public void RemoveRTData(RTDataRec RecIn)
{
RTDataRec Rec = GetRTDataRec(RecIn.Symbol, RecIn.ClusterName, false);
if (Rec != null)
{
OnUnSubscribedSymbolEvent?.Invoke(Rec);
RTDataDict.Remove(Rec.Symbol);
}
}
internal void OnCryptoQuote(CryptoQuote quote)
{
RTDataRec Rec = GetRTDataRec(quote.pair, PGClusterNames.Crypto);
Rec.AskTick = quote.ap == 0 ? TickType.FlatTick
: Rec.Ask > quote.ap ? TickType.DownTick : TickType.UpTick;
Rec.Ask = quote.ap;
Rec.BidTick = quote.bp == 0 ? TickType.FlatTick
: Rec.Bid > quote.bp ? TickType.DownTick : TickType.UpTick;
Rec.Bid = quote.bp;
Rec.Spread = (Rec.Ask - Rec.Bid).ToString("0.00000");
}
internal void OnForexQuote(ForexQuote quote)
{
RTDataRec Rec = GetRTDataRec(quote.p, PGClusterNames.Forex);
Rec.AskTick = quote.a == 0 ? TickType.FlatTick
: Rec.Ask > quote.a ? TickType.DownTick : TickType.UpTick;
Rec.Ask = quote.a;
Rec.BidTick = quote.b == 0 ? TickType.FlatTick
: Rec.Bid > quote.b ? TickType.DownTick : TickType.UpTick;
Rec.Bid = quote.b;
Rec.Spread = (Rec.Ask - Rec.Bid).ToString("0.00000");
}
internal void OnEquitiesQuote(Quote quote)
{
RTDataRec Rec = GetRTDataRec(quote.sym, PGClusterNames.Equities);
Rec.AskTick = quote.ap == 0 ? TickType.FlatTick
: Rec.Ask > quote.ap ? TickType.DownTick : TickType.UpTick;
Rec.Ask = quote.ap;
Rec.BidTick = quote.bp == 0 ? TickType.FlatTick
: Rec.Bid > quote.bp ? TickType.DownTick : TickType.UpTick;
Rec.Bid = quote.bp;
Rec.Spread = (Rec.Ask - Rec.Bid).ToString("0.00");
}
internal RTDataRec GetRTDataRec(string Symbol, string ClusterName, bool Create = true)
{
RTDataRec Rec;
if (!RTDataDict.TryGetValue(Symbol, out Rec) && Create)
{
Rec = new RTDataRec(Symbol, ClusterName);
RTDataDict[Symbol] = Rec;
OnSubscribedSymbolEvent?.Invoke(Rec);
Rec.RequestLast = true;
}
return(Rec);
}
internal void OnEquitiesTrade(Trade trade)
{
RTDataRec Rec = GetRTDataRec(trade.sym, PGClusterNames.Equities);
Rec.PriceTick = trade.p == 0 ? TickType.FlatTick
: Rec.Price > trade.p ? TickType.DownTick : TickType.UpTick;
Rec.Price = trade.p;
Rec.LastSize = trade.s;
string Change = (Math.Max(Rec.PreviousClose, trade.p) - Math.Min(Rec.PreviousClose, trade.p)).
ToString("F2");
Rec.Change = double.Parse(Change);
Rec.ChangeTick = Rec.Change == 0 ? TickType.FlatTick
: Rec.Change < 0 ? TickType.DownTick : TickType.UpTick;
}
internal void OnCryptoTrade(CryptoTrade trade)
{
RTDataRec Rec = GetRTDataRec(trade.pair, PGClusterNames.Crypto);
Rec.PriceTick = trade.p == 0 ? TickType.FlatTick
: Rec.Price > trade.p ? TickType.DownTick : TickType.UpTick;
Rec.Price = trade.p;
Rec.CryptoSize = trade.s;
string Change = (Math.Max(Rec.PreviousClose, trade.p) - Math.Min(Rec.PreviousClose, trade.p)).
ToString("0:00");
Rec.Change = double.Parse(Change);
Rec.ChangeTick = Rec.Change == 0 ? TickType.FlatTick
: Rec.Change < 0 ? TickType.DownTick : TickType.UpTick;
}
internal void OnSubscribe(string ClusterName, Dictionary <string, SubscribeSymbolRec> SubscribedSymbols)
{
var SubscribedSymbolsCopy = new Dictionary <string, SubscribeSymbolRec>(SubscribedSymbols);
foreach (var kvPair in SubscribedSymbolsCopy)
{
string Symbol = kvPair.Key;
SubscribeSymbolRec SubscribeRec = kvPair.Value;
if (SubscribeRec.IsNew)
{
RTDataRec Rec = GetRTDataRec(Symbol, ClusterName);
OnSubscribedSymbolEvent?.Invoke(Rec);
}
}
}
public void OnPreviousClose(string ClusterName, PreviousClose previousClose)
{
RTDataRec Rec = GetRTDataRec(previousClose.ticker, ClusterName);
Rec.PreviousClose = previousClose.results.First().c;
}
internal void OnForexAgg(ForexAggregate forexAgg)
{
RTDataRec Rec = GetRTDataRec(forexAgg.pair, PGClusterNames.Crypto);
Rec.LastSize = forexAgg.v;
}
