private ConcurrentDictionary <string, QuoteRecord> pendingCancels; // 撤单拒绝时使用
public QuoteMap(Framework framework, SingleProvider provider, OrderMap orderMap) : base(framework, provider)
{
this.orderMap = orderMap;
pendingOrders = new ConcurrentDictionary <string, QuoteRecord>();
workingOrders = new Dictionary <string, QuoteRecord>();
orderIDs = new Dictionary <int, string>();
pendingCancels = new ConcurrentDictionary <string, QuoteRecord>();
}
public void Init(byte id, string name)
{
base.id = id;
base.name = name;
base.description = "QuantBox API Provider";
base.url = "www.quantbox.cn";
// 使用TPL DataFlow来进行行情的保存
//Input = new ActionBlock<DepthMarketDataField>((x) => OnInputMarketData(x));
// 只是简单设置，等登录时将把账号设置上，X日志由于一些信息没法
xlog = LogManager.GetLogger(Name + ".X");
barLog = LogManager.GetLogger("Bar");
tickLog = LogManager.GetLogger("Tick");
// 以下初始化的值在，初始化后由软件读取文件中的参数据后又设置回来
LastPricePlusNTicks = 10;
EmitBidAsk = true;
//UpdateInstrument = true;
EnableEmitHistoricalData = true;
FilterDateTime = true;
EnableEmitData = true;
HasPriceLimit = true;
// 这两个地方的路径如果为空，设置一个默认的
if (string.IsNullOrEmpty(ConfigPath))
{
ConfigPath = Path.Combine(Installation.ConfigDir.FullName, Name);
}
Directory.CreateDirectory(ConfigPath);
marketDataRecords = new Dictionary <string, MarketDataRecord>();
orderMap = new OrderMap(framework, this);
quoteMap = new QuoteMap(framework, this, orderMap);
positions = new Dictionary <string, PositionFieldEx>();
historicalDataRecords = new Dictionary <int, HistoricalDataRecord>();
historicalDataIds = new Dictionary <string, int>();
// ConfigPath在做Setting时已经做了
Load();
}