Level1

Level1Grid - a table for displaying Level1 fields. This table uses data in the form of Level1ChangeMessage messages.

Main properties

• Level1Grid.MaxCount - maximum number of messages to display.
• Level1Grid.Messages - list of messages added to the table.
• Level1Grid.SelectedMessage - selected message.
• Level1Grid.SelectedMessages - selected messages.

Below are code fragments demonstrating its usage:

<Window x:Class="Membrane02.Level1Window"
		xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
		xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
		xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
		xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
		xmlns:sx="http://schemas.stocksharp.com/xaml"
		xmlns:local="clr-namespace:Membrane02"
		mc:Ignorable="d"
		Title="Level1Window" Height="300" Width="300" Closing="Window_Closing">
	<Grid>
		<sx:Level1Grid x:Name="Level1Grid" />
	</Grid>
</Window>

public Level1Window()
{
	InitializeComponent();
	_connector = MainWindow.This.Connector;
	
	// Subscribe to Level1 data reception event
	_connector.Level1Received += OnLevel1Received;
	
	// Create a subscription to Level1 data if not already subscribed
	var security = MainWindow.This.SelectedSecurity;
	if (!_connector.Subscriptions.Any(s => 
			s.DataType == DataType.Level1 && 
			s.SecurityId == security.ToSecurityId()))
	{
		var subscription = new Subscription(DataType.Level1, security);
		_connector.Subscribe(subscription);
	}
}

private void OnLevel1Received(Subscription subscription, Level1ChangeMessage level1Message)
{
	// Check if the message belongs to the selected instrument
	if (level1Message.SecurityId != MainWindow.This.SelectedSecurity.ToSecurityId())
		return;
		
	// Add the message to Level1Grid
	this.GuiAsync(() => Level1Grid.Messages.Add(level1Message));
}

private void Window_Closing(object sender, System.ComponentModel.CancelEventArgs e)
{
	// Unsubscribe from events when the window is closing
	if (_connector != null)
		_connector.Level1Received -= OnLevel1Received;
}

Recommended way to process Level1 data

// Creating a subscription to Level1 using multiple instruments
public void SubscribeToLevel1(IEnumerable<Security> securities)
{
	foreach (var security in securities)
	{
		var subscription = new Subscription(DataType.Level1, security);
		_connector.Subscribe(subscription);
	}
	
	// Subscribe to Level1 data reception event
	_connector.Level1Received += OnLevel1Received;
}

// Handler for Level1 data reception event
private void OnLevel1Received(Subscription subscription, Level1ChangeMessage level1Message)
{
	// Check if we need to process this particular message
	if (IsLevel1Needed(subscription))
	{
		// Update GUI in the user interface thread
		this.GuiAsync(() => 
		{
			// Add the message to Level1Grid
			Level1Grid.Messages.Add(level1Message);
			
			// Process changes in Level1 fields
			foreach (var change in level1Message.Changes)
			{
				switch (change.Key)
				{
					case Level1Fields.LastTradePrice:
						// Process last trade price change
						var lastPrice = (decimal)change.Value;
						Console.WriteLine($"Last price {security.Code}: {lastPrice}");
						break;
						
					case Level1Fields.BestBidPrice:
						// Process best bid price change
						var bestBid = (decimal)change.Value;
						Console.WriteLine($"Best bid {security.Code}: {bestBid}");
						break;
						
					case Level1Fields.BestAskPrice:
						// Process best ask price change
						var bestAsk = (decimal)change.Value;
						Console.WriteLine($"Best ask {security.Code}: {bestAsk}");
						break;
				}
			}
		});
	}
}