private static bool FetchOCAgain(Records recordsObject)
{
TimeSpan timeAddGap = new TimeSpan(0, 2, 0);
TimeSpan timeMktOpenTiming = new TimeSpan(9, 15, 0);
TimeSpan timeMktCloseTiming = new TimeSpan(15, 30, 0);
bool flag = false;
DateTime timeLastFetchedTime = DateTime.ParseExact(recordsObject.timestamp, "dd-MMM-yyyy HH:mm:ss", null);
//Few new OC only if current time is between market open and close time and
//current time is more than 5 mins from last fetched time and
//Current day is a weekday
if (DateTime.Now.TimeOfDay > timeLastFetchedTime.TimeOfDay.Add(timeAddGap) &&
DateTime.Now.TimeOfDay > timeMktOpenTiming &&
DateTime.Now.TimeOfDay < timeMktCloseTiming &&
(!DateTime.Now.DayOfWeek.ToString().Equals(DayOfWeek.Saturday) &&
!DateTime.Now.DayOfWeek.ToString().Equals(DayOfWeek.Sunday)))
{
flag = true;
}
return(flag);
}
public static DataTable toDataTable(Records recordsObject)
{
var result = new DataTable();
result = addDataTableColumns(result);
foreach (var row in recordsObject.data)
{
var datarow = result.NewRow();
if (row.CE != null)
{
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate.ToString();
datarow["CE" + "underlying"] = row.CE.underlying.ToString();
datarow["CE" + "identifier"] = row.CE.identifier.ToString();
datarow["CE" + "openInterest"] = row.CE.openInterest.ToString();
datarow["CE" + "changeinOpenInterest"] = row.CE.changeinOpenInterest.ToString();
datarow["CE" + "pchangeinOpenInterest"] = row.CE.pchangeinOpenInterest.ToString();
datarow["CE" + "totalTradedVolume"] = row.CE.totalTradedVolume.ToString();
datarow["CE" + "impliedVolatility"] = row.CE.impliedVolatility.ToString();
datarow["CE" + "lastPrice"] = row.CE.lastPrice.ToString();
datarow["CE" + "change"] = Math.Round(row.CE.change, 2).ToString();
datarow["CE" + "pChange"] = row.CE.pChange.ToString();
datarow["CE" + "totalBuyQuantity"] = row.CE.totalBuyQuantity.ToString();
datarow["CE" + "totalSellQuantity"] = row.CE.totalSellQuantity.ToString();
datarow["CE" + "bidQty"] = row.CE.bidQty.ToString();
datarow["CE" + "bidprice"] = row.CE.bidprice.ToString();
datarow["CE" + "askQty"] = row.CE.askQty.ToString();
datarow["CE" + "askPrice"] = row.CE.askPrice.ToString();
datarow["CE" + "underlyingValue"] = row.CE.underlyingValue.ToString();
datarow["Contract"] = enumContractType.CE.ToString();
}
if (row.PE != null)
{
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate.ToString();
datarow["PE" + "underlying"] = row.PE.underlying.ToString();
datarow["PE" + "identifier"] = row.PE.identifier.ToString();
datarow["PE" + "openInterest"] = row.PE.openInterest.ToString();
datarow["PE" + "changeinOpenInterest"] = row.PE.changeinOpenInterest.ToString();
datarow["PE" + "pchangeinOpenInterest"] = row.PE.pchangeinOpenInterest.ToString();
datarow["PE" + "totalTradedVolume"] = row.PE.totalTradedVolume.ToString();
datarow["PE" + "impliedVolatility"] = row.PE.impliedVolatility.ToString();
datarow["PE" + "lastPrice"] = row.PE.lastPrice.ToString();
datarow["PE" + "change"] = Math.Round(row.PE.change, 2).ToString();
datarow["PE" + "pChange"] = row.PE.pChange.ToString();
datarow["PE" + "totalBuyQuantity"] = row.PE.totalBuyQuantity.ToString();
datarow["PE" + "totalSellQuantity"] = row.PE.totalSellQuantity.ToString();
datarow["PE" + "bidQty"] = row.PE.bidQty.ToString();
datarow["PE" + "bidprice"] = row.PE.bidprice.ToString();
datarow["PE" + "askQty"] = row.PE.askQty.ToString();
datarow["PE" + "askPrice"] = row.PE.askPrice.ToString();
datarow["PE" + "underlyingValue"] = row.PE.underlyingValue.ToString();
datarow["Contract"] = enumContractType.PE.ToString();
}
result.Rows.Add(datarow);
}
return(result);
}
public static DataTable AddRecordsToDataTable(FilterConditions filterConditions)
{
DataTable dt = new DataTable();
dt.Columns.Add("Stock");
dt.Columns.Add("Identifier");
dt.Columns.Add("TradingSymbol");
dt.Columns.Add("Contract");
dt.Columns.Add("TransactionType");
dt.Columns.Add("StrikePrice");
dt.Columns.Add("LotSize");
dt.Columns.Add("Premium");
dt.Columns.Add("ExpiryDate");
Records recordsObject = GetOC(filterConditions.OcType);
int iUpperStrikePriceRange = 0;
int iLowerStrikePriceRange = 0;
if (filterConditions.PercentageRange > 0)
{
iUpperStrikePriceRange = RoundTo100(recordsObject.underlyingValue + (DefaultSP(filterConditions.OcType) * filterConditions.PercentageRange / 100));
iLowerStrikePriceRange = RoundTo100(recordsObject.underlyingValue - (DefaultSP(filterConditions.OcType) * filterConditions.PercentageRange / 100));
}
else
{
iUpperStrikePriceRange = filterConditions.SPHigherRange;
iLowerStrikePriceRange = filterConditions.SPLowerRange;
}
//List<int> strikePrices = MySession.Current.RecordsObject.strikePrices;
List <int> filteredStrikePrices = new List <int>();
foreach (var item in MySession.Current.RecordsObject.strikePrices)
{
if (item <= iUpperStrikePriceRange && item >= iLowerStrikePriceRange)
{
filteredStrikePrices.Add(item);
dt.Columns.Add(item.ToString());
}
}
DataRow datarow;
foreach (var row in recordsObject.data)
{
string formattedDateForTradingSymbol = TradingSymbol_DateFormatter(row.expiryDate);
if (row.CE != null &&
(row.CE.strikePrice <= iUpperStrikePriceRange &&
row.CE.strikePrice >= iLowerStrikePriceRange) &&
(row.CE.strikePrice % 100 == 0) &&
row.CE.lastPrice > 0 &&
row.expiryDate.Equals(filterConditions.ExpiryDate) &&
(filterConditions.ContractType.Equals(enumContractType.CE.ToString()) ||
filterConditions.ContractType.Equals("ALL")))
{
//Add CE Buy row
datarow = dt.NewRow();
datarow["Stock"] = row.CE.underlying;
datarow["Identifier"] = row.CE.identifier;
datarow["Contract"] = enumContractType.CE.ToString();
datarow["TransactionType"] = enumTransactionType.BUY.ToString();
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.CE.lastPrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.CE.underlying, formattedDateForTradingSymbol, row.CE.strikePrice.ToString(), enumContractType.CE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.CallBuy(row.CE.strikePrice, row.CE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
//Add CE Sell row
datarow = dt.NewRow();
datarow["Stock"] = row.CE.underlying;
datarow["Identifier"] = row.CE.identifier;
datarow["Contract"] = enumContractType.CE.ToString();
datarow["TransactionType"] = enumTransactionType.SELL.ToString();
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.CE.lastPrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.CE.underlying, formattedDateForTradingSymbol, row.CE.strikePrice.ToString(), enumContractType.CE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.CallSell(row.CE.strikePrice, row.CE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
}
if (row.PE != null &&
(row.PE.strikePrice <= iUpperStrikePriceRange && row.PE.strikePrice >= iLowerStrikePriceRange) &&
(row.PE.strikePrice % 100 == 0) &&
row.PE.lastPrice > 0 &&
row.expiryDate.Equals(filterConditions.ExpiryDate) &&
(filterConditions.ContractType.Equals(enumContractType.PE.ToString()) ||
filterConditions.ContractType.Equals("ALL")))
{
//Add PE Buy row
datarow = dt.NewRow();
datarow["Stock"] = row.PE.underlying;
datarow["Identifier"] = row.PE.identifier;
datarow["Contract"] = enumContractType.PE.ToString();
datarow["TransactionType"] = enumTransactionType.BUY.ToString();
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.PE.lastPrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.PE.underlying, formattedDateForTradingSymbol, row.PE.strikePrice.ToString(), enumContractType.PE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.PutBuy(row.PE.strikePrice, row.PE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
//Add PE Sell row
datarow = dt.NewRow();
datarow["Stock"] = row.PE.underlying;
datarow["Identifier"] = row.PE.identifier;
datarow["Contract"] = enumContractType.PE.ToString();
datarow["TransactionType"] = enumTransactionType.SELL.ToString();
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.PE.lastPrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.PE.underlying, formattedDateForTradingSymbol, row.PE.strikePrice.ToString(), enumContractType.PE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.PutSell(row.PE.strikePrice, row.PE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
}
}
return(dt);
}
public static Records GetOC(string ocType)
{
Records recordsObject = new Records();
if (MySession.Current.RecordsObject != null)
{
if (MySession.Current.RecordsObject.index == null)
{
MySession.Current.RecordsNifty = MySession.Current.RecordsObject;
}
else if (MySession.Current.RecordsObject.index.indexSymbol.Equals("NIFTY BANK"))
{
MySession.Current.RecordsBankNifty = MySession.Current.RecordsObject;
}
}
if (ocType.Equals(enumOptionChainType.NIFTY.ToString()))
{
if (MySession.Current.RecordsNifty == null)
{
JObject jObject = DownloadJSONDataFromURL(ocType);
if (jObject != null && jObject.Count > 0)
{
recordsObject = JsonConvert.DeserializeObject <Records>(jObject["records"].ToString());
MySession.Current.RecordsNifty = recordsObject;
}
}
else
{
recordsObject = MySession.Current.RecordsNifty;
if (FetchOCAgain(recordsObject))
{
JObject jObject = DownloadJSONDataFromURL(ocType);
if (jObject != null)
{
recordsObject = JsonConvert.DeserializeObject <Records>(jObject["records"].ToString());
MySession.Current.RecordsNifty = recordsObject;
}
}
}
MySession.Current.RecordsObject = MySession.Current.RecordsNifty;
}
if (ocType.Equals(enumOptionChainType.BANKNIFTY.ToString()))
{
if (MySession.Current.RecordsBankNifty == null)
{
JObject jObject = DownloadJSONDataFromURL(ocType);
if (jObject != null)
{
recordsObject = JsonConvert.DeserializeObject <Records>(jObject["records"].ToString());
MySession.Current.RecordsBankNifty = recordsObject;
}
}
else
{
recordsObject = MySession.Current.RecordsBankNifty;
if (FetchOCAgain(recordsObject))
{
JObject jObject = DownloadJSONDataFromURL(ocType);
if (jObject != null)
{
recordsObject = JsonConvert.DeserializeObject <Records>(jObject["records"].ToString());
MySession.Current.RecordsBankNifty = recordsObject;
}
}
}
MySession.Current.RecordsObject = MySession.Current.RecordsBankNifty;
}
return(recordsObject);
}
