private int getGap_seekingBack(PriceSize l1, PriceSize b1)
{
int result = 0;
PriceSize tempPrice = l1.GetPreviousPriceSize();
while (tempPrice.Price != b1.Price)
{
result++;
tempPrice = tempPrice.GetPreviousPriceSize();
}
return(result);
}
private int getGap_seekingForward(PriceSize b1, PriceSize l1)
{
int result = 0;
PriceSize tempPrice = b1.GetNextPriceSize();
while (tempPrice.Price != l1.Price)
{
result++;
tempPrice = tempPrice.GetNextPriceSize();
}
return(result);
}
public void EqualPriceSizesAreEqual()
{
//arange
PriceSize first_pc = new PriceSize()
{
Price = 1.0, Size = 100
};
PriceSize second_pc = new PriceSize()
{
Price = 1.0, Size = 100
};
//act
bool equal = first_pc.Equals(second_pc);
//assert
Assert.IsTrue(equal);
}
public MarketBook GetMarketBook(string marketId)
{
MarketBook mb = new MarketBook();
try
{
long lastRefreshNr = 0; ;
if (LastRefreshNr.ContainsKey(marketId))
{
LastRefreshNr.TryGetValue(marketId, out lastRefreshNr);
}
else
{
LastRefreshNr.Add(marketId, lastRefreshNr);
}
using (var ctx = new bfmsEntities())
{
string query = "SELECT * FROM marketbook JOIN runner USING(Marketid,RefreshNr) " +
"JOIN volume USING (Marketid,Refreshnr,Selectionid) " +
"WHERE Marketid=@MarketId AND refreshNr=" +
"(SELECT MAX(RefreshNr) FROM marketbook WHERE Marketid=@MarketId AND IsInPlay='False')";
//"(SELECT MIN(RefreshNr) FROM Marketbook WHERE Marketbook.Marketid=@MarketId AND Marketbook.Status='OPEN' AND Marketbook.IsInPlay='False' AND Marketbook.RefreshNr>@LastRefreshNr)";
var MaxRefrNr = (from book in ctx.marketbooks where book.MarketId == marketId && book.IsInplay=="False" select book.RefreshNr).Max();
var MarketCatList = (from book in ctx.marketbooks
from run in ctx.runners
from vol in ctx.volumes
where (book.MarketId==run.MarketId && book.RefreshNr==run.RefreshNr)&&
(run.MarketId==vol.MarketId&&run.SelectionId==vol.SelectionId&&run.RefreshNr==vol.RefreshNr)
&& (book.MarketId == marketId) && (book.RefreshNr == MaxRefrNr)
select new {book,run, vol}).ToList();
mb.Runners = new List<Runner>();
Runner r = null;
long lastSelectionId = 0;
foreach (var row in MarketCatList)
{
if (lastSelectionId == 0)
{
mb.MarketId = row.book.MarketId;
mb.RefreshNr =row.book.RefreshNr;
mb.RefreshTS = (DateTime)row.book.RefreshTS;
mb.IsMarketDataDelayed = "False".Equals(row.book.IsMarketDataDelayed) ? false : true;
mb.Status = (MarketStatus)Enum.Parse(typeof(MarketStatus), row.book.Status.ToString());
mb.BetDelay = (int)row.book.BetDelay;
mb.IsInplay = "False".Equals(row.book.IsInplay) ? false : true;
mb.NumberOfWinners = (int)row.book.NumberOfWinners;
mb.NumberOfActiveRunners = (int)row.book.NumberOfActiveRunners;
mb.NumberOfRunners = (int)row.book.NumberOfRunners;
mb.TotalMatched = (double)row.book.TotalMatched;
mb.TotalAvailable = (double)row.book.TotalAvailable;
mb.OVRBack = (double)row.book.OVRBack;
mb.OVRLay = (double)row.book.OVRLay;
LastRefreshNr[marketId] = mb.RefreshNr;
}
if (lastSelectionId != (int)row.run.SelectionId)
{
r = new Runner();
r.ExchangePrices = new ExchangePrices();
r.ExchangePrices.AvailableToBack = new List<PriceSize>();
r.ExchangePrices.AvailableToLay = new List<PriceSize>();
r.ExchangePrices.TradedVolume = new List<PriceSize>();
r.SelectionId = (int)row.run.SelectionId;
r.RefreshNr = (int)row.run.RefreshNr;
r.RunnerName = (string)row.run.Name;
r.Status = (RunnerStatus)Enum.Parse(typeof(RunnerStatus), row.run.RunnerStatus.ToString());
r.AdjustmentFactor = (double)row.run.AdjustmentFactor;
r.ToBackTotal = (double)row.run.ToBackTotal;
r.ToLayTotal = (double)row.run.ToLayTotal;
r.BackLayRatio = (double)row.run.BackLayRatio;
r.LastPriceTraded = row.run.LastPriceTraded.ToString() == "" ? 0 : (double)row.run.LastPriceTraded;
r.VolPrice = (double)row.run.VolPrice;
r.AvgPrice = (double)row.run.AvgPrice;
r.ActMatched = (double)row.run.Matched;
r.MatchedVol = (double)row.run.MatchedTotal;//Namenskonflikt mit Marketbook
//r.TotalMatched = (double)row[27];
r.VolumeBack = (double)row.run.VolumeBack;
r.VolumeLay = (double)row.run.VolumeLay;
r.InsMoneyBack = (double)row.run.InsMoneyBack;
r.InsMoneyLay = (double)row.run.InsMoneyLay;
r.Indikator1 = (double)row.run.Indikator1;
r.Indikator2 = (double)row.run.Indikator2;
lastSelectionId = r.SelectionId;
mb.Runners.Add(r);
}
if (("ATB").Equals(row.vol.Type.ToString()))
{
PriceSize ps = new PriceSize();
ps.Price = (double)row.vol.Price;
ps.Size = (double)row.vol.Size;
r.ExchangePrices.AvailableToBack.Add(ps);
}
if (("ATL").Equals(row.vol.Type.ToString()))
{
PriceSize ps = new PriceSize();
ps.Price = (double)row.vol.Price;
ps.Size = (double)row.vol.Size;
r.ExchangePrices.AvailableToLay.Add(ps);
}
if (("TVOL").Equals(row.vol.Type.ToString()))
{
PriceSize ps = new PriceSize();
ps.Price = (double)row.vol.Price;
ps.Size = (double)row.vol.Size;
r.ExchangePrices.TradedVolume.Add(ps);
}
}
}
}
catch (Exception ex)
{
throw ex;
}
return mb;
}
