private PricePoints GetPricePoints(OrderBookDao.Entity orderBook)
{
if (pricePointsCache == null)
{
pricePointsCache = new Dictionary <string, Dictionary <OrderBookDao.Entity, PricePoints> >();
}
if (pricePointsCache.ContainsKey(selectedInstrument.Name) == false)
{
pricePointsCache.Add(selectedInstrument.Name, new Dictionary <OrderBookDao.Entity, PricePoints>());
}
var orderBookPricePoints = pricePointsCache[selectedInstrument.Name];
if (orderBookPricePoints.ContainsKey(orderBook))
{
return(orderBookPricePoints[orderBook]);
}
PricePoints pricePoints = new PricePoints();
pricePoints.rate = orderBook.Rate;
pricePoints.price_points = new Dictionary <float, PricePoint>();
foreach (var pp in orderBook.GetPricePointsOrderByPrice())
{
pricePoints.price_points[pp.Price] = new PricePoint()
{
os = pp.Os,
ol = pp.Ol,
ps = pp.Ps,
pl = pp.Pl
};
}
orderBookPricePoints[orderBook] = pricePoints;
return(pricePoints);
}
private static IEnumerable <OrderBookPricePointDao.Entity> GetRangePricePoint(OrderBookDao.Entity orderBook, float min, float max)
{
float start = GetRoundPrice(min);
float end = GetRoundPrice(max);
foreach (var pricePoint in orderBook.GetPricePointsOrderByPrice())
{
if (start - 0.001f <= pricePoint.Price && pricePoint.Price <= end + 0.001f)
{
yield return(pricePoint);
}
}
}
private static OrderBookPricePointDao.Entity GetRatePricePoint(OrderBookDao.Entity orderBook, float rate)
{
float min = float.MaxValue;
OrderBookPricePointDao.Entity closedPricePoint = null;
foreach (var pricePoint in orderBook.GetPricePointsOrderByPrice())
{
float d = Math.Abs(rate - pricePoint.Price);
if (d < min)
{
min = d;
closedPricePoint = pricePoint;
}
}
return(closedPricePoint);
}
private void LoadChart(Chart chart, OrderBookDao.Entity orderBook)
{
PricePoints pricePoints = new PricePoints();
pricePoints.rate = orderBook.Rate;
pricePoints.price_points = new Dictionary <float, PricePoint>();
foreach (var pp in orderBook.GetPricePointsOrderByPrice())
{
pricePoints.price_points[pp.Price] = new PricePoint()
{
os = pp.Os,
ol = pp.Ol,
ps = pp.Ps,
pl = pp.Pl
};
}
LoadChart(chart, orderBook.DateTime, pricePoints);
}
