Cleanup

Indemos · Dec 10, 2024 · 3ef79e4 · 3ef79e4
1 parent cc1e336
commit 3ef79e4
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Showing 9 changed files with 66 additions and 38 deletions.
diff --git a/Core/Collections/ConcurrentGroup.cs b/Core/Collections/ConcurrentGroup.cs
@@ -1,10 +1,9 @@
 using System;
 using System.Collections.Generic;
-using System.Linq;
 
 namespace Terminal.Core.Collections
 {
-  public class ConcurrentGroup<T> : SynchronizedCollection<T> where T : class, IGroup<T>
+  public class ConcurrentGroup<T> : SynchronizedCollection<T> where T : class, ICloneable, IGroup<T>
   {
     private object _sync;
 
@@ -35,13 +34,13 @@ public virtual void Add(T item, TimeSpan? span)
 
         if (_groups.TryGetValue(index, out var position))
         {
-          this[position] = item.Update(this[position]);
+          this[position] = (item.Clone() as T).Update(this[position]);
           return;
         }
 
         _groups[index] = Count;
 
-        Add(item.Update(null));
+        Add((item.Clone() as T).Update(null));
       }
     }
   }

diff --git a/Core/Models/Points/PointModel.cs b/Core/Models/Points/PointModel.cs
@@ -1,5 +1,7 @@
 using System;
 using System.Collections.Generic;
+using System.Drawing;
+using System.Text.Json;
 using Terminal.Core.Collections;
 using Terminal.Core.Domains;
 using Terminal.Core.Extensions;
@@ -108,22 +110,28 @@ public virtual long GetIndex()
     /// <summary>
     /// Grouping implementation
     /// </summary>
-    /// <param name="previous"></param>
+    /// <param name="o"></param>
     /// <returns></returns>
-    public virtual PointModel Update(PointModel previous)
+    public virtual PointModel Update(PointModel o)
     {
-      var price = (Last ?? Bid ?? Ask ?? previous?.Last ?? previous?.Bid ?? previous?.Ask).Value;
+      var price = (Last ?? Bid ?? Ask ?? o?.Last ?? o?.Bid ?? o?.Ask).Value;
 
-      Ask ??= previous?.Ask ?? price;
-      Bid ??= previous?.Bid ?? price;
-      AskSize += previous?.AskSize ?? 0.0;
-      BidSize += previous?.BidSize ?? 0.0;
-      Time = Time.Round(Instrument.TimeFrame) ?? previous?.Time;
+      Ask ??= o?.Ask ?? price;
+      Bid ??= o?.Bid ?? price;
+      AskSize += o?.AskSize ?? 0.0;
+      BidSize += o?.BidSize ?? 0.0;
+      Time = Time.Round(Instrument.TimeFrame) ?? o?.Time;
       Bar ??= new BarModel();
       Bar.Close = Last = price;
-      Bar.Open = Bar.Open ?? previous?.Bar?.Open ?? price;
-      Bar.Low = Math.Min(Bar?.Low ?? Bid.Value, previous?.Bar?.Low ?? price);
-      Bar.High = Math.Max(Bar?.High ?? Ask.Value, previous?.Bar?.High ?? price);
+      Bar.Open = Bar.Open ?? o?.Bar?.Open ?? price;
+      Bar.Low = Math.Min(Bar?.Low ?? price, o?.Bar?.Low ?? price);
+      Bar.High = Math.Max(Bar?.High ?? price, o?.Bar?.High ?? price);
+
+      Console.WriteLine(
+        Instrument.Name + " : " +
+        Time + " : " + 
+        Ask  + " / " + Bid + " / " + AskSize + " / " + BidSize + " : " +
+        Bar.Open + " / " + Bar.High + " / " + Bar.Low + " / " + Bar.Close);
 
       return this;
     }

diff --git a/Gateway/Alpaca/Libs/Maps/InternalMap.cs b/Gateway/Alpaca/Libs/Maps/InternalMap.cs
@@ -22,7 +22,8 @@ public static PointModel GetPrice(IQuote message, InstrumentModel instrument)
         Bid = (double)message.BidPrice,
         AskSize = (double)message.AskSize,
         BidSize = (double)message.BidSize,
-        Last = (double)message.BidPrice
+        Last = (double)message.BidPrice,
+        Time = message.TimestampUtc
       };
 
       point.Instrument = instrument;

diff --git a/Gateway/InteractiveBrokers/Libs/Adapter.cs b/Gateway/InteractiveBrokers/Libs/Adapter.cs
@@ -124,6 +124,7 @@ public override async Task<ResponseModel<StatusEnum>> Subscribe(InstrumentModel
         SubscribeToPoints(id, instrument, point =>
         {
           point.Time ??= DateTime.Now;
+          point.Instrument = instrument;
 
           instrument.Points.Add(point);
           instrument.PointGroups.Add(point, instrument.TimeFrame);
@@ -556,10 +557,10 @@ void subscribe(TickPriceMessage message)
         {
           switch (ExternalMap.GetField(message.Field))
           {
-            case FieldCodeEnum.BidSize: point.BidSize = message.Value; break;
-            case FieldCodeEnum.AskSize: point.AskSize = message.Value; break;
-            case FieldCodeEnum.BidPrice: point.Last = point.Bid = message.Value; break;
-            case FieldCodeEnum.AskPrice: point.Last = point.Ask = message.Value; break;
+            case FieldCodeEnum.BidSize: point.BidSize = message.Data ?? point.BidSize; break;
+            case FieldCodeEnum.AskSize: point.AskSize = message.Data ?? point.AskSize; break;
+            case FieldCodeEnum.BidPrice: point.Last = point.Bid = message.Data ?? point.Bid; break;
+            case FieldCodeEnum.AskPrice: point.Last = point.Ask = message.Data ?? point.Ask; break;
           }
 
           if (point.Bid is null || point.Ask is null || point.BidSize is null || point.AskSize is null)
@@ -569,16 +570,14 @@ void subscribe(TickPriceMessage message)
 
           point.Time = DateTime.Now;
           point.Instrument = instrument;
-          action(point.Clone() as PointModel);
+          action(point);
         }
       }
 
       var contract = _contracts.Get(instrument.Name) ?? ExternalMap.GetContract(instrument);
 
       _client.TickPrice += subscribe;
       _client.ClientSocket.reqMktData(id, contract, string.Empty, false, false, null);
-
-      action(point.Clone() as PointModel);
     }
 
     /// <summary>

diff --git a/Gateway/InteractiveBrokers/Libs/Messages/TickGenericMessage.cs b/Gateway/InteractiveBrokers/Libs/Messages/TickGenericMessage.cs
@@ -7,11 +7,14 @@ namespace InteractiveBrokers.Messages
 {
   public class TickGenericMessage : MarketDataMessage
   {
-    public TickGenericMessage(int requestId, int field, double price) : base(requestId, field)
+    public TickGenericMessage(int requestId, int field, double? price) : base(requestId, field)
     {
-      Value = price;
+      Data = price;
+      Value = price.GetValueOrDefault();
     }
 
     public double Value { get; set; }
+
+    public double? Data { get; set; }
   }
 }
diff --git a/Gateway/Schwab/Libs/Adapter.cs b/Gateway/Schwab/Libs/Adapter.cs
@@ -5,6 +5,7 @@
 using Schwab.Messages;
 using System;
 using System.Collections;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
 using System.Net.Http;
@@ -533,6 +534,9 @@ protected virtual async Task<ClientWebSocket> GetConnection(ClientWebSocket ws,
 
       var adminResponse = await ReceiveStream<StreamLoginResponseMessage>(ws);
       var adminCode = adminResponse?.Response?.FirstOrDefault()?.Content?.Code;
+      var pointMap = Account
+        .Instruments
+        .ToDictionary(o => o.Key, o => new PointModel());
 
       if (adminCode is not 0)
       {
@@ -557,7 +561,7 @@ protected virtual async Task<ClientWebSocket> GetConnection(ClientWebSocket ws,
                 .AsArray()
                 .Select(o => o.Deserialize<StreamDataMessage>());
 
-              OnPoint(streamPoints.Where(o => InternalMap.GetSubscriptionType(o.Service) is not null));
+              OnPoint(pointMap, streamPoints.Where(o => InternalMap.GetSubscriptionType(o.Service) is not null));
             }
           }
           catch (Exception e)
@@ -574,25 +578,32 @@ protected virtual async Task<ClientWebSocket> GetConnection(ClientWebSocket ws,
     /// <summary>
     /// Process quote from the stream
     /// </summary>
+    /// <param name="pointMap"></param>
     /// <param name="streamPoints"></param>
-    protected virtual void OnPoint(IEnumerable<StreamDataMessage> streamPoints)
+    protected virtual void OnPoint(IDictionary<string, PointModel> pointMap, IEnumerable<StreamDataMessage> streamPoints)
     {
       foreach (var streamPoint in streamPoints)
       {
         var map = InternalMap.GetStreamMap(streamPoint.Service);
 
         foreach (var data in streamPoint.Content)
         {
-          var point = new PointModel();
           var instrumentName = $"{data.Get("key")}";
-          var instrument = Account.Instruments.Get(instrumentName) ?? new InstrumentModel();
+          var instrument = Account.Instruments.Get(instrumentName);
+          var point = pointMap.Get(instrumentName);
 
+          point.Time = DateTime.Now;
           point.Instrument = instrument;
-          point.Bid = double.TryParse($"{data.Get(map.Get("Bid Price"))}", out var x1) ? x1 : null;
-          point.Ask = double.TryParse($"{data.Get(map.Get("Ask Price"))}", out var x2) ? x2 : null;
-          point.BidSize = double.TryParse($"{data.Get(map.Get("Bid Size"))}", out var x3) ? x3 : 0;
-          point.AskSize = double.TryParse($"{data.Get(map.Get("Ask Size"))}", out var x4) ? x4 : 0;
-          point.Last = double.TryParse($"{data.Get(map.Get("Last Price"))}", out var x5) ? x5 : (point.Bid ?? point.Ask);
+          point.Bid = InternalMap.GetValue($"{data.Get(map.Get("Bid Price"))}", point.Bid);
+          point.Ask = InternalMap.GetValue($"{data.Get(map.Get("Ask Price"))}", point.Ask);
+          point.BidSize = InternalMap.GetValue($"{data.Get(map.Get("Bid Size"))}", point.BidSize);
+          point.AskSize = InternalMap.GetValue($"{data.Get(map.Get("Ask Size"))}", point.AskSize);
+          point.Last = InternalMap.GetValue($"{data.Get(map.Get("Last Price"))}", point.Last);
+
+          if (point.Bid is null || point.Ask is null || point.BidSize is null || point.AskSize is null)
+          {
+            return;
+          }
 
           instrument.Name = instrumentName;
           instrument.Point = point;

diff --git a/Gateway/Schwab/Libs/Maps/InternalMap.cs b/Gateway/Schwab/Libs/Maps/InternalMap.cs
@@ -5,6 +5,7 @@
 using Terminal.Core.Domains;
 using Terminal.Core.Enums;
 using Terminal.Core.Models;
+using static System.Runtime.InteropServices.JavaScript.JSType;
 
 namespace Schwab.Mappers
 {
@@ -465,9 +466,17 @@ public static OrderSideEnum GetSubOrderSide(string status)
     /// <summary>
     /// Get value or default
     /// </summary>
-    /// <param name="price"></param>
+    /// <param name="v"></param>
     /// <param name="origin"></param>
     /// <returns></returns>
-    public static double GetValue(double? price, double? origin) => (price is 0 or null ? origin : price).Value;
+    public static double? GetValue(double? v, double? origin) => v is 0 or null ? origin : v;
+
+    /// <summary>
+    /// Get value or default
+    /// </summary>
+    /// <param name="v"></param>
+    /// <param name="origin"></param>
+    /// <returns></returns>
+    public static double? GetValue(string v, double? origin) => double.TryParse(v, out var o) ? o : origin;
   }
 }
diff --git a/Gateway/Simulation/Libs/Adapter.cs b/Gateway/Simulation/Libs/Adapter.cs
@@ -3,7 +3,6 @@
 using System;
 using System.Collections;
 using System.Collections.Generic;
-using System.Collections.Specialized;
 using System.IO;
 using System.IO.Compression;
 using System.Linq;

diff --git a/Terminal/Components/ChartsComponent.razor.cs b/Terminal/Components/ChartsComponent.razor.cs
@@ -127,7 +127,6 @@ public virtual void UpdateItems(long index, string area, string series, params I
       View.Update(domain, Shapes);
     }
 
-
     /// <summary>
     /// Update
     /// </summary>