public void GetSecurities()
{
List <Security> securities = new List <Security>();// TryToLoadSecurities();
/* if (securities != null)
* {
* SecurityEvent?.Invoke(securities);
* SendLogMessage("Securities downloaded. Count: " + securities.Count, LogMessageType.System);
* return;
* }*/
SendLogMessage("Securities downloading...", LogMessageType.System);
List <string> engines = GetEngines();
List <string> markets = GetMarkets(engines);
List <string> classes = GetClasses(markets);
securities = GetSecurities(classes);
securities = CreateFuturesSection(securities);
SecurityEvent?.Invoke(securities);
SendLogMessage("Securities downloaded. Count: " + securities.Count, LogMessageType.System);
//SaveSecurities(securities);
}
/// <summary>
/// получены инструменты с сервера
/// </summary>
/// <param name="products"></param>
private void ClientReceivedSecurities(RootProducts products)
{
List <Security> securities = new List <Security>();
foreach (var product in products.Data)
{
var newSec = new Security();
newSec.Name = product.Symbol;
newSec.NameClass = product.QuoteAsset;
newSec.NameFull = product.Symbol;
newSec.NameId = product.Symbol;
newSec.Decimals = product.TickSize.DecimalsCount();
newSec.SecurityType = SecurityType.CurrencyPair;
newSec.State = product.Status == "Normal" ? SecurityStateType.Activ : SecurityStateType.Close;
newSec.Lot = 1;
newSec.PriceStep = product.TickSize.ToDecimal();
newSec.PriceStepCost = newSec.PriceStep;
newSec.Go = product.MinNotional.ToDecimal();
securities.Add(newSec);
}
SecurityEvent?.Invoke(securities);
}
/// <summary>
/// пришел список инструментов биржи
/// </summary>
private void ClientOnUpdatedSecurities(List <Instrument> securities)
{
if (_securities == null)
{
_securities = new List <Security>();
}
for (int sec = 0; sec < securities.Count; sec++)
{
var lmaxSec = securities[sec];
if (_securities.Find(s => s.Name == lmaxSec.Name.Replace("/", "-")) != null)
{
_securities.Add(
new Security
{
Name = lmaxSec.Name.Replace("/", "-") + "_2",
NameId = lmaxSec.Id.ToString(),
NameClass = lmaxSec.Contract.Currency,
Lot = lmaxSec.OrderBook.QuantityIncrement,
PriceStep = lmaxSec.OrderBook.PriceIncrement,
PriceStepCost = lmaxSec.OrderBook.PriceIncrement,
});
if (lmaxSec.OrderBook.PriceIncrement < 1)
{
_securities.Last().Decimals =
lmaxSec.OrderBook.PriceIncrement.ToString(CultureInfo.InvariantCulture).Split('.')[1].Length;
}
continue;
}
_securities.Add(
new Security
{
Name = lmaxSec.Name.Replace("/", "-"),
NameId = lmaxSec.Id.ToString(),
NameClass = lmaxSec.Contract.Currency,
Lot = lmaxSec.OrderBook.QuantityIncrement,
PriceStep = lmaxSec.OrderBook.PriceIncrement,
PriceStepCost = lmaxSec.OrderBook.PriceIncrement
});
if (lmaxSec.OrderBook.PriceIncrement < 1)
{
_securities.Last().Decimals =
lmaxSec.OrderBook.PriceIncrement.ToString(CultureInfo.InvariantCulture).Split('.')[1].Length;
}
}
SecurityEvent?.Invoke(_securities);
}
public void GetSecurities()
{
SendLogMessage("Securities downloading...", LogMessageType.System);
string requestString =
"http://mfd.ru/export/";
string response = GetRequest(requestString);
string[] lines = response.Split('\n');
List <string> classes = GetClasses(lines);
List <Security> securities = new List <Security>();
for (int i = 0; i < classes.Count; i++)
{
securities.AddRange(GetAllSecuritiesToClass(classes[i]));
}
SecurityEvent?.Invoke(securities);
SendLogMessage("Securities downloaded. Count: " + securities.Count, LogMessageType.System);
}
/// <summary>
/// получены инструменты с сервера
/// </summary>
/// <param name="products"></param>
private void ClientReceivedSecurities(List <Product> products)
{
List <Security> securities = new List <Security>();
foreach (var product in products)
{
var newSec = new Security();
newSec.Name = product.baseAsset + "-" + product.quoteAsset;
newSec.NameClass = product.quoteAsset;
newSec.NameFull = product.symbol;
newSec.NameId = product.symbol;
newSec.Decimals = product.priceScale;
newSec.SecurityType = SecurityType.CurrencyPair;
newSec.State = product.status == "Normal" ? SecurityStateType.Activ : SecurityStateType.Close;
newSec.Lot = GetValueByDecimals(product.qtyScale);
newSec.PriceStep = GetValueByDecimals(product.priceScale);
newSec.PriceStepCost = newSec.PriceStep;
securities.Add(newSec);
}
SecurityEvent?.Invoke(securities);
}
protected void OnSecurityEvent(List <Security> securities)
{
SecurityEvent?.Invoke(securities);
}
private void HandleSecurities(List <TransaqEntity.Security> securities)
{
if (_securities == null)
{
_securities = new List <Security>();
}
foreach (var securityData in securities)
{
try
{
if (securityData.Sectype != "FUT" &&
securityData.Sectype != "SHARE" &&
securityData.Sectype != "CURRENCY")
{
continue;
}
Security security = new Security();
security.Name = securityData.Seccode;
security.NameFull = securityData.Shortname;
security.NameClass = securityData.Board;
security.NameId = securityData.Secid; // + "-" + securityData.Board;
security.Decimals = Convert.ToInt32(securityData.Decimals);
security.SecurityType = securityData.Sectype == "FUT" ? SecurityType.Futures
: securityData.Sectype == "SHARE" ? SecurityType.Stock
: securityData.Sectype == "OPT" ? SecurityType.Option
: securityData.Sectype == "CURRENCY" ? SecurityType.CurrencyPair
: SecurityType.None;
security.Lot = Convert.ToDecimal(securityData.Lotsize.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture);
security.PriceStep = Convert.ToDecimal(securityData.Minstep.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture);
decimal pointCost;
try
{
pointCost = Convert.ToDecimal(securityData.Point_cost.Replace(
".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture);
}
catch (Exception e)
{
decimal.TryParse(securityData.Point_cost, NumberStyles.Float, CultureInfo.InvariantCulture, out pointCost);
}
security.PriceStepCost = security.PriceStep * pointCost / 100;
security.State = securityData.Active == "true" ? SecurityStateType.Activ : SecurityStateType.Close;
_securities.Add(security);
}
catch (Exception e)
{
SendLogMessage(e.Message, LogMessageType.Error);
}
}
SecurityEvent?.Invoke(_securities);
}