public void SetPrimitiveQuotation(PrimitiveQuotation quotation)
{
VmInstrument vmInstrument = this._Instruments.SingleOrDefault(i => i.Id == quotation.InstrumentId);
if (vmInstrument != null)
{
VmInstrumentSourceRelation relation = vmInstrument.SourceRelations.SingleOrDefault(r => r.SourceId == quotation.SourceId);
if (relation != null)
{
if (relation.SetSourceQuotation(new VmSourceQuotation(quotation)))
{
for (int i = 0; i < vmInstrument.SourceRelations.Count; i++)
{
VmInstrumentSourceRelation relation2 = vmInstrument.SourceRelations[i];
if (!object.ReferenceEquals(relation2, relation))
{
relation2.SetSourceQuotation(new VmSourceQuotation(new PrimitiveQuotation()
{
Timestamp = quotation.Timestamp
}));
}
}
}
}
}
}
public static bool EnsureIsKnownQuotation(this ConfigMetadata metaData, PrimitiveQuotation quotation, out bool inverted)
{
inverted = false;
QuotationSource quotationSource;
if (metaData.QuotationSources.TryGetValue(quotation.SourceName, out quotationSource))
{
quotation.SourceId = quotationSource.Id;
Dictionary<string, InstrumentSourceRelation> relations;
if (metaData.InstrumentSourceRelations.TryGetValue(quotationSource.Id, out relations))
{
InstrumentSourceRelation relation;
if (relations.TryGetValue(quotation.Symbol, out relation))
{
quotation.InstrumentId = relation.InstrumentId;
inverted = relation.Inverted;
return true;
}
}
}
return false;
}
public bool TryGetLastQuotation(int sourceId, int instrumentId, out PrimitiveQuotation primitiveQuotation)
{
primitiveQuotation = null;
if (this._LastReceivedQuotations.ContainsKey(sourceId))
{
if (this._LastReceivedQuotations[sourceId].ContainsKey(instrumentId))
{
primitiveQuotation = this._LastReceivedQuotations[sourceId][instrumentId].PrimitiveQuotation;
}
}
return primitiveQuotation != null;
}
public bool IsNotSame(PrimitiveQuotation quotation)
{
PrimitiveQuotation last;
if (this.TryGetLastQuotation(quotation.SourceId, quotation.InstrumentId, out last))
{
return quotation.Timestamp != last.Timestamp || quotation.Bid != last.Bid || quotation.Ask != last.Ask || quotation.Last != last.Last || quotation.High != last.High || quotation.Low != last.Low;
}
return true;
}
public bool Fix(PrimitiveQuotation primitiveQuotation, out double ask, out double bid)
{
bool @fixed = false;
bool fixAsk = !PrimitiveQuotation.TryGetPriceValue(primitiveQuotation.Ask, out ask);
bool fixBid = !PrimitiveQuotation.TryGetPriceValue(primitiveQuotation.Bid, out bid);
if (fixAsk || fixBid)
{
PrimitiveQuotation last;
if (this.TryGetLastQuotation(primitiveQuotation.SourceId, primitiveQuotation.InstrumentId, out last))
{
if (fixAsk)
{
primitiveQuotation.Ask = last.Ask;
ask = double.Parse(primitiveQuotation.Ask);
}
if (fixBid)
{
primitiveQuotation.Bid = last.Bid;
bid = double.Parse(primitiveQuotation.Bid);
}
@fixed = true;
}
}
return !fixAsk && !fixBid || @fixed;
}
public void SetPrimitiveQuotation(PrimitiveQuotation quotation)
{
VmInstrument vmInstrument = this._Instruments.SingleOrDefault(i => i.Id == quotation.InstrumentId);
if (vmInstrument != null)
{
VmInstrumentSourceRelation relation = vmInstrument.SourceRelations.SingleOrDefault(r => r.SourceId == quotation.SourceId);
if (relation != null)
{
if (relation.SetSourceQuotation(new VmSourceQuotation(quotation)))
{
for (int i = 0; i < vmInstrument.SourceRelations.Count; i++)
{
VmInstrumentSourceRelation relation2 = vmInstrument.SourceRelations[i];
if (!object.ReferenceEquals(relation2, relation))
{
relation2.SetSourceQuotation(new VmSourceQuotation(new PrimitiveQuotation() { Timestamp = quotation.Timestamp }));
}
}
}
}
}
}
