public void AddEntry(MDEntry entry)
{
switch (entry.EntryType)
{
case MDEntryType.Buy:
AddOffer(bids, entry);
break;
case MDEntryType.Sell:
AddOffer(offers, entry);
break;
case MDEntryType.Trade:
AddTrade(entry);
break;
case MDEntryType.Lop:
Lop = entry.Size;
if (trades.Count() > 0)
{
trades.Last().Lop = Lop;
}
break;
case MDEntryType.Vol:
SessionVolume = entry.Size;
SessionTurnover = entry.Turnover;
break;
case MDEntryType.Index:
SessionTurnover = entry.Turnover;
break;
case MDEntryType.Open:
OpenPrice = entry.Price;
OpenTurnover = entry.Turnover;
break;
case MDEntryType.Close:
ClosePrice = entry.Price;
CloseTurnover = entry.Turnover;
break;
case MDEntryType.High:
HighPrice = entry.Price;
break;
case MDEntryType.Low:
LowPrice = entry.Price;
break;
case MDEntryType.Ref:
RefPrice = entry.Price;
break;
}
}
public void AddEntry(MDEntry entry)
{
switch (entry.EntryType)
{
case MDEntryType.Buy:
AddOffer(bids, entry);
break;
case MDEntryType.Sell:
AddOffer(offers, entry);
break;
case MDEntryType.Trade:
AddTrade(entry);
break;
case MDEntryType.Lop:
Lop = entry.Size;
if (trades.Count() > 0)
trades.Last().Lop = Lop;
break;
case MDEntryType.Vol:
SessionVolume = entry.Size;
SessionTurnover = entry.Turnover;
break;
case MDEntryType.Index:
SessionTurnover = entry.Turnover;
break;
case MDEntryType.Open:
OpenPrice = entry.Price;
OpenTurnover = entry.Turnover;
break;
case MDEntryType.Close:
ClosePrice = entry.Price;
CloseTurnover = entry.Turnover;
break;
case MDEntryType.High:
HighPrice = entry.Price;
break;
case MDEntryType.Low:
LowPrice = entry.Price;
break;
case MDEntryType.Ref:
RefPrice = entry.Price;
break;
}
}
private void AddOffer(List <Offer> list, MDEntry entry)
{
int level = (int)entry.Level - 1;
Offer offer = new Offer(entry.Price, entry.PriceStr, (uint)entry.Size, (uint)entry.Orders);
if (list.Count > 0)
{
list[0] = offer;
}
else
{
list.Add(offer);
}
//switch (entry.UpdateAction) //TODO: UpdateAction - na razie nie jest przesyłane
//{
// case MDUpdateAction.New: list.Insert(level, offer); break;
// case MDUpdateAction.Change: list[level] = offer; break;
// case MDUpdateAction.Delete: list.RemoveAt(level); break;
//}
}
private void AddTrade(MDEntry entry)
{
Trade trade = new Trade(entry.DateTime, (decimal)entry.Price, entry.Size ?? 0, this.Lop);
trades.Add(trade);
}
private void AddOffer(List<Offer> list, MDEntry entry)
{
int level = (int)entry.Level - 1;
Offer offer = new Offer(entry.Price, entry.PriceStr, (uint)entry.Size, (uint)entry.Orders);
if (list.Count > 0) list[0] = offer;
else list.Add(offer);
//switch (entry.UpdateAction) //TODO: UpdateAction - na razie nie jest przesyłane
//{
// case MDUpdateAction.New: list.Insert(level, offer); break;
// case MDUpdateAction.Change: list[level] = offer; break;
// case MDUpdateAction.Delete: list.RemoveAt(level); break;
//}
}
private void AddTrade(MDEntry entry)
{
Trade trade = new Trade(entry.DateTime, (decimal)entry.Price, entry.Size ?? 0, this.Lop);
trades.Add(trade);
}
// funkcja pomocnicza konwertująca dane z Fixml.MDEntry na DTO.MarketStatsData
private static MarketStatsData MarketData_GetStatsData(MDEntry entry)
{
var stats = new MarketStatsData();
switch (entry.EntryType)
{
case MDEntryType.Vol:
stats.TotalVolume = entry.Size;
stats.TotalTurnover = entry.Turnover;
break;
case MDEntryType.Open:
stats.OpeningPrice = entry.Price;
stats.OpeningTurnover = entry.Turnover ?? 0;
break;
case MDEntryType.Close:
stats.ClosingPrice = entry.Price;
stats.ClosingTurnover = entry.Turnover ?? 0;
break;
case MDEntryType.High:
stats.HighestPrice = entry.Price;
break;
case MDEntryType.Low:
stats.LowestPrice = entry.Price;
break;
case MDEntryType.Ref:
stats.ReferencePrice = entry.Price;
break;
}
return stats;
}
// funkcja pomocnicza konwertująca dane z Fixml.MDEntry na DTO.MarketTradeData
private static MarketTradeData MarketData_GetTradeData(MDEntry entry)
{
var trade = new MarketTradeData();
trade.Time = entry.DateTime;
trade.Price = (decimal)entry.Price;
trade.Quantity = entry.Size ?? 0; // może być null dla notowań indeksów
return trade;
}
// funkcja pomocnicza konwertująca dane z Fixml.MDEntry na DTO.MarketOfferData
private static MarketOfferData MarketData_GetOfferData(MDEntry entry)
{
var offer = new MarketOfferData();
offer.Level = (int)entry.Level;
offer.Update = (entry.UpdateAction != MDUpdateAction.New);
if (entry.UpdateAction != MDUpdateAction.Delete)
{
switch (entry.PriceStr)
{
case "PKC": offer.PriceType = PriceType.PKC; break;
case "PCR": offer.PriceType = PriceType.PCR; break;
case "PCRO": offer.PriceType = PriceType.PCRO; break;
}
offer.PriceLimit = entry.Price;
offer.Volume = (uint)entry.Size;
offer.Count = (uint)entry.Orders;
}
return offer;
}
// funkcja pomocnicza konwertująca obiekt Fixml.MDEntry na DTO.MarketData
private static MarketData MarketData_GetData(MDEntry entry)
{
var data = new MarketData();
data.Instrument = entry.Instrument.Convert();
switch (entry.EntryType)
{
case MDEntryType.Buy: data.BuyOffer = MarketData_GetOfferData(entry); break;
case MDEntryType.Sell: data.SellOffer = MarketData_GetOfferData(entry); break;
case MDEntryType.Trade: data.Trade = MarketData_GetTradeData(entry); break;
case MDEntryType.Lop: data.OpenInt = entry.Size; break;
case MDEntryType.Vol:
case MDEntryType.Open:
case MDEntryType.Close:
case MDEntryType.High:
case MDEntryType.Low:
case MDEntryType.Ref: data.Stats = MarketData_GetStatsData(entry); break;
default: return null; // pozostałe pomijamy
}
return data;
}
