private void OnQuote(Quote3Message msg)
{
Grid1.TableItems = msg.Orders.Select((o) => (ITableItem <ColumnParams>)(new Level2Item(o))).ToList();
var order = msg.Orders.First((i) => i.LastUpdateDate == msg.LastUpdateDate);
Grid1.SetRowBackColor(new Level2Item(order), Brushes.LightCoral);
}
public static Quote3Message CreateQuote3MessageByXML(string xml, IInstrument instr)
{
XmlDocument doc = new XmlDocument();
try
{
doc.LoadXml(xml);
var bankRate = CreateBankRateByXml(doc);
var orders = CreateOrdersByXML(doc.GetElementsByTagName(WMEXCHANGERQUERYS)[0].ChildNodes, instr);
if (bankRate == BankRate.Empty || orders.Count == 0)
{
return(null);
}
Quote3Message mess = new Quote3Message(bankRate.Direction, bankRate, orders)
{
QuoteSource = QuoteSource.XML.ToString()
};
return(mess);
}
catch (Exception)
{
return(null);
}
}
internal static List <Quote3Message> CreateQuote3MessageByWeb(string content, IInstrument instr)
{
List <IOrder> ordersStraight = new List <IOrder>();
List <IOrder> ordersReverse = new List <IOrder>();
string[] orderlines = content.Split(OrderSeparator, StringSplitOptions.RemoveEmptyEntries);
foreach (var line in orderlines)
{
IOrder order = null;
try
{
order = CreateOrderByWebLine(line, instr);
}
catch (Exception) {}
if (order == null)
{
continue;
}
if (order.Instrument.InstrumentName == instr.InstrumentName)
{
ordersStraight.Add(order);
}
if (order.Instrument.InstrumentName == instr.OppositeInstrumentName)
{
ordersReverse.Add(order);
}
}
var quotes = new List <Quote3Message>();
if (ordersStraight.Count == 0 || ordersReverse.Count == 0)
{
return(quotes);
}
Quote3Message messStr = new Quote3Message(instr.InstrumentName, BankRate.Empty, ordersStraight)
{
QuoteSource = QuoteSource.Web.ToString()
};
Quote3Message messRev = new Quote3Message(instr.OppositeInstrumentName, BankRate.Empty, ordersReverse)
{
QuoteSource = QuoteSource.Web.ToString()
};
if (messStr != null)
{
quotes.Add(messStr);
}
if (messRev != null)
{
quotes.Add(messRev);
}
return(quotes);
}
public void AddQuote(Quote3Message quote)
{
if (_quotes.TryGetValue(quote.InstrumentName, out Dictionary <DateTime, Quote3Message> qs))
{
var lastQuote = qs.Values.LastOrDefault();
if (quote.IsEqualQuotes(lastQuote) || lastQuote.LastUpdateDate > quote.LastUpdateDate)
{
return;
}
bool isNew;
lock (_quoteSyncObj)
{
isNew = false;
if (!qs.ContainsKey(quote.LastUpdateDate))
{
isNew = true;
qs.Add(quote.LastUpdateDate, quote);
}
if (qs.Count > GetSizeQuoteCache(quote.InstrumentName))
{
qs.Remove(qs.First().Key);
}
}
if (isNew)
{
OnNewQuoteEvent?.Invoke(quote);
}
return;
}
lock (_quoteSyncObj)
{
if (_quotes.ContainsKey(quote.InstrumentName))
{
return;
}
var quotDict = new Dictionary <DateTime, Quote3Message>()
{
{ quote.LastUpdateDate, quote }
};
_quotes.Add(quote.InstrumentName, quotDict);
OnNewQuoteEvent?.Invoke(quote);
}
}
private static void OnNewQuote(Quote3Message mess)
{
}
