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#include "sierrachart.h"

SCDLLName("VBPDataExample")

SCSFExport scsf_VBPDataExample(SCStudyInterfaceRef sc)
{

  SCSubgraphRef ImbalancePercent      = sc.Subgraph[0];  
  SCSubgraphRef TotalVolume        = sc.Subgraph[1];
  SCSubgraphRef TotalAskBidDelta      = sc.Subgraph[2];  
  SCSubgraphRef AskBidDeltaAtPrice    = sc.Subgraph[3];  
  SCSubgraphRef VolumeAtPriceData      = sc.Subgraph[4];  
  SCSubgraphRef VolumeAtPricePercent    = sc.Subgraph[5];  
  SCSubgraphRef VolumeTimesPriceTicks    = sc.Subgraph[6];  

  SCInputRef INStudyID           = sc.Input[0];
  SCInputRef INProfileIndex        = sc.Input[1];  
  SCInputRef INTicksPerVolume        = sc.Input[2];  

  if (sc.SetDefaults)
  {
    sc.GraphName = "VbP Example";

    sc.AutoLoop = true;
    sc.GraphRegion = 1;

    INStudyID.Name="Study ID";
    INStudyID.SetInt(0);
    INStudyID.SetIntLimits(0,10000);  

    INProfileIndex.Name="Profile Index";
    INProfileIndex.SetInt(0);
    INProfileIndex.SetIntLimits(0,10000);    

    INTicksPerVolume.Name="Ticks Per Volume";
    INTicksPerVolume.SetInt(1);
    INTicksPerVolume.SetIntLimits(1,10);    

    TotalAskBidDelta.Name = "Total Ask-Bid Delta";
    TotalAskBidDelta.DrawStyle = DRAWSTYLE_IGNORE;
    TotalAskBidDelta.LineWidth = 2;      

    ImbalancePercent.Name = "Imbalance Percent";
    ImbalancePercent.DrawStyle = DRAWSTYLE_IGNORE;
    ImbalancePercent.LineWidth = 2;      
    
    TotalVolume.Name = "Total Volume";
    TotalVolume.DrawStyle = DRAWSTYLE_IGNORE;
    TotalVolume.LineWidth = 2;  

    AskBidDeltaAtPrice.Name = "AskBid Delta At Price";
    AskBidDeltaAtPrice.DrawStyle = DRAWSTYLE_IGNORE;
    AskBidDeltaAtPrice.LineWidth = 2;  
    
    VolumeAtPriceData.Name = "Volume At Price Data";
    VolumeAtPriceData.DrawStyle = DRAWSTYLE_IGNORE;
    VolumeAtPriceData.LineWidth = 2;      

    VolumeAtPricePercent.Name = "Volume At Price Percent";
    VolumeAtPricePercent.DrawStyle = DRAWSTYLE_IGNORE;
    VolumeAtPricePercent.LineWidth = 2;
    
    VolumeTimesPriceTicks.Name = "Volume Times Price in Ticks";
    VolumeTimesPriceTicks.DrawStyle = DRAWSTYLE_IGNORE;
    VolumeTimesPriceTicks.LineWidth = 2;    

    sc.MaintainVolumeAtPriceData = true;
    return;
  }
  
  const int StudyID             = INStudyID.GetInt();
  const int ProfileIndex           = INProfileIndex.GetInt();    
  const int TicksPerVolume        = INTicksPerVolume.GetInt();  
  
  int PricesCount             = sc.GetNumPriceLevelsForStudyProfile(StudyID, 0);
  int FindIndex;

  float Imbalance, TotalVolumeValue, TotalAskBidValue, VolumeAtPriceValue, RoundedPriceLast, VolumeTimesPriceTicksValue;

  SCFloatArrayRef BidVolume      = sc.Subgraph[1].Arrays[0];  
  SCFloatArrayRef AskVolume      = sc.Subgraph[1].Arrays[1];    
  SCFloatArrayRef AskBidDelta      = sc.Subgraph[1].Arrays[2];      
  SCFloatArrayRef PriceValueInTicks  = sc.Subgraph[1].Arrays[3];    
  SCFloatArrayRef VolumeAP      = sc.Subgraph[1].Arrays[4];  

  
  for (int PriceIndex = 0; PriceIndex < PricesCount; PriceIndex++)
  {
    s_VolumeAtPriceV2 VolumeAtPrice;

    int Result = sc.GetVolumeAtPriceDataForStudyProfile
    (StudyID
      , 0
      , PriceIndex
      , VolumeAtPrice
    );
    BidVolume[PriceIndex] = VolumeAtPrice.BidVolume;
    AskVolume[PriceIndex] = VolumeAtPrice.AskVolume;  
    PriceValueInTicks[PriceIndex] = VolumeAtPrice.PriceInTicks;    
    VolumeAP[PriceIndex] =   VolumeAtPrice.Volume;
  }  
  
  RoundedPriceLast = sc.Round(sc.BaseData[SC_LAST][sc.Index] * ((1 / sc.TickSize) / TicksPerVolume));
  
  for (int PriceFindIndex = 0; PriceFindIndex < PricesCount; PriceFindIndex++)
  {  
    if (RoundedPriceLast == PriceValueInTicks[PriceFindIndex])
    {
      FindIndex = PriceFindIndex;  
      break;
    }
  }
  
  n_ACSIL::s_StudyProfileInformation StudyProfileInformation;
  if(sc.GetStudyProfileInformation(StudyID, ProfileIndex, StudyProfileInformation))    
  {
    Imbalance = StudyProfileInformation.m_POCAboveBelowVolumeImbalancePercent;
    TotalVolumeValue = StudyProfileInformation.m_Volume;
    TotalAskBidValue = StudyProfileInformation.m_AskVolume - StudyProfileInformation.m_BidVolume;
    VolumeTimesPriceTicksValue = StudyProfileInformation.m_VolumeTimesPriceInTicks;    
  }
  
  ImbalancePercent[sc.Index]   = Imbalance;
  TotalVolume[sc.Index] = TotalVolumeValue;
  TotalAskBidDelta[sc.Index] = TotalAskBidValue;
  VolumeAtPriceData[sc.Index] = VolumeAP[FindIndex];
  AskBidDeltaAtPrice[sc.Index] = AskVolume[FindIndex] - BidVolume[FindIndex];
  VolumeAtPricePercent[sc.Index] = 100*VolumeAP[FindIndex]/TotalVolumeValue;
  VolumeTimesPriceTicks[sc.Index] = VolumeTimesPriceTicksValue;

  if (sc.Index < sc.ArraySize)
  return;  
}