/// <summary>
///
/// </summary>
/// <param name="leverage"></param>
/// <param name="hedged"></param>
/// <param name="lots"></param>
/// <returns></returns>
internal double CalculationMarginHedged(double leverage, double hedged, double lots, Symbol symbol)
{
string marginCalculation = "";
double percentage = 0;
int countConfig = symbol.ParameterItems.Count;
for (int i = 0; i < countConfig; i++)
{
if (symbol.ParameterItems[i].Code == "S032")
{
marginCalculation = symbol.ParameterItems[i].StringValue;
}
if (symbol.ParameterItems[i].Code == "S031")
{
double.TryParse(symbol.ParameterItems[i].NumValue, out percentage);
}
}
if (marginCalculation == "Futures [ lots * initial_margin * percentage / 100 ]")
{
return (lots * hedged * percentage / 100);
}
else
{
return lots * (hedged / leverage);
}
}
/// <summary>
/// delete symbol
/// </summary>
/// <param name="symbol">symbol name</param>
/// <returns></returns>
internal string DeleteSymbol(string symbol)
{
if(isSymbolUpdate)
{
return "DSyE011";
}
#region check and remove symbol from market area
int countMarketArea = Market.MarketArea.Count;
for (int i = 0; i < countMarketArea; i++)
{
if (Market.MarketArea[i].ListSymbol == null || Market.MarketArea[i].ListSymbol.Count == 0)
{
continue;
}
int countSymbol = Market.MarketArea[i].ListSymbol.Count;
for (int j = 0; j < countSymbol; j++)
{
if (Market.MarketArea[i].ListSymbol[j].Name == symbol)
{
#region delete activity
if (Market.MarketArea[i].ListSymbol[j].CommandList.Count != 0)
{
return "DSyE001";
}
else
{
//call DB delete function
//
int symbolID=this.GetSymbolIDByName(symbol);
bool isValid = false;
#region BUILD COMMAND REQUEST AGENT CHECK VALID DELETE SYMBOL
//RemoveSymbol$SymbolID
if (Business.Market.ListAgentConfig != null)
{
string strCmd = "RemoveSymbol$" + symbolID;
int countAgent = Business.Market.ListAgentConfig.Count;
for (int n = 0; n < countAgent; n++)
{
if (Business.Market.IsConnectAgent)
{
string resultAgent = Business.Market.ListAgentConfig[n].clientAgent.StringDefaultPort(strCmd, "");
if (!string.IsNullOrEmpty(resultAgent))
{
string[] subResult = resultAgent.Split('$');
if (subResult[0] == "RemoveSymbol")
isValid = bool.Parse(subResult[1]);
}
}
}
}
#endregion
if (isValid)
{
Symbol deleteSymbol = new Symbol();
bool result = deleteSymbol.DFDeleteSymbol(symbolID);
if (result)
{
//delete business
//
this.RemoveSymbolFromMarket(symbolID);
this.RemoveSymbolFromQuoteSymbol(symbol);
Market.MarketArea[i].ListSymbol.RemoveAt(j);
Facade.FacadeSendNoticeManagerChangeSymbol(4, symbolID);
return "DSyE000";
}
else
{
return "DSyE002";
}
}
}
#endregion
break;
}
}
}
#endregion
return "DSyE003";
}
/// <summary>
///
/// </summary>
/// <param name="Tick"></param>
/// <param name="RefSymbol"></param>
public void SetTickValueNotify(Tick Tick, Symbol RefSymbol)
{
throw new NotImplementedException();
}
/// <summary>
/// GetAllSymbol$symbol{source{digits{description{typeSecurity{tradeMode{margin_currency{instant_max_volume{
/// gtc_pendings{spread{long_only{stops_level{spread_balance{freeze_level{contract_size{margin_initial{
/// margin_maintenance{margin_hedged{tick_size{tick_value{margin_mode{profit_mode{margin_hedged_strong{realtime{
/// starting{expiration{open_hour[open_min[close_hour[close_min]|open_hour[open_min[close_hour[close_min]^
/// open_hour[open_min[close_hour[close_min]|open_hour[open_min[close_hour[close_min]^
///
/// </summary>
/// <param name="value"></param>
public void ReceiveSymbolNotify(List<string> value)
{
if (value != null)
{
Business.Market.SymbolList = new List<Symbol>();
int count = value.Count;
for (int i = 0; i < count; i++)
{
if (!string.IsNullOrEmpty(value[i]))
{
string[] subValue = value[i].Split('{');
Business.Symbol newSymbol = new Symbol();
newSymbol.MarketAreaRef = Business.Market.MarketArea[0];
if (Business.Market.SecurityList != null)
{
int countSecurity = Business.Market.SecurityList.Count;
for (int j = 0; j < countSecurity; j++)
{
if (Business.Market.SecurityList[j].SecurityID == int.Parse(subValue[4]))
{
newSymbol.SecurityID = Business.Market.SecurityList[j].SecurityID;
break;
}
}
}
newSymbol.Name = subValue[0];
newSymbol.IsQuote = true;
newSymbol.IsTrade = true;
newSymbol.TimeOnHold = 500000;
//source
newSymbol.Digit = int.Parse(subValue[2]);
//description
//type
//execution_mode
EnumMT4.Execution enuExecutionTrade = (EnumMT4.Execution)(Enum.Parse(typeof(EnumMT4.Execution), subValue[5]));
newSymbol.ExecutionTrade = enuExecutionTrade;
newSymbol.Currency = subValue[6];
EnumMT4.Trade enuTrade = (EnumMT4.Trade)(Enum.Parse(typeof(EnumMT4.Trade), subValue[7]));
switch (enuTrade)
{
case EnumMT4.Trade.CLOSE_ONLY:
newSymbol.Trade = "Close Only";
break;
case EnumMT4.Trade.FULL_ACCESS:
newSymbol.Trade = "Full Access";
break;
case EnumMT4.Trade.NO:
newSymbol.Trade = "No";
break;
}
//newSymbol.Trade = subValue[7];
//margin_currency
//instant_max_volume
//gtc_pendings
newSymbol.SpreadByDefault = double.Parse(subValue[11]);
int _isLongOnly = int.Parse(subValue[12]);
if (_isLongOnly == 1)
newSymbol.LongOnly = true;
else
newSymbol.LongOnly = false;
newSymbol.StopLevel = int.Parse(subValue[13]);
newSymbol.SpreadBalace = double.Parse(subValue[14]) - 1;
newSymbol.FreezeLevel = int.Parse(subValue[15]);
newSymbol.ContractSize = double.Parse(subValue[16]);
newSymbol.InitialMargin = double.Parse(subValue[17]);
//margin_maintenance
newSymbol.MarginHedged = double.Parse(subValue[19]);
newSymbol.TickSize = double.Parse(subValue[20]);
newSymbol.TickPrice = double.Parse(subValue[21]);
//tick_value
//margin_mode
EnumMT4.ProfitCal enuProfitCal = (EnumMT4.ProfitCal)(Enum.Parse(typeof(EnumMT4.ProfitCal), subValue[23]));
switch (enuProfitCal)
{
case EnumMT4.ProfitCal.CFD:
newSymbol.ProfitCalculation = "CFD [ (close_price - open_price) * contract_size * lots ]";
break;
case EnumMT4.ProfitCal.FOREX:
newSymbol.ProfitCalculation = "Forex [ (close_price - open_price) * contract_size * lots ]";
break;
case EnumMT4.ProfitCal.FUTURES:
newSymbol.ProfitCalculation = "Futures [ (close_price - open_price) * tick_price / tick_size * lots ]";
break;
}
//margin_hedged_strong
//realtime
//starting
//expiration
newSymbol.TickValue = new Tick();
newSymbol.TickValue.Bid = 0;
newSymbol.TickValue.Ask = 0;
newSymbol.TickValue.SymbolName = newSymbol.Name;
newSymbol.TickValue.Status = "down";
newSymbol.ParameterItems = new List<ParameterItem>();
Business.ParameterItem newParameterItem = new ParameterItem();
newParameterItem.Code = "S004";
newParameterItem.BoolValue = -1;
newParameterItem.DateValue = DateTime.Parse("1753-01-01 00:00:00.000");
newParameterItem.Name = "Description";
newParameterItem.NumValue = "-1";
newParameterItem.SecondParameterID = i;
newParameterItem.StringValue = subValue[3];
newSymbol.ParameterItems.Add(newParameterItem);
newParameterItem = new ParameterItem();
newParameterItem.Code = "S006";
newParameterItem.BoolValue = -1;
newParameterItem.DateValue = DateTime.Parse("1753-01-01 00:00:00.000");
newParameterItem.Name = "Trade Execution";
newParameterItem.NumValue = subValue[5];
newParameterItem.SecondParameterID = i;
newParameterItem.StringValue = "NaN";
newSymbol.ParameterItems.Add(newParameterItem);
newParameterItem = new ParameterItem();
newParameterItem.Code = "S048";
newParameterItem.BoolValue = -1;
newParameterItem.DateValue = DateTime.Parse("1753-01-01 00:00:00.000");
newParameterItem.Name = "Start Digit";
newParameterItem.NumValue = "0";
newParameterItem.SecondParameterID = i;
newParameterItem.StringValue = "NaN";
newSymbol.ParameterItems.Add(newParameterItem);
newParameterItem = new ParameterItem();
newParameterItem.Code = "S049";
newParameterItem.BoolValue = -1;
newParameterItem.DateValue = DateTime.Parse("1753-01-01 00:00:00.000");
newParameterItem.Name = "End Digit";
newParameterItem.NumValue = "0";
newParameterItem.SecondParameterID = i;
newParameterItem.StringValue = "NaN";
newSymbol.ParameterItems.Add(newParameterItem);
newParameterItem = new ParameterItem();
newParameterItem.Code = "S054";
newParameterItem.BoolValue = -1;
newParameterItem.DateValue = DateTime.Parse("1753-01-01 00:00:00.000");
newParameterItem.Name = "Description";
newParameterItem.NumValue = "500000";
newParameterItem.SecondParameterID = i;
newParameterItem.StringValue = "NaN";
newSymbol.ParameterItems.Add(newParameterItem);
Business.Market.SymbolList.Add(newSymbol);
if (Business.Market.Symbols.ContainsKey(newSymbol.Name))
Business.Market.Symbols[newSymbol.Name] = newSymbol;
else
Business.Market.Symbols.Add(newSymbol.Name, newSymbol);
#region SESSION
string strSession = subValue[subValue.Length - 1];
string[] subSession = strSession.Split('^');
if (subSession.Length > 0)
{
int countSession = subSession.Length;
for (int j = 0; j < countSession; j++)
{
if (!string.IsNullOrEmpty(subSession[j]))
{
string[] subQuoteTrade = subSession[j].Split('|');
if (subQuoteTrade.Length > 0)
{
string[] subQuote = subQuoteTrade[0].Split(']');
if (subQuote.Length > 0)
{
int countSubQuote = subQuote.Length;
for (int n = 0; n < countSubQuote; n++)
{
if (!string.IsNullOrEmpty(subQuote[n]))
{
string[] subQuotePara = subQuote[n].Split('[');
//OPEN_HOUR
//OPEN_MIN
//CLOSE_HOUR
//CLOSE_MIN
}
}
}
string[] subTrade = subQuoteTrade[1].Split(']');
if (subTrade.Length > 0)
{
int countSubTrade = subTrade.Length;
for (int n = 0; n < countSubTrade; n++)
{
if (!string.IsNullOrEmpty(subTrade[n]))
{
string[] subTradePara = subTrade[n].Split('[');
//OPEN_HOUR
//OPEN_MIN
//CLOSE_HOUR
//CLOSE_MIN
}
}
}
}
}
}
}
#endregion
}
}
}
if (Business.Market.IsFirstStart)
{
Business.Market.IsProcessNotifyTick = true;
Business.Market.ThreadProcessNotifyTickMT4 = new System.Threading.Thread(new System.Threading.ThreadStart(ProcessNotifyTickMT4));
Business.Market.ThreadProcessNotifyTickMT4.Start();
Business.Market.IsFirstStart = false;
}
//this.LoopGetCandlesManagerAPI();
Business.Market.IsOpen = true;
}
/// <summary>
///
/// </summary>
/// <param name="Tick"></param>
/// <param name="RefSymbol"></param>
public void SetTickValueNotify(Tick Tick, Symbol RefSymbol)
{
return;
}
/// <summary>
///
/// </summary>
/// <param name="Tick"></param>
/// <param name="RefSymbol"></param>
public void SetTickValueNotify(Tick Tick, Symbol RefSymbol)
{
NumCheck++;
if (NumCheck == 100)
NumCheck = 0;
#region Process Command List
//Call Function Calculate Command
if (RefSymbol.CommandList != null && RefSymbol.CommandList.Count > 0)
{
int count = RefSymbol.CommandList.Count;
//for (int i = 0; i < RefSymbol.CommandList.Count; i++)
for (int i = count - 1; i >= 0; i--)
{
if (RefSymbol.CommandList[i].IsClose == true)
continue;
//if (RefSymbol.CommandList[i].IsProcess)
// continue;
#region Switch Condition Type
//Set Close Price For Command
switch (RefSymbol.CommandList[i].Type.ID)
{
case 1: //Spot Buy Command
RefSymbol.CommandList[i].ClosePrice = Tick.Bid;
break;
case 2: //Spot Sell Command
double Ask = 0;
Ask = (Symbol.ConvertNumberPip(RefSymbol.CommandList[i].Symbol.Digit, RefSymbol.CommandList[i].SpreaDifferenceInOpenTrade) + Tick.Ask);
RefSymbol.CommandList[i].ClosePrice = Ask;
break;
case 7: //Buy Limit Command
double AskBuyLimit = 0;
AskBuyLimit = (Symbol.ConvertNumberPip(RefSymbol.CommandList[i].Symbol.Digit, RefSymbol.CommandList[i].SpreaDifferenceInOpenTrade) + Tick.Ask);
RefSymbol.CommandList[i].ClosePrice = AskBuyLimit;
break;
case 8: //Sell Limit Command
RefSymbol.CommandList[i].ClosePrice = Tick.Bid;
break;
case 9: //Buy Stop Command
double AskBuyStop = 0;
AskBuyStop = (Symbol.ConvertNumberPip(RefSymbol.CommandList[i].Symbol.Digit, RefSymbol.CommandList[i].SpreaDifferenceInOpenTrade) + Tick.Ask);
RefSymbol.CommandList[i].ClosePrice = AskBuyStop;
break;
case 10: //Sell Stop Command
RefSymbol.CommandList[i].ClosePrice = Tick.Bid;
break;
}
#endregion
//Call Function Calculator Command
Business.OpenTrade newOpenTrade = new OpenTrade();
newOpenTrade = this.CalculateCommand(RefSymbol.CommandList[i]);
#region COMMENT CODE BECAUSE PENDING DON'T ACTIVE(15/07/2011)
//if (RefSymbol.CommandList[i].Type.ID != newOpenTrade.Type.ID)
//{
// if (newOpenTrade.Type != null)
// {
// RefSymbol.CommandList[i].Type = new TradeType();
// RefSymbol.CommandList[i].Type.ID = newOpenTrade.Type.ID;
// RefSymbol.CommandList[i].Type.Name = newOpenTrade.Type.Name;
// //RefSymbol.CommandList[i].Type = newOpenTrade.Type;
// }
//}
#endregion
if (newOpenTrade.IsClose == true)
RefSymbol.CommandList[i].IsClose = true;
if (RefSymbol.CommandList[i].Investor.CommandList.Count > 0 && RefSymbol.CommandList[i].Investor.CommandList != null)
{
RefSymbol.CommandList[i].Investor.UpdateCommand(newOpenTrade);
}
}
}
#endregion
Facade.FacadeCalculationAlert(Tick, RefSymbol);
}
/// <summary>
///
/// </summary>
/// <param name="symbolName"></param>
/// <returns></returns>
internal Business.Symbol GetSymbolConfig(string symbolName)
{
Business.Symbol result = new Symbol();
int count = Business.Market.SymbolList.Count;
for (int i = 0; i < count; i++)
{
if (Business.Market.SymbolList[i].Name == symbolName)
{
result = Business.Market.SymbolList[i];
break;
}
}
return result;
}
/// <summary>
///
/// </summary>
/// <param name="Tick"></param>
/// <param name="RefSymbol"></param>
public void SetTickValueNotify(Tick Tick, Symbol RefSymbol)
{
TradingServer.Facade.FacadeCalculationAlert(Tick, RefSymbol);
}
/// <summary>
///
/// </summary>
/// <param name="Tick"></param>
/// <param name="RefSymbol"></param>
internal void CalculationAlert(Tick Tick, Symbol RefSymbol)
{
if (RefSymbol.AlertQueue == null)
{
RefSymbol.AlertQueue = new List<PriceAlert>();
}
for (int j = RefSymbol.AlertQueue.Count - 1; j >= 0; j--)
{
string condition = RefSymbol.AlertQueue[j].AlertCondition.ToString();
double value = RefSymbol.AlertQueue[j].Value;
int securityID = -1;
int digit = RefSymbol.Digit;
bool checkCon = false;
RefSymbol.AlertQueue[j].TickOnline = Tick;
switch (condition)
{
case "LargerBid":
{
if (Tick.Bid < value)
{
RefSymbol.AlertQueue[j].ValueApply = Tick.Bid;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "LargerAsk":
{
if (Tick.Ask < value)
{
securityID = RefSymbol.SecurityID;
RefSymbol.AlertQueue[j].ValueApply = Tick.Ask;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "LargerHighBid":
{
if (Tick.HighInDay < value)
{
RefSymbol.AlertQueue[j].ValueApply = Tick.HighInDay;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "LargerHighAsk":
{
if (Tick.HighInDay < value)
{
securityID = RefSymbol.SecurityID;
RefSymbol.AlertQueue[j].ValueApply = Tick.HighInDay;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "SmallerBid":
{
if (Tick.Bid > value)
{
RefSymbol.AlertQueue[j].ValueApply = Tick.Bid;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "SmallerAsk":
{
if (Tick.Ask > value)
{
securityID = RefSymbol.SecurityID;
RefSymbol.AlertQueue[j].ValueApply = Tick.Ask;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "SmallerLowBid":
{
if (Tick.LowInDay > value)
{
RefSymbol.AlertQueue[j].ValueApply = Tick.LowInDay;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
case "SmallerLowAsk":
{
if (Tick.LowInDay > value)
{
securityID = RefSymbol.SecurityID;
RefSymbol.AlertQueue[j].ValueApply = Tick.LowInDay;
checkCon = this.SendAlert(RefSymbol.AlertQueue[j], securityID, digit);
}
break;
}
}
if (checkCon)
{
RefSymbol.AlertQueue.RemoveAt(j);
}
}
}