private string OrdersToString(UpdateableDataView view, int limit)
{
System.Collections.Generic.List<string> list = new System.Collections.Generic.List<string>(limit);
int num = 0;
while (num < view.Count && num < limit)
{
DataRowView dataRowView = view[num];
list.Add(string.Format("{0},{1},{2},{3},{4},{5},{6},{7}", new object[]
{
dataRowView["ID"],
dataRowView["Price"],
dataRowView["Volume"],
dataRowView["VolumeRemaining"],
dataRowView["VWAP"],
dataRowView["Period"],
dataRowView["Tick"],
dataRowView["Timestamp"]
}));
num++;
}
return string.Join(";", list.ToArray());
}
private decimal MarketOrderVWAP(UpdateableDataView view, decimal volume)
{
decimal num = 0m;
decimal num2 = volume;
int num3 = 0;
while (num3 < view.Count && num2 > 0m)
{
decimal num4 = System.Math.Min((decimal)view[num3]["VolumeRemaining"], num2);
num = MathHelper.CalculateVWAP(num, volume - num2, num4, (decimal)view[num3]["Price"]);
num2 -= num4;
num3++;
}
return num;
}
private string BookToString(UpdateableDataView view, int limit)
{
System.Collections.Generic.List<string> list = new System.Collections.Generic.List<string>(limit);
int num = 0;
while (num < view.Count && num < limit)
{
DataRowView dataRowView = view[num];
list.Add(string.Format("{0},{1},{2}", dataRowView["TraderID"], dataRowView["Price"], dataRowView["VolumeRemaining"]));
num++;
}
return string.Join(";", list.ToArray());
}
private System.Collections.Generic.List<PriceVolume> AggregateView(UpdateableDataView view, int limit)
{
System.Collections.Generic.List<PriceVolume> list = new System.Collections.Generic.List<PriceVolume>();
decimal d = -79228162514264337593543950335m;
int num = 0;
while (num < view.Count && list.Count < limit)
{
decimal num2 = (decimal)view[num]["Price"];
decimal num3 = (decimal)view[num]["VolumeRemaining"];
if (d != num2)
{
list.Add(new PriceVolume(num2, num3));
}
else
{
list[list.Count - 1].Volume += num3;
}
d = num2;
num++;
}
return list;
}
private PriceVolume AggregatePriceVolume(string topic, UpdateableDataView view, int i, ref System.Collections.Generic.Dictionary<string, System.Collections.Generic.List<PriceVolume>> cache)
{
if (!cache.ContainsKey(topic))
{
cache.Add(topic, this.AggregateView(view, 20));
return this.AggregatePriceVolume(topic, view, i, ref cache);
}
if (i > cache[topic].Count)
{
return null;
}
return cache[topic][i - 1];
}
public Game()
{
DataTable dataTable = new DataTable("TradingLimitTable");
dataTable.Columns.Add("Name", typeof(string));
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["Name"]
};
dataTable.Columns.Add("Gross", typeof(decimal));
dataTable.Columns.Add("Net", typeof(decimal));
this.TradingLimitTable = dataTable;
dataTable = new DataTable("PortfolioTable");
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["Ticker"]
};
dataTable.Columns.Add("Position", typeof(decimal));
dataTable.Columns.Add("VWAP", typeof(decimal));
dataTable.Columns.Add("UnitMultiplier", typeof(int));
dataTable.Columns.Add("FutureMultiplier", typeof(int));
dataTable.Columns.Add("Type", typeof(SecurityType));
dataTable.Columns.Add("Realized", typeof(decimal));
dataTable.Columns.Add("Bid", typeof(decimal));
dataTable.Columns.Add("Ask", typeof(decimal));
dataTable.Columns.Add("BidSize", typeof(int));
dataTable.Columns.Add("AskSize", typeof(int));
dataTable.Columns.Add("Last", typeof(decimal));
dataTable.Columns.Add("NLV", typeof(decimal));
dataTable.Columns.Add("Unrealized", typeof(decimal), "IIF(FutureMultiplier=0,NLV,NLV-Position*VWAP*UnitMultiplier)");
dataTable.Columns.Add("Volume", typeof(decimal));
dataTable.Columns.Add("SecurityVWAP", typeof(decimal));
this.PortfolioTable = dataTable;
dataTable = new DataTable("OrderTable");
dataTable.Columns.Add("ID", typeof(int));
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
dataTable.Columns.Add("TraderID", typeof(string));
dataTable.Columns.Add("Price", typeof(decimal));
dataTable.Columns.Add("Volume", typeof(decimal));
dataTable.Columns.Add("VolumeRemaining", typeof(decimal));
dataTable.Columns.Add("Type", typeof(OrderType));
dataTable.Columns.Add("VWAP", typeof(decimal));
dataTable.Columns.Add("Period", typeof(int));
dataTable.Columns.Add("Tick", typeof(int));
dataTable.Columns.Add("Timestamp", typeof(System.DateTime));
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.Columns.Add(new DataColumn("ColorState", typeof(int))
{
DefaultValue = 0
});
this.OrderTable = dataTable;
dataTable = new DataTable("OrderHistoryTable");
dataTable.Columns.Add("ID", typeof(int));
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.Columns.Add("Price", typeof(decimal));
dataTable.Columns.Add("Volume", typeof(decimal));
dataTable.Columns.Add("VolumeRemaining", typeof(decimal));
dataTable.Columns.Add("Type", typeof(OrderType));
dataTable.Columns.Add("VWAP", typeof(decimal));
dataTable.Columns.Add("Period", typeof(int));
dataTable.Columns.Add("Tick", typeof(int));
dataTable.Columns.Add("Timestamp", typeof(System.DateTime));
dataTable.Columns.Add("Status", typeof(OrderStatus));
this.OrderHistoryTable = dataTable;
dataTable = new DataTable("TransactionTable");
dataTable.Columns.Add("ID", typeof(int));
dataTable.Columns["ID"].AutoIncrement = true;
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
dataTable.Columns.Add("Period", typeof(int));
dataTable.Columns.Add("Tick", typeof(int));
dataTable.Columns.Add("Timestamp", typeof(System.DateTime));
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.Columns.Add("Price", typeof(decimal));
dataTable.Columns.Add("Quantity", typeof(decimal));
dataTable.Columns.Add("Currency", typeof(string));
dataTable.Columns.Add("Type", typeof(TransactionType));
dataTable.Columns.Add("Value", typeof(decimal));
dataTable.Columns.Add("Balance", typeof(decimal));
this.TransactionTable = dataTable;
dataTable = new System.Collections.Generic.List<AssetParameters>().ToDataTable("AssetInfoTable");
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["Ticker"]
};
dataTable.Columns.Add("LeaseCount", typeof(int));
dataTable.Columns.Add("Realized", typeof(decimal));
this.AssetInfoTable = dataTable;
dataTable = new System.Collections.Generic.List<AssetUpdateMessage>().ToDataTable("AssetTable");
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
this.AssetTable = dataTable;
this.Assets = new DataSet();
this.Assets.Tables.Add(this.AssetInfoTable);
this.Assets.Tables.Add(this.AssetTable);
this.Assets.Relations.Add(this.AssetInfoTable.Columns["Ticker"], this.AssetTable.Columns["Ticker"]);
dataTable = new DataTable("NewsTable");
dataTable.Columns.Add("ID", typeof(int));
dataTable.Columns["ID"].AutoIncrement = true;
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
dataTable.Columns.Add("Period", typeof(int));
dataTable.Columns.Add("Tick", typeof(int));
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.Columns.Add("Headline", typeof(string));
dataTable.Columns.Add("Body", typeof(string));
dataTable.Columns.Add(new DataColumn("IsRead", typeof(bool))
{
DefaultValue = false
});
dataTable.Columns.Add("ColorState", typeof(int));
this.NewsTable = dataTable;
dataTable = new DataTable("TimeSalesTable");
dataTable.Columns.Add("ID", typeof(int));
dataTable.Columns["ID"].AutoIncrement = true;
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
dataTable.Columns.Add("Period", typeof(int));
dataTable.Columns.Add("Tick", typeof(int));
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.Columns.Add("Price", typeof(decimal));
dataTable.Columns.Add("Volume", typeof(decimal));
dataTable.Columns.Add("Buyer/Seller", typeof(string));
dataTable.Columns.Add("Value", typeof(decimal), "Price*Volume");
this.TimeSalesTable = dataTable;
dataTable = new DataTable("OTCOrderTable");
dataTable.Columns.Add("ID", typeof(int));
dataTable.PrimaryKey = new DataColumn[]
{
dataTable.Columns["ID"]
};
dataTable.Columns.Add("TraderID", typeof(string));
dataTable.Columns.Add("Target", typeof(string));
dataTable.Columns.Add("Period", typeof(int));
dataTable.Columns.Add("Tick", typeof(int));
dataTable.Columns.Add("Ticker", typeof(string));
dataTable.Columns.Add("Volume", typeof(decimal));
dataTable.Columns.Add("Price", typeof(decimal));
dataTable.Columns.Add("SettlePeriod", typeof(int));
dataTable.Columns.Add("SettleTick", typeof(int));
dataTable.Columns.Add("Status", typeof(OTCStatus));
this.OTCOrderTable = dataTable;
this.OpenOrderView = new UpdateableDataView(this.OrderTable, "", "Period DESC, Tick DESC, ID DESC", DataViewRowState.CurrentRows);
this.ArchivedOrderView = new UpdateableDataView(this.OrderHistoryTable, string.Format("Type={0} OR Type={1}", 1, 0), "Period DESC, Tick DESC, ID DESC", DataViewRowState.CurrentRows);
this.TenderView = new UpdateableDataView(this.OrderHistoryTable, string.Format("Type={0}", 2), "Period DESC, Tick DESC, ID DESC", DataViewRowState.CurrentRows);
this.EndowmentView = new UpdateableDataView(this.OrderHistoryTable, string.Format("Type={0}", 3), "Period DESC, Tick DESC, ID DESC", DataViewRowState.CurrentRows);
this.TransactionView = new UpdateableDataView(this.TransactionTable, "", "Period DESC, Tick DESC, ID DESC", DataViewRowState.CurrentRows);
this.AssetContainerView = new UpdateableDataView(this.AssetInfoTable, string.Format("Type={0}", 0), "Ticker ASC", DataViewRowState.CurrentRows);
this.AssetTransporterView = new UpdateableDataView(this.AssetInfoTable, string.Format("Type={0} OR Type={1}", 1, 2), "Ticker ASC", DataViewRowState.CurrentRows);
this.AssetConverterView = new UpdateableDataView(this.AssetInfoTable, string.Format("Type={0} OR Type={1}", 3, 4), "Ticker ASC", DataViewRowState.CurrentRows);
this.AssetProducerView = new UpdateableDataView(this.AssetInfoTable, string.Format("Type={0}", 5), "Ticker ASC", DataViewRowState.CurrentRows);
this.MarketView = new UpdateableDataView(this.PortfolioTable);
this.OTCCompletedOrderView = new UpdateableDataView(this.OTCOrderTable, string.Format("Status<>{0}", 0), "Period DESC, Tick DESC", DataViewRowState.CurrentRows);
this.OTCPendingOrderView = new UpdateableDataView(this.OTCOrderTable, string.Format("Status={0}", 0), "Period DESC, Tick DESC", DataViewRowState.CurrentRows);
this.NewsView = new UpdateableDataView(this.NewsTable, "", "Period DESC, Tick DESC, ID DESC", DataViewRowState.CurrentRows);
this.NewsUnreadView = new UpdateableDataView(this.NewsTable, "IsRead=0", "", DataViewRowState.CurrentRows);
this.NewsUnreadView.ListChanged += delegate(object sender, ListChangedEventArgs e)
{
this.UnreadNewsCount = ((DataView)sender).Count;
};
this.OTCPendingOrderView.ListChanged += delegate(object sender, ListChangedEventArgs e)
{
this.PendingOTCCount = ((DataView)sender).Count;
};
}
