#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
using SharpDX.DirectWrite;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
    [CategoryOrder("Order Display", 1)]
    [CategoryOrder("Order Colors", 2)]
    [CategoryOrder("Text Formatting", 3)]
    public class Tape : Indicator
    {
        private const int DefaultOrderFilter = 1;  // By default, all orders are shown.
        private const int DefaultMaxOrders = 50;
        private const int DefaultDisplayOffset = 225;
        private static readonly Brush DefaultBuyOrderColor = Brushes.LimeGreen;
        private static readonly Brush DefaultSellOrderColor = Brushes.Red;
        private const string DefaultTimestampFormat = "HH:mm:ss.fff";
        private static readonly SimpleFont DefaultFontFamily = new SimpleFont("Arial", 12);

        private class OrderData
        {
            public DateTime Time { get; set; }
            public double Price { get; set; }
            public long Volume { get; set; }
            public double Ask { get; set; }
            public double Bid { get; set; }
        }

        private List<OrderData> recentOrders = new List<OrderData>();

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Displays the tape on the chart rather than in a separate window";
                Name = "Tape";
                Calculate = Calculate.OnEachTick;
                IsOverlay = true;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = ScaleJustification.Right;
                IsSuspendedWhileInactive = false;
                OrderFilter = DefaultOrderFilter;
                CombineOrders = false;
                MaxDisplayOrders = DefaultMaxOrders;
                DisplayOrdersOffset = DefaultDisplayOffset;
                BuyOrderColor = DefaultBuyOrderColor;
                SellOrderColor = DefaultSellOrderColor;
                TimestampFormat = DefaultTimestampFormat;
                TextFontFamily = DefaultFontFamily;
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.Historical)
            {
                SetZOrder(-1); // Display behind bars on chart.
            }
        }

        protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
        {
            if (marketDataUpdate.MarketDataType == MarketDataType.Last && marketDataUpdate.Volume >= OrderFilter)
            {
                if (CombineOrders && recentOrders.Any(o => o.Time == marketDataUpdate.Time && o.Price == marketDataUpdate.Price))
                {
                    var existingOrder = recentOrders.First(o => o.Time == marketDataUpdate.Time && o.Price == marketDataUpdate.Price);
                    existingOrder.Volume += marketDataUpdate.Volume;
                }
                else
                {
                    if (recentOrders.Count >= MaxDisplayOrders)
                        recentOrders.RemoveAt(0);  // Remove the oldest order.

                    recentOrders.Add(new OrderData
                    {
                        Time = marketDataUpdate.Time,
                        Price = marketDataUpdate.Price,
                        Volume = marketDataUpdate.Volume,
                        Ask = marketDataUpdate.Ask,
                        Bid = marketDataUpdate.Bid
                    });
                }
            }
        }

        protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
        {
            base.OnRender(chartControl, chartScale);

            if (recentOrders.Count == 0)
                return;  // No values to render

            int startY = ChartPanel.Y;
            int spaceBetween = 15;
            int currentY = startY;

            for (int i = recentOrders.Count - 1; i >= 0; i--)
            {
                var order = recentOrders[i];
                string text = string.Format("{0:" + TimestampFormat + "} Price: {1:F2} Volume: {2}", order.Time, order.Price, order.Volume);

                SharpDX.Direct2D1.Brush brush;
                if (order.Price >= order.Ask)
                    brush = BuyOrderColor.ToDxBrush(RenderTarget);
                else if (order.Price <= order.Bid)
                    brush = SellOrderColor.ToDxBrush(RenderTarget);
                else
                    brush = Brushes.White.ToDxBrush(RenderTarget);

                TextFormat format = TextFontFamily.ToDirectWriteTextFormat();
                TextLayout layout = new TextLayout(Core.Globals.DirectWriteFactory, text, format, 500, format.FontSize);

                SharpDX.Vector2 textOrigin = new SharpDX.Vector2(
                    ChartPanel.W - DisplayOrdersOffset,
                    currentY
                );

                RenderTarget.DrawTextLayout(textOrigin, layout, brush, SharpDX.Direct2D1.DrawTextOptions.NoSnap);

                currentY += (int)layout.Metrics.Height + spaceBetween;

                layout.Dispose();
                format.Dispose();
                brush.Dispose();
            }
        }

        protected override void OnBarUpdate() {}

        public override string DisplayName
        {
            get { return Name; }
        }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Order Filter", Order = 1, GroupName = "Order Display")]
        public int OrderFilter { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Combine Orders", Order = 2, GroupName = "Order Display")]
        public bool CombineOrders { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Max Orders", Order = 3, GroupName = "Order Display")]
        public int MaxDisplayOrders { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name = "Display Offset", Order = 4, GroupName = "Order Display")]
        public int DisplayOrdersOffset { get; set; }

        [NinjaScriptProperty]
        [XmlIgnore]
        [Display(Name = "Buy Order Color", Order = 1, GroupName = "Order Colors")]
        public Brush BuyOrderColor { get; set; }

        [Browsable(false)]
        public string BuyOrderColorSerialization
        {
            get { return Serialize.BrushToString(BuyOrderColor); }
            set { BuyOrderColor = Serialize.StringToBrush(value); }
        }

        [NinjaScriptProperty]
        [XmlIgnore]
        [Display(Name = "Sell Order Color", Order = 2, GroupName = "Order Colors")]
        public Brush SellOrderColor { get; set; }

        [Browsable(false)]
        public string SellOrderColorSerialization
        {
            get { return Serialize.BrushToString(SellOrderColor); }
            set { SellOrderColor = Serialize.StringToBrush(value); }
        }

        [NinjaScriptProperty]
        [Display(Name = "Timestamp Format", Order = 1, GroupName = "Text Formatting")]
        public string TimestampFormat { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "Font Family", Order = 2, GroupName = "Text Formatting")]
        public SimpleFont TextFontFamily { get; set; }

    }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
    public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
    {
        private Tape[] cacheTape;
        public Tape Tape(int orderFilter, bool combineOrders, int maxDisplayOrders, int displayOrdersOffset, Brush buyOrderColor, Brush sellOrderColor, string timestampFormat, SimpleFont textFontFamily)
        {
            return Tape(Input, orderFilter, combineOrders, maxDisplayOrders, displayOrdersOffset, buyOrderColor, sellOrderColor, timestampFormat, textFontFamily);
        }

        public Tape Tape(ISeries<double> input, int orderFilter, bool combineOrders, int maxDisplayOrders, int displayOrdersOffset, Brush buyOrderColor, Brush sellOrderColor, string timestampFormat, SimpleFont textFontFamily)
        {
            if (cacheTape != null)
                for (int idx = 0; idx < cacheTape.Length; idx++)
                    if (cacheTape[idx] != null && cacheTape[idx].OrderFilter == orderFilter && cacheTape[idx].CombineOrders == combineOrders && cacheTape[idx].MaxDisplayOrders == maxDisplayOrders && cacheTape[idx].DisplayOrdersOffset == displayOrdersOffset && cacheTape[idx].BuyOrderColor == buyOrderColor && cacheTape[idx].SellOrderColor == sellOrderColor && cacheTape[idx].TimestampFormat == timestampFormat && cacheTape[idx].TextFontFamily == textFontFamily && cacheTape[idx].EqualsInput(input))
                        return cacheTape[idx];
            return CacheIndicator<Tape>(new Tape(){ OrderFilter = orderFilter, CombineOrders = combineOrders, MaxDisplayOrders = maxDisplayOrders, DisplayOrdersOffset = displayOrdersOffset, BuyOrderColor = buyOrderColor, SellOrderColor = sellOrderColor, TimestampFormat = timestampFormat, TextFontFamily = textFontFamily }, input, ref cacheTape);
        }
    }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
    public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
    {
        public Indicators.Tape Tape(int orderFilter, bool combineOrders, int maxDisplayOrders, int displayOrdersOffset, Brush buyOrderColor, Brush sellOrderColor, string timestampFormat, SimpleFont textFontFamily)
        {
            return indicator.Tape(Input, orderFilter, combineOrders, maxDisplayOrders, displayOrdersOffset, buyOrderColor, sellOrderColor, timestampFormat, textFontFamily);
        }

        public Indicators.Tape Tape(ISeries<double> input , int orderFilter, bool combineOrders, int maxDisplayOrders, int displayOrdersOffset, Brush buyOrderColor, Brush sellOrderColor, string timestampFormat, SimpleFont textFontFamily)
        {
            return indicator.Tape(input, orderFilter, combineOrders, maxDisplayOrders, displayOrdersOffset, buyOrderColor, sellOrderColor, timestampFormat, textFontFamily);
        }
    }
}

namespace NinjaTrader.NinjaScript.Strategies
{
    public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
    {
        public Indicators.Tape Tape(int orderFilter, bool combineOrders, int maxDisplayOrders, int displayOrdersOffset, Brush buyOrderColor, Brush sellOrderColor, string timestampFormat, SimpleFont textFontFamily)
        {
            return indicator.Tape(Input, orderFilter, combineOrders, maxDisplayOrders, displayOrdersOffset, buyOrderColor, sellOrderColor, timestampFormat, textFontFamily);
        }

        public Indicators.Tape Tape(ISeries<double> input , int orderFilter, bool combineOrders, int maxDisplayOrders, int displayOrdersOffset, Brush buyOrderColor, Brush sellOrderColor, string timestampFormat, SimpleFont textFontFamily)
        {
            return indicator.Tape(input, orderFilter, combineOrders, maxDisplayOrders, displayOrdersOffset, buyOrderColor, sellOrderColor, timestampFormat, textFontFamily);
        }
    }
}

#endregion