protected void UpdateMarketDataVM(MarketDataVM mktVM, PBMarketData md)
{
//var contractInfo = ClientDbContext.FindContract(md.Contract);
mktVM.LastPrice = md.MatchPrice;
mktVM.BidPrice = md.BidPrice[0];
mktVM.AskPrice = md.AskPrice[0];
mktVM.BidSize = md.BidVolume[0];
mktVM.AskSize = md.AskVolume[0];
mktVM.Volume = md.Volume;
mktVM.OpenValue = md.OpenValue;
mktVM.PreCloseValue = md.PreCloseValue;
mktVM.HighValue = md.HighValue;
mktVM.LowValue = md.LowValue;
mktVM.UpperLimitPrice = md.HighLimit;
mktVM.LowerLimitPrice = md.LowLimit;
mktVM.SettlePrice = md.SettlePrice;
mktVM.PreSettlePrice = md.PreSettlePrice;
mktVM.AveragePrice = md.AveragePrice;
mktVM.HighLimint = md.HighLimit;
mktVM.LowLimint = md.LowLimit;
mktVM.OpenInterest = md.OpenInterest;
mktVM.OpenValue = md.OpenValue;
mktVM.PreOpenInterest = md.PreOpenInterest;
mktVM.PriceChange = md.PriceChange;
mktVM.CloseValue = md.CloseValue;
mktVM.Turnover = md.Turnover;
mktVM.MidPrice = (mktVM.BidPrice + mktVM.AskPrice) / 2;
mktVM.AveragePriceMultiplier = mktVM.AveragePrice / mktVM.Multiple;
mktVM.UpdateTime = string.Format("{0:D2}:{1:D2}:{2:D2}", md.UpdateTime / 3600, (md.UpdateTime / 60) % 60, md.UpdateTime % 60);
}
protected virtual void RetMDSuccessAction(PBMarketData md)
{
var mktVM = FindMarketData(md.Contract);
if (mktVM != null)
{
UpdateMarketDataVM(mktVM, md);
RaiseNewMD(mktVM);
}
else
{
UnsubMarketData(new[] { new ContractKeyVM(md.Exchange, md.Contract) });
}
}
public void SendSimMarketData(MarketDataOpt mdo)
{
if (mdo == null)
{
return;
}
var mktData = new PBMarketData();
mktData.Exchange = mdo.Exchange;
mktData.Contract = mdo.Contract;
mktData.AskPrice.Add(mdo.AskPrice);
mktData.BidPrice.Add(mdo.BidPrice);
mktData.AskVolume.Add(mdo.AskSize);
mktData.BidVolume.Add(mdo.BidSize);
MessageWrapper?.SendMessage((uint)BusinessMessageID.MSG_ID_RET_MARKETDATA, mktData);
}
private void RetMDSuccessAction(PBMarketData obj)
{
}
