private void WriteAskingPrice(string key, AskingPrice price)
{
try
{
var conn = GetConnection(key);
var time = price.Time.ToString("yyyy-MM-dd HH:mm:ss.ff");
var sql = string.Format("insert into prices(time, nav, sell1, sell1_cnt, sell2, sell2_cnt, " +
"buy1, buy1_cnt, buy2, buy2_cnt) values ( '{0}', {1}", time, price.Nav);
for (int i = 0; i < LogPriceCount; ++i)
{
sql += "," + price.Sell[i].Price + "," + price.Sell[i].Quantity;
}
for (int i = 0; i < LogPriceCount; ++i)
{
sql += "," + price.Buy[i].Price + "," + price.Buy[i].Quantity;
}
sql += ")";
SQLiteCommand command = new SQLiteCommand(sql, conn);
int result = command.ExecuteNonQuery();
}
catch (Exception e)
{
Debug.Error(e.ToString());
}
}
public void SetAskingPrice(string code, AskingPrice price)
{
foreach (var balance in _stockInfos)
{
if (balance.Stock.Code == code)
{
balance.AskingPrice = price;
}
}
if (Phase == EPhase.Price)
{
ProcessPhase();
}
}
private void OpenApi_ReceivedRealData(_DKHOpenAPIEvents_OnReceiveRealDataEvent real)
{
if (real.sRealType == "ETF NAV")
{
var nav = OpenApi.GetRealData(real.sRealKey, 36);
_navs[real.sRealKey] = Math.Abs(nav.ToFloat());
return;
}
DateTime now = DateTime.Now;
//DateTime time;
//var strTime = OpenApi.GetRealData(real.sRealKey, 21);
//if (DateTime.TryParseExact(strTime,
// "HHmmss", CultureInfo.CurrentCulture, DateTimeStyles.None, out time))
//{
// now = new DateTime(now.Year, now.Month, now.Day, time.Hour, time.Minute, time.Second);
//}
var askingPrice = new AskingPrice(now);
for (int i = 0; i < OpenApi.RealPriceCount; ++i)
{
askingPrice.Sell.Add(new Asking
{
Price = Math.Abs(OpenApi.GetRealData(real.sRealKey, i + 41).ToInt()),
Quantity = OpenApi.GetRealData(real.sRealKey, i + 61).ToInt(),
});
askingPrice.Buy.Add(new Asking
{
Price = Math.Abs(OpenApi.GetRealData(real.sRealKey, i + 51).ToInt()),
Quantity = OpenApi.GetRealData(real.sRealKey, i + 71).ToInt(),
});
}
_navs.TryGetValue(real.sRealKey, out askingPrice.Nav);
if (_trader != null)
{
_trader.SetAskingPrice(real.sRealKey, askingPrice);
}
WriteAskingPrice(real.sRealKey, askingPrice);
}