, false, false, false);
if (isExternal)
{
item.Type = SymbolItemType.External;
}
regionJustStart = TRUE;
}
else if (d.IsKind(SyntaxKind.EndRegionDirectiveTrivia))
{
// don't show #endregion if preceeding item is #region
if (regionJustStart == FALSE)
{
var item = new SymbolItem(_Menu);
_Menu.Symbols.Add(item);
item.Content.Append("#endregion ").Append(d.GetDeclarationSignature());
item.Content.Foreground = ThemeHelper.SystemGrayTextBrush;
}
}
directives.RemoveAt(i);
--i;
}
}
if (directives.Count == 0)
{
directives = null;
}
}
if (child.IsKind(SyntaxKind.FieldDeclaration) || child.IsKind(SyntaxKind.EventFieldDeclaration))
{
AddVariables((child as BaseFieldDeclarationSyntax).Declaration.Variables, isExternal, pos);
}
else
{
var i = _Menu.Add(child, _Bar._SemanticContext);
if (isExternal)
{
i.Type = SymbolItemType.External;
}
i.SelectIfContainsPosition(pos);
ShowNodeValue(i);
if (Config.Instance.NaviBarOptions.MatchFlags(NaviBarOptions.ParameterList))
{
AddParameterList(i.Content, child);
}
}
// a member is added between #region and #endregion
regionJustStart = FALSE;
}
if (directives != null)
{
foreach (var item in directives)
{
if (item.IsKind(SyntaxKind.RegionDirectiveTrivia))
{
var i = _Menu.Add(item, _Bar._SemanticContext);
i.Hint = "#region";
i.Content = SetHeader(item, false, false, false);
if (isExternal)
{
i.Type = SymbolItemType.External;
}
}
}
}
}
public AlertSubscription()
{
Id = string.Empty;
Symbol = new SymbolItem();
FiredAlertsHistory = new List <Alert>(FiredAlertsHistoryMaxLenght);
}
