private void CheckForNewSessions(string stTime)
{
//TODO from global variable, from config
//int mscOffset = -2;
DateTime dt = CASTSConv.ASTSTimeToDateTime(stTime);
DateTime dtBegin = GetSessionStartNormalTime();
DateTime dtEnd = GetSessionEndNormalTime();
int tolMs = 2000;
if (CUtilTime.IsEqual(dt, dtBegin, tolMs))
{
_currSession = new CDBSession
{
DtBegin = dtBegin,
DtEnd = dtEnd,
stock_exchange_id = _client.StockExchId
};
_lstSessions.Add(_currSession);
}
CUtil.TaskStart(InsertUnsavedSessions);
}
public void Update(string instrument, decimal price, char buySell,
int amount, long extId, long tradeNo, string tradeDate,
string tradeTime, long micosecs, decimal fee)
{
//CBotPos botPos = new CBotPos { Instrument = instrument,
_onlineDetector.Update();
DateTime moment = CASTSConv.ASTSDateAndTimeToDateAndTime(tradeDate, tradeTime);
int milisec = Convert.ToInt16((double)micosecs / 1000);
moment = moment.AddMilliseconds(milisec);
CRawUserDeal rd = new CRawUserDeal
{
Instrument = instrument,
Amount = amount,
Dir = (sbyte)(buySell == 'B' ? OrderDirection.Buy : OrderDirection.Sell),
Ext_id_buy = buySell == 'B' ? extId : 0,
Ext_id_sell = buySell == 'S' ? extId : 0,
Price = price,
ReplId = tradeNo,
Moment = moment,
Fee_buy = buySell == 'B' ? fee : 0,
Fee_sell = buySell == 'S' ? fee : 0
};
//TODO chek if we already processed deal
CalculateBotsPos(rd, isOnlineASTSCalc: true);
UserDealsPosBoxClient.UpdateGUIDealCollection(rd);
}
protected override void ProcessRecord()
{
int hr, mn, s;
try
{
string instrument = (string)_currentRecord.values["SECCODE"];
if (_instruments.IsContainsInstrument(instrument))
{
decimal price = Convert.ToDecimal(_currentRecord.values["PRICE"]);
string buySell = _currentRecord.values["BUYSELL"].ToString();
long amount = Convert.ToInt32(_currentRecord.values["QUANTITY"].ToString());
string tradeTime = (_currentRecord.values["TRADETIME"]).ToString();
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out mn, out s);
double dmilisec = 0;
if (_currentRecord.values["MICROSECONDS"] != null)
{
dmilisec = Math.Ceiling(Convert.ToDouble(_currentRecord.values["MICROSECONDS"].ToString()) / 1000);
dmilisec = Math.Min(999, dmilisec);
}
int milisec = Convert.ToInt16(dmilisec);
//TODO use server time !
DateTime dt = DateTime.Now;
DateTime moment = new DateTime(dt.Year, dt.Month, dt.Day, hr, mn, s, milisec);
// moment = moment.AddHours(-2);
CRawDeal rd = new CRawDeal(amount, price, buySell, moment);
_dealBox.Update(instrument, rd);
if (!_client.IsDealsOnline)
{
_client.IsDealsOnline = true;
_client.EvDealsOnline.Set();
}
}
}
catch (Exception e)
{
Error("CTableAll_Trades.ProcessRecord", e);
}
finally
{
base.ProcessRecord();
}
}
public void CancelAllOrders(int buy_sell, int ext_id, string instrument, int botId)
{
IDictionary <string, object> dict = new Dictionary <string, object>();
dict["ACCOUNT"] = _account;
dict["SECBOARD"] = _secBoard;
dict["SECCODE"] = instrument;
dict["EXTREF"] = botId;
dict["BUYSELL"] = CASTSConv.CancellOrderDirToASTS(buy_sell);
ExecTransaction("WD_ORDERS", dict);
}
public void Process(CTableRecrd record)
{
//TODO normal
// if (!_client.IsOnlineUserOrderLog)
// _client.IsOnlineUserOrderLog = true;
_onlineDetector.Update();
//TODO check partial acception!
CRawOrdersLogStruct userOrdLogStruct = new CRawOrdersLogStruct()
{
Id_ord = Convert.ToInt64(record.values["ORDERNO"]),
Ext_id = Convert.ToInt16(record.values["EXTREF"]),
Dir = Convert.ToChar(record.values["BUYSELL"]) == 'B' ?
(sbyte)EnmOrderDir.Buy : (sbyte)EnmOrderDir.Sell,
Price = Convert.ToDecimal(record.values["PRICE"]),
Amount = Convert.ToInt16(record.values["QUANTITY"]),
Instrument = Convert.ToString(record.values["SECCODE"]),
Action = (sbyte)CASTSConv.ASTSActionToEnmOrderAction(Convert.ToChar(record.values["STATUS"])),
Moment = CASTSConv.ASTSTimeToDateTime(record.values["ORDERTIME"].ToString())
};
EnmBotEventCode evnt = EnmBotEventCode.OnEmptyEvent;
if (userOrdLogStruct.Action == (sbyte)EnmOrderAction.Added)
{
evnt = EnmBotEventCode.OnOrderAccepted;
}
else if (userOrdLogStruct.Action == (sbyte)EnmOrderAction.Deleted)
{
evnt = EnmBotEventCode.OnOrderCancel;
}
else if (userOrdLogStruct.Action == (sbyte)EnmOrderAction.Deal)
{
evnt = EnmBotEventCode.OnOrderDeal;
}
_client.TriggerRecalculateBot(userOrdLogStruct.Ext_id,
userOrdLogStruct.Instrument,
evnt, userOrdLogStruct);
//foreach(CBotBase bb in
}
public TestASTSConv()
{
int hr, min, s;
string tradeTime = "1";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 0);
Assert.AreEqual(s, 1);
tradeTime = "12";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 0);
Assert.AreEqual(s, 12);
tradeTime = "112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 1);
Assert.AreEqual(s, 12);
tradeTime = "3112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 31);
Assert.AreEqual(s, 12);
tradeTime = "13112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 1);
Assert.AreEqual(min, 31);
Assert.AreEqual(s, 12);
tradeTime = "213112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 21);
Assert.AreEqual(min, 31);
Assert.AreEqual(s, 12);
}
protected override void ProcessRecord()
{
string time = _currentRecord.values["TIME"].ToString();
DateTime dt = CASTSConv.ASTSTimeToDateTime(time);
_client.ServerTime = dt;
_guiBox.ServerTime = dt;
if (!_guiBox.IsServerTimeAvailable)
{
_guiBox.IsServerTimeAvailable = true;
}
_client.SetServerTimeAvailable();
base.ProcessRecord();
}
