// flat file output methods
public string ToFlatFileStringAllData()
{
const string del = ", ";
StringBuilder dataStr = new StringBuilder();
// output string
dataStr.Append(_securityObj.Name);
dataStr.Append(del); dataStr.Append(TimeStamp.ToString("yyyy/MM/dd hh:mm:ss.ffffff"));
dataStr.Append(del); dataStr.Append(BinCnt.ToString());
dataStr.Append(del); dataStr.Append(StateType.ToString());
dataStr.Append(del); dataStr.Append(Bid.ToString());
dataStr.Append(del); dataStr.Append(BidVol.ToString());
dataStr.Append(del); dataStr.Append(BidOpen.ToString());
dataStr.Append(del); dataStr.Append(BidVolOpen.ToString());
dataStr.Append(del); dataStr.Append(BidVolChg.ToString());
dataStr.Append(del); dataStr.Append(BidVolChgSum.ToString());
dataStr.Append(del); dataStr.Append(BidVolChgCnt.ToString());
dataStr.Append(del); dataStr.Append(VolAtBid.ToString());
dataStr.Append(del); dataStr.Append(TrdCntBid.ToString());
dataStr.Append(del); dataStr.Append(Ask.ToString());
dataStr.Append(del); dataStr.Append(AskVol.ToString());
dataStr.Append(del); dataStr.Append(AskOpen.ToString());
dataStr.Append(del); dataStr.Append(AskVolOpen.ToString());
dataStr.Append(del); dataStr.Append(AskVolChg.ToString());
dataStr.Append(del); dataStr.Append(AskVolChgSum.ToString());
dataStr.Append(del); dataStr.Append(AskVolChgCnt.ToString());
dataStr.Append(del); dataStr.Append(VolAtAsk.ToString());
dataStr.Append(del); dataStr.Append(TrdCntAsk.ToString());
dataStr.Append(del); dataStr.Append(Mid.ToString());
dataStr.Append(del); dataStr.Append(MidOpen.ToString());
dataStr.Append(del); dataStr.Append(MidScaled.ToString("#.0000"));
dataStr.Append(del); dataStr.Append(MidScaledOpen.ToString("#.0000"));
dataStr.Append(del); dataStr.Append(LastTrdPrice.ToString());
dataStr.Append(del); dataStr.Append(LastPriceOpn.ToString());
dataStr.Append(del); dataStr.Append(LastTrdSize.ToString());
return(dataStr.ToString());
}
private void SetBidVolChg(MarketState prevMktState)
{
if (_securityObj.HasQuoteSize)
{
if ((Bid == prevMktState.Bid))
{
BidVolChg = (int)(BidVol - prevMktState.BidVol);
BidVolChgSum += BidVolChg;
SetBidVolChgCnt(BidVolChg);
}
else
{
if ((Bid == prevMktState.Ask)) // just ticked up
{
BidVolChg = (int)(BidVol + prevMktState.AskVol);
BidVolChgSum += BidVolChg;
SetBidVolChgCnt(BidVolChg);
//Console.WriteLine(SecurityObj.Name + " went Bid @" + timeStamp.ToLongTimeString());
}
else
{
if ((Bid == prevMktState.PrevAsk)) // just ticked up, but need to look two data points back
{
BidVolChg = (int)(BidVol + prevMktState.PrevAskVol);
BidVolChgSum += BidVolChg;
SetBidVolChgCnt(BidVolChg);
//Console.WriteLine(SecurityObj.Name + " went Bid @" + timeStamp.ToLongTimeString());
}
else
{
if ((Bid < PrevBid)) // just ticked down
{
BidVolChg = (int)(PrevBidVol);
BidVolChgSum -= BidVolChg;
SetBidVolChgCnt(BidVolChg);
Console.WriteLine("{0} went offered @ {1} {2} {3} {4}", Name, TimeStamp.ToLongTimeString(), Bid.ToString(), PrevBid.ToString(), BidVolChg.ToString());
}
}
}
}
}
}
