public override List <ExecutionMessage> Load(string series = null)
{
var idMap = new IdArray <string>();
var subSideMap = new IdArray <SubSide>();
var reports = _reports.FindAll().ToList();
foreach (var report in reports)
{
idMap[report.OrderId] = report.ProviderOrderId;
subSideMap[report.OrderId] = report.SubSide;
}
var orders = _orders.FindAll().ToList();
var maxLocalId = string.Empty;
foreach (var order in orders)
{
order.ProviderOrderId = idMap[order.OrderId];
SetSubSide(order, subSideMap[order.OrderId]);
maxLocalId = DealProcessor.GetOrderId(order);
}
Settings.Set(ProviderSettingsType.MaxLocalId, maxLocalId);
var list = new List <ExecutionMessage>();
list.AddRange(orders);
list.AddRange(reports);
return(list);
}
public XProvider(Framework framework)
: base(framework)
{
_connectManager = new ConnectManager(this);
_subscribeManager = new SubscribeManager(this);
_processor = new DealProcessor(this);
_convertor = new Convertor(this);
_timer = new TimedTask(this);
#if DEBUG
//_emitter = new EventDebugEmitter(this);
_emitter = new EventEmitter(this);
#else
_emitter = new EventEmitter(this);
#endif
ProviderInit();
}