internal void Merge(Quotation quotation)
{
if (this.Timestamp <= quotation.Timestamp)
{
this.Timestamp = quotation.Timestamp;
if (quotation.Ask != null)
{
this.Ask = quotation.Ask;
}
if (quotation.Bid != null)
{
this.Bid = quotation.Bid;
}
if (quotation.High != null)
{
this.High = quotation.High;
}
if (quotation.Low != null)
{
this.Low = quotation.Low;
}
}
else
{
if (this.Ask == null)
{
this.Ask = quotation.Ask;
}
if (this.Bid == null)
{
this.Bid = quotation.Bid;
}
if (this.High == null)
{
this.High = quotation.High;
}
if (this.Low == null)
{
this.Low = quotation.Low;
}
}
}
public static Quotation Create(Guid instrumentId, string ask, string bid,
string high, string low, DateTime timestamp, Setting quotationParameterProvider)
{
QuotationParameter quotationParameter = quotationParameterProvider.GetQuotationParameter(instrumentId);
if (quotationParameter == QuotationParameter.Invalid)
{
return(null);
}
Quotation quotation = new Quotation();
quotation.IsNormal = quotationParameter.IsNormal;
quotation.InstrumentId = instrumentId;
quotation.Timestamp = timestamp;
quotation.Ask = CommonPrice.CreateInstance(ask, quotationParameter.Numerator, quotationParameter.Denominator);
quotation.Bid = CommonPrice.CreateInstance(bid, quotationParameter.Numerator, quotationParameter.Denominator);
quotation.High = CommonPrice.CreateInstance(high, quotationParameter.Numerator, quotationParameter.Denominator);
quotation.Low = CommonPrice.CreateInstance(low, quotationParameter.Numerator, quotationParameter.Denominator);
return(quotation);
}
