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;
}
void ChangeAfterCancel(StringPacket sp)
{
String strEnterAfterCancel = sp.Decode();
Boolean enterAfterCancel = Convert.ToBoolean(strEnterAfterCancel);
_monitorController.EnterAfterCancel = enterAfterCancel;
}
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());
}
}
private void button11_Click(object sender, EventArgs e)
{
try
{
String strategyName = textStrategyCommand.Text;
String command = textCommand.Text;
String detailCommand = textDetailCommand.Text;
DialogResult dr = MessageBox.Show(this, String.Format("{0}|{1}|{2}|, right?", strategyName, command, detailCommand), "", MessageBoxButtons.YesNoCancel);
if (dr == DialogResult.Yes)
{
StringPacket sp = new StringPacket();
sp.Encode(Const.COMMAND_HANDLE_STRATEGY_COMMAND);
sp.Encode(strategyName);
sp.Encode(command);
sp.Encode(detailCommand);
ScheduleManager.Ins().AddCommand(sp);
}
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public static void Error(String log)
{
MLog.Ins().Error(log);
// Error라면 무조건 죽인다. 이 편이 속편하다. 작은 기회에 연연하지 말자
AccountManager.Ins().SafetyPinOn();
//Email
EmailErrorOut(log);
//WebErrorOut(log);
if (_dtLastUpdated.AddMilliseconds(500) > DateTime.Now)
{
_log += String.Format("!!! {0}\r\n", log);
return;
}
else
{
UpdateDelayedLog_Raw();
}
StringPacket packet = new StringPacket();
packet.Encode(log);
Object[] pList = { packet, System.EventArgs.Empty };
if (CommandForm.IsReady)
{
CommandForm.Ins().BeginInvoke(new System.EventHandler(CommandForm.Ins().Error), pList);
}
}
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 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 void AddCommand(StringPacket packet)
{
// 아무곳에서나 불러도 된다. 다만 ScheduleManager의 lock을 잡고 있지 않은 상태라면
lock (locker)
{
_commands.Enqueue(packet);
}
}
public SweepUnitPOrder(StringPacket sp)
{
Code = sp.Decode();
ReqCount = sp.DecodeLong();
ReqPrice = sp.DecodeDouble();
ContractedCount = sp.DecodeLong();
_State = sp.Decode();
}
public override void UpdateUI(String strategyName, StringPacket sp)
{
try
{
String command = sp.Decode();
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public void EncodeStringPacket(ref StringPacket sp)
{
int count = GetCount();
sp.Encode(count);
foreach (String code in _longPOrders.Keys)
{
if (_shortPOrders.ContainsKey(code))
{
double bidPrice = _longPOrders[code].GetMax();
double askPrice = _shortPOrders[code].GetMin();
Boolean bLegal = true;
if (bidPrice >= askPrice)
{
bLegal = false;
}
sp.Encode(code);
sp.Encode(askPrice);
sp.Encode(bidPrice);
sp.Encode(bLegal.ToString());
}
else
{
double bidPrice = _longPOrders[code].GetMax();
double askPrice = double.MinValue;
Boolean bLegal = true;
sp.Encode(code);
sp.Encode(askPrice);
sp.Encode(bidPrice);
sp.Encode(bLegal.ToString());
}
}
foreach (String code in _shortPOrders.Keys)
{
if (!_longPOrders.ContainsKey(code))
{
double bidPrice = double.MaxValue;
double askPrice = _shortPOrders[code].GetMin();
Boolean bLegal = true;
sp.Encode(code);
sp.Encode(askPrice);
sp.Encode(bidPrice);
sp.Encode(bLegal.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);
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;
}
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));
}
}
private void button1_Click(object sender, EventArgs e)
{
//새로고침
try
{
StringPacket sp = new StringPacket();
sp.Encode(Const.COMMAND_HANDLE_LEGAL_PRICE_CHECKER);
sp.Encode(Const.LOAD_PRODUCTS);
ScheduleManager.Ins().AddCommand(sp);
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
public static void GetSweepUnitRow(SweepUnit_OE_WithFuture bes, ref StringPacket sp)
{
sp.Encode(bes.OT.KOI.Code);
sp.Encode(bes.GetSignedContractedCountOfRealOrdersFO());
sp.Encode(bes._State.ToString());
sp.Encode(bes.RealOrders.Count);
for (int i = 0; i < bes.RealOrders.Count; ++i)
{
POrder o = bes.RealOrders[i] as POrder;
sp.Encode(o.Code);
sp.Encode(o.GetSignedReqCount());
sp.Encode(o.ReqPrice);
sp.Encode(o.GetSignedContractedCount());
sp.Encode(o.GetState());
}
}
private void button2_Click(object sender, EventArgs e)
{
//Feed
try
{
StringPacket sp = new StringPacket();
sp.Encode(Const.COMMAND_FEED_RMD);
String rmdText = textJsonText.Text;
_logs.Add(rmdText);
sp.Encode(rmdText);
ScheduleManager.Ins().AddCommand(sp);
}
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());
}
}
private void button1_Click(object sender, EventArgs e)
{
try
{
// 주문하기
String strategyName = _strategyName;
StringPacket sp = new StringPacket();
sp.Encode(Const.COMMAND_HANDLE_STRATEGY_COMMAND);
sp.Encode(strategyName);
sp.Encode(StrategyCommand.REQUEST_ELW_OOR_ORDERS);
ScheduleManager.Ins().AddCommand(sp);
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
public void AddCommand(String line)
{
if (line.ToUpper().CompareTo("QUIT") == 0)
{
ScheduleManager.KillProcess();
}
line = line.Trim();
if (line.Length == 0)
{
return;
}
line = line.Replace(" ", "|");
StringPacket sp = new StringPacket();
sp.Encode(line);
ScheduleManager.Ins().AddCommand(sp);
}
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 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());
}
}
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;
}
}
private void button2_Click(object sender, EventArgs e)
{
//change
try
{
String jsonText = GetJsonText();
if (jsonText.Length == 0)
{
return;
}
StringPacket sp = new StringPacket();
sp.Encode(Const.COMMAND_SIM_KRX_POLICY_CHANGE);
sp.Encode(jsonText);
ScheduleManager.Ins().AddCommand(sp);
}
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;
}
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");
}
}
public void EncodeStringPacket(ref StringPacket sp)
{
List<ElwArbSweepUnit> liveEoss = new List<ElwArbSweepUnit>();
foreach (String key in _lives.Keys)
{
List<ElwArbSweepUnit> arr = _lives[key];
foreach (ElwArbSweepUnit eos in arr)
{
liveEoss.Add(eos);
}
}
sp.Encode(liveEoss.Count);
foreach (ElwArbSweepUnit eos in liveEoss)
{
eos.EncodeStringPacket(ref sp);
}
List<ElwArbSweepUnit> doneEoss = new List<ElwArbSweepUnit>();
foreach (String key in _dones.Keys)
{
List<ElwArbSweepUnit> arr = _dones[key];
foreach (ElwArbSweepUnit eos in arr)
{
doneEoss.Add(eos);
}
}
sp.Encode(doneEoss.Count);
foreach (ElwArbSweepUnit eos in doneEoss)
{
eos.EncodeStringPacket(ref sp);
}
}
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 void Encode(StringPacket packet)
{
_strPacket = _strPacket + packet._strPacket;
}
