private void UpdateValues()
{
if (_perfEnabled)
{
PerfAnalyzer.startTime(_performanceLabel + "_UpdateValuesDuration");
}
while (!_tradeQueue.IsEmpty)
{
TradeInfo t;
if (_tradeQueue.TryDequeue(out t))
{
_tradeList.Add(new TASTableObj(t, lastPrice));
lastPrice = t.Prc;
UpdateTextFields(t);
}
}
while (_tradeList.Count > MAXHISTORY)
{
_tradeList.RemoveAt(0);
}
PopulateGrid();
if (_perfEnabled)
{
PerfAnalyzer.endTime(_performanceLabel + "_UpdateValuesDuration");
}
}
public void setUpPerfAnalyzer(string controlID)
{
level2GridBid.setUpPerfAnalysis(controlID + "BID");
level2GridAsk.setUpPerfAnalysis(controlID + "ASK");
_controlID = controlID;
PerfAnalyzer.InitializeActionAnalyzer(controlID + "_FromBufferAddToCanvasHandlerFired");
_perfEnabled = true;
}
public void setUpPerfAnalysis(string controlID)
{
PerfAnalyzer.InitializeActionAnalyzer(controlID + "_QuoteArriveDelay");
PerfAnalyzer.InitializeActionAnalyzer(controlID + "_GridDrawDuration");
PerfAnalyzer.InitializeActionAnalyzer(controlID + "_SetAllOrdersTime");
PerfAnalyzer.InitializeActionAnalyzer(controlID + "_RowColoringTime");
_perfLabel = controlID;
_perfEnabled = true;
}
public void setupPerfAnalyzer(string perfLabel)
{
PerfAnalyzer.InitializeActionAnalyzer(perfLabel + "_TradeArriveDelay");
PerfAnalyzer.InitializeActionAnalyzer(perfLabel + "_FromBufferAddToTASHandlerFired");
PerfAnalyzer.InitializeActionAnalyzer(perfLabel + "_UpdateValuesDuration");
PerfAnalyzer.InitializeActionAnalyzer(perfLabel + "_UpdateTextFieldsDuration");
_performanceLabel = perfLabel;
_perfEnabled = true;
}
public void NewDataHandler(QuoteBook book)
{
if (_perfEnabled)
{
PerfAnalyzer.addTime(DateTime.Now.Ticks - book.ENTERED_BUFFER_TICKS, _controlID + "_FromBufferAddToCanvasHandlerFired");
}
level2GridBid.NewDataHandler(book);
level2GridAsk.NewDataHandler(book);
}
private void gridView1_RowCellStyle(object sender, RowCellStyleEventArgs e)
{
if (_perfEnabled)
{
PerfAnalyzer.startTime(_perfLabel + "_RowColoringTime");
}
GridView view = sender as GridView;
Lvl2TableObj cellObject = null;
lock (_bindingList)
{
if (_bindingList.Count > gridView1.GetDataSourceRowIndex(e.RowHandle))
{
cellObject = _bindingList[gridView1.GetDataSourceRowIndex(e.RowHandle)];
}
}
if (cellObject != null)
{
if (cellObject.IsOurOrder)
{
if (e.Column.Caption.Equals("Exch"))
{
e.Appearance.BackColor = Color.Red;
e.Appearance.ForeColor = Color.White;
}
else
{
e.Appearance.BackColor = Color.Black;
e.Appearance.ForeColor = Color.White;
}
}
else
{
float px = cellObject.Price;
for (int j = 0; j < _sortedPriceLvls.Length; j++)
{
if (_sortedPriceLvls.ElementAt(j) == px)
{
e.Appearance.BackColor = _priceLevelBGColors[j % 6];
}
}
}
if (_perfEnabled)
{
PerfAnalyzer.endTime(_perfLabel + "_RowColoringTime");
}
}
}
private void UpdateTextFields(TradeInfo ti)
{
if (_perfEnabled)
{
PerfAnalyzer.startTime(_performanceLabel + "_UpdateTextFieldsDuration");
}
textEditVol.Text = ti.TotVol.ToString("##########");
textEditOpen.Text = ti.Open.ToString("0.00");
textEditHigh.Text = ti.High.ToString("0.00");
textEditLow.Text = ti.Low.ToString("0.00");
double last;
if (textEditLast.Text == "")
{
textEditLast.Text = lastPrice.ToString("0.00");
}
else if ((last = Convert.ToDouble(textEditLast.Text)) != lastPrice)
{
textEditLast.Text = lastPrice.ToString("0.00");
textEditLast.BackColor = last > lastPrice ? Color.Red : Color.LightGreen;
}
else
{
textEditLast.BackColor = DefaultBackColor;
}
float change = lastPrice - ti.Open;
Color dayColor = (change > 0) ? Color.LightGreen : Color.Red;
textEditChng.Text = change.ToString("0.00");
textEditPercent.Text = (change / ti.Open).ToString("0.00");
textEditChng.BackColor = textEditPercent.BackColor = (change == 0 ? DefaultBackColor : dayColor);
if (_perfEnabled)
{
PerfAnalyzer.endTime(_performanceLabel + "_UpdateTextFieldsDuration");
}
}
private void simpleButton1_Click(object sender, EventArgs e)
{
_textBox.Clear();
_textBox.Text = PerfAnalyzer.GetPerformanceReport();
}
private void RepopulateGrid()
{
QuoteBookStruct book = mergeQuoteBooks();
//if the book is empty, remove all exchange quotes (can't just clear list or our orders will be removes as well)
if ((_buy && book.NumBid == 0 || (!_buy && book.NumAsk == 0)))
{
foreach (byte key in _exchBookDict.Keys)
{
Lvl2TableObj obj;
_exchBookDict.TryRemove(key, out obj);
lock (_bindingList)
{
_bindingList.Remove(obj);
}
}
}
else
{
//if any exchange has a quote in our dictionary, but not the latest quotebook, it doesn't exist anymore, so remove it
foreach (byte key in _exchBookDict.Keys)
{
if ((_buy && !book.BidExch.Contains(key)) ||
(!_buy && !book.AskExch.Contains(key)))
{
Lvl2TableObj obj;
_exchBookDict.TryRemove(key, out obj);
lock (_bindingList)
{
_bindingList.Remove(obj);
}
}
}
}
if (_perfEnabled)
{
PerfAnalyzer.startTime(_perfLabel + "_SetAllOrdersTime");
}
_priceLevels.Clear();
List <OrderBook> books = ConvertQuoteBookToOrders(book);
foreach (OrderBook b in books)
{
_priceLevels.Add(b._ordprc);
if (_exchBookDict.ContainsKey(b._exch))
{
_exchBookDict[b._exch].UpdateQuote(b);
}
else
{
Lvl2TableObj obj = new Lvl2TableObj(b);
_exchBookDict.TryAdd(b._exch, obj);
lock (_bindingList)
{
_bindingList.Add(obj);
}
}
}
_sortedPriceLvls = _buy ? _priceLevels.Reverse().ToArray() : _priceLevels.ToArray();
if (_perfEnabled)
{
PerfAnalyzer.endTime(_perfLabel + "_SetAllOrdersTime");
}
}
public void NewDataHandler(TradeInfo trade)
{
PerfAnalyzer.addTime(DateTime.Now.Ticks - trade.TEST_TIMESTAMP_TICKS, _performanceLabel + "_TradeArriveDelay");
PerfAnalyzer.addTime(DateTime.Now.Ticks - trade.ENTERED_BUFFER_TICKS, _performanceLabel + "_FromBufferAddToTASHandlerFired");
AddTrade(trade);
}
