Женя Логинов (Все сообщения пользователя)

dtm = getParamEx("SPBOPT", option_code, "DAYS_TO_MAT_DATE").param_value
         if tonumber(dtm) < 36 and tonumber(dtm) > 0 then
            date_mate = getSecurityInfo("SPBOPT", option_code).mat_date
            option_type = getParamEx("SPBOPT", option_code, "optiontype").param_image
            date_mate = getSecurityInfo("SPBOPT", option_code).mat_date
            strike = getSecurityInfo("SPBOPT", option_code).option_strike
            table.insert(ba_table[ba_code], {strike, option_code, date_mate, option_type})
            op:write(ba_code.. "," ..strike .. "," .. option_code .. "," .. date_mate .. "," ..option_type, "\n")            
         end

function main() 
   op = io.open("D:\\market_orders\\codes.csv","w+")
   io.output(op)
   opt = getClassSecurities("SPBOPT")
   for i in string.gmatch(opt, "%w+") do
      op:write(i, "\n")
      op:write(getParamEx("SPBPOT", i, "DAYS_TO_MAT_DATE").param_value, "\n")
   end
   io.close()
end;

function main()
   op = io.open("D:\\market_orders\\orders_op.csv","w")
   io.output(op)
   op:write("code;strike;time;q_bid;bid;offer;q_offer;theor_price;go_sell;go_buy;exp_date\n")
   message("SCRIPT IS RUNNING!")
    while IsRun do
   end
end


function OnParam( class, sec )
   if class =="SPBOPT" then
      ttime = getParamEx(class,  sec, "CHANGETIME")
      tq_bid = getParamEx(class,  sec, "BIDDEPTH")
      tbid = getParamEx(class,  sec, "BID")
      toffer_l = getParamEx(class,  sec, "OFFER")
      tq_offer = getParamEx(class,  sec, "OFFERDEPTH")
      strike = getParamEx(class,  sec, "STRIKE")
      theor = getParamEx(class,  sec, "THEORPRICE")
      exp = getParamEx(class,  sec, "EXPDATE")
      gobuy = getParamEx(class,  sec, "BUYDEPO")
      gosell = getParamEx(class,  sec, "BGONP")
      op:write(sec,";",tonumber(strike.param_value),";",tonumber(ttime.param_value),
             ";",tonumber(tq_bid.param_value),";",tonumber(tbid.param_value),
             ";",tonumber(toffer_l.param_value),";",tonumber(tq_offer.param_value),
             ";",tonumber(theor.param_value),
             ";",tonumber(gosell.param_value),";",tonumber(gobuy.param_value),
             ";",tonumber(exp.param_value),"\n")
   end
end

local class_code = "SPBFUT"
local sec_code = "SRZ8"

function main()
    if Subscribe_Level_II_Quotes(class_code, sec_code) then
        while IsRun do
        end
    end
end

function OnQuote(class_code, sec_code)
    ql2 = getQuoteLevel2(class_code, sec_code)
    --bidCount = ql2.bid_count
    --message(ql2.bid[0+bidCount].price ..'-' .. ql2.bid[0+bidCount].quantity)
    message(ql2.offer[1].price ..'-'.. ql2.offer[1].quantity)
end