private InstrumentParams CreateParams(InfoSecboard secboard)
{
var instrument = connector.ResolveSymbolAsync(secboard.code).Result;
if (instrument == null)
{
return(null);
}
var security = securitiesMap[secboard.security];
return(new InstrumentParams
{
Instrument = instrument,
//ExpirationDate = security.execution_day,
PriceStep = PriceHelper.ToPrice(security.price_step),
LotSize = security.lot_size
});
}
private void InfoClient_OnInfoSecboard(InfoSecboard secboard)
{
using (allInstrumentLock.WriteLock())
{
var code = secboard.code;
InstrumentParams ip;
if (!instrumentsParams.TryGetValue(code, out ip))
{
allInstruments.Add(code);
ip = CreateParams(secboard);
if (ip == null)
{
return;
}
instrumentsParams[code] = ip;
}
ip.TopPriceLimit = PriceHelper.ToPrice(secboard.price_max);
ip.BottomPriceLimit = PriceHelper.ToPrice(secboard.price_min);
ip.Settlement = PriceHelper.ToPrice(secboard.market_price);
ip.PreviousSettlement = PriceHelper.ToPrice(secboard.prev_market_price);
ip.LastPrice = PriceHelper.ToPrice(secboard.last_trade_price);
//ip.SessionEndTime = secboard.finish_trade_time;
ip.BestBidPrice = PriceHelper.ToPrice(secboard.best_buy);
ip.BestOfferPrice = PriceHelper.ToPrice(secboard.best_sell);
if (subscribedInstruments.Contains(code))
{
OnMessageReceived(ip);
}
}
}
