public void Merge(AlertOverridedQuotation overridedQ)
{
if (this.timestamp <= overridedQ.timestamp)
{
this.timestamp = overridedQ.timestamp;
if (overridedQ.ask != null)
{
this.ask = overridedQ.ask;
}
if (overridedQ.bid != null)
{
this.bid = overridedQ.bid;
}
if (overridedQ.high != null)
{
this.high = overridedQ.high;
}
if (overridedQ.low != null)
{
this.low = overridedQ.low;
}
}
else
{
if (this.ask == null)
{
this.ask = overridedQ.ask;
}
if (this.bid == null)
{
this.bid = overridedQ.bid;
}
if (this.high == null)
{
this.high = overridedQ.high;
}
if (this.low == null)
{
this.low = overridedQ.low;
}
}
}
private List <AlertOverridedQuotation> UpdateInstrumentQuotation(OverridedQ[] overridedQs)
{
List <AlertOverridedQuotation> result = new List <AlertOverridedQuotation>();
foreach (OverridedQ eachOverridedQ in overridedQs)
{
AlertInstrument instrument;
if (!_alertInstrumentDict.TryGetValue(eachOverridedQ.InstrumentID, out instrument))
{
continue;
}
AlertOverridedQuotation alertoverridedQ = new AlertOverridedQuotation(eachOverridedQ, instrument);
if (!instrument.OverridedQuotations.ContainsKey(alertoverridedQ.QuotePolicyID))
{
instrument.OverridedQuotations.Add(alertoverridedQ.QuotePolicyID, alertoverridedQ);
}
else
{
AlertOverridedQuotation overridedQuotation = instrument.OverridedQuotations[alertoverridedQ.QuotePolicyID];
if (alertoverridedQ.Timestamp < overridedQuotation.Timestamp)
{
continue;
}
else
{
overridedQuotation.Merge(alertoverridedQ);
}
}
//Guids key = new Guids(overridedQ2.Instrument.Id, overridedQ2.QuotePolicyID);
result.Add(alertoverridedQ);
}
return(result);
}
internal static Quotation From(AlertOverridedQuotation overridedQuotation)
{
return(new Quotation(overridedQuotation.Instrument.Id, overridedQuotation.QuotePolicyID,
overridedQuotation.Timestamp, overridedQuotation.Ask, overridedQuotation.Bid));
}