public void AbandonQuotePrice(QuotePriceClient quotePrice, QuotePriceForInstrument quotePriceForInstrument, bool isSigle, Button btn)
{
if (quotePriceForInstrument != null)
{
List<Answer> quoteQuotations = new List<Answer>();
if (isSigle)
{
if (quotePrice != null)
{
quoteQuotations.Add(quotePrice.ToSendQutoPrice());
}
}
else
{
quoteQuotations = quotePriceForInstrument.GetSelectedQuotePriceForAccount();
}
if (quoteQuotations.Count > 0)
{
var AbandonQuoteEventLog = new EventLogEntity(Guid.NewGuid())
{
//write log
};
}
//Notify service
string exchangeCode = string.Empty;
ConsoleClient.Instance.AbandonQuote(quoteQuotations);
}
}
public static InstrumentClient GetInstrument(QuotePriceClient quotePriceClient)
{
//Property not empty
InstrumentClient instrument = new InstrumentClient();
instrument.Id = quotePriceClient.InstrumentId;
instrument.Code = "GBP" + GetCode();
instrument.Origin = "1.1";
instrument.Ask = "1.5";
instrument.Bid = "1.2";
instrument.Denominator = 10;
instrument.NumeratorUnit = 1;
instrument.MaxAutoPoint = 100;
instrument.MaxSpread = 100;
//instrument.AlertPoint = 10;
instrument.AutoPoint = 1;
instrument.Spread = 3;
return(instrument);
}
void MessageClient_QuotePriceReceived(QuoteMessage quoteMessage)
{
this.Dispatcher.BeginInvoke((Action<QuoteMessage>)delegate(QuoteMessage result)
{
//声音处理
MediaManager.PlayMedia(this._Media, MediaManager._EnquiryMediaSource);
int waiteTime = 50; //取初始化数据系统参数
Guid customerId = result.CustomerID;
//通过CustomerId获取Customer对象
//var customer = this._Customers.SingleOrDefault(P => P.id == customerId);
var customer = new Customer();
customer.Id = result.CustomerID;
customer.Code = "WF007";
QuotePriceClient quotePriceClient = new QuotePriceClient(result, waiteTime, customer);
QuotePriceForInstrument clientQuotePriceForInstrument = null;
clientQuotePriceForInstrument = this._ClientQuotePriceForInstrument.SingleOrDefault(P => P.InstrumentClient.Id == quotePriceClient.InstrumentId);
if (clientQuotePriceForInstrument == null)
{
//从内存中获取Instrument
//var instrumentEntity = this._Instruments.SingleOrDefault(P => P.InstrumentId == clientQuotePriceForAccount.InstrumentId);
clientQuotePriceForInstrument = new QuotePriceForInstrument();
var instrument = this.GetInstrument(quotePriceClient);
clientQuotePriceForInstrument.InstrumentClient = instrument;
clientQuotePriceForInstrument.Origin = instrument.Origin;
clientQuotePriceForInstrument.Adjust = decimal.Parse(instrument.Origin);
clientQuotePriceForInstrument.AdjustLot = quotePriceClient.QuoteLot;
this._ClientQuotePriceForInstrument.Add(clientQuotePriceForInstrument);
}
clientQuotePriceForInstrument.OnEmptyQuotePriceClient += new QuotePriceForInstrument.EmptyQuotePriceHandle(ClientQuotePriceForInstrument_OnEmptyClientQuotePriceClient);
//clientQuotePriceForInstrument.OnEmptyCheckBoxClient += new QuotePriceForInstrument.EmptyCheckBoxHandle(ClientQuotePriceForInstrument_OnEmptyCheckBoxClient);
clientQuotePriceForInstrument.AddNewQuotePrice(quotePriceClient);
if (!this._QuoteTimer.IsEnabled)
{
this._QuoteTimer.Start();
}
}, quoteMessage);
}
private InstrumentClient GetInstrument(QuotePriceClient quotePriceClient)
{
//Property not empty
InstrumentClient instrument = new InstrumentClient();
instrument.Id = quotePriceClient.InstrumentId;
instrument.Code = "GBP" + GetCode();
instrument.Origin = "1.1";
instrument.Ask = "1.5";
instrument.Bid = "1.2";
instrument.Denominator = 10;
instrument.NumeratorUnit = 1;
instrument.MaxAutoPoint = 100;
instrument.MaxSpread = 100;
//instrument.AlertPoint = 10;
instrument.AutoPoint = 1;
instrument.Spread = 3;
return instrument;
}
public void RemoveSendQuotePrice(QuotePriceClient quotePriceClient)
{
bool isCurrentQuotePrice = (quotePriceClient.Id == this.QuotePriceForInstrument.QuoteId);
this.QuotePriceClients.Remove(quotePriceClient);
if (this.QuotePriceClients.Count == 0)
{
this.QuotePriceForInstrument = null;
return;
}
bool isCurrentInstrument = (quotePriceClient.InstrumentId == this.QuotePriceClients[0].InstrumentId);
if (isCurrentInstrument && this.QuotePriceClients.Count > 0)
{
this.QuotePriceForInstrument.SwitchNewInstrument(this.QuotePriceClients[0],false);
this.QuotePriceForInstrument.SumBuyLot -= quotePriceClient.BuyLot;
this.QuotePriceForInstrument.SumSellLot -= quotePriceClient.SellLot;
}
else
{
this.QuotePriceForInstrument.SwitchNewInstrument(this.QuotePriceClients[0], true);
var quotePriceClients = this.QuotePriceClients.Where(P => P.InstrumentId == this.QuotePriceForInstrument.Instrument.Id);
foreach (QuotePriceClient entity in quotePriceClients)
{
this.QuotePriceForInstrument.SumBuyLot += entity.BuyLot;
this.QuotePriceForInstrument.SumSellLot += entity.SellLot;
}
}
this.QuotePriceForInstrument.CreateBestPrice(true);
}
public void AddSendQuotePrice(QuotePriceClient quotePriceClient)
{
this.QuotePriceClients.Add(quotePriceClient);
if (this.QuotePriceForInstrument == null)
{
this.QuotePriceForInstrument = new QuotePriceForInstrument(quotePriceClient);
if (this.OnBindingQuotePriceUIEvent != null)
{
this.OnBindingQuotePriceUIEvent();
}
}
else
{
bool isCurrentInstrument = (quotePriceClient.InstrumentId == this.QuotePriceForInstrument.Instrument.Id);
if (isCurrentInstrument)
{
this.QuotePriceForInstrument.SumBuyLot += quotePriceClient.BuyLot;
this.QuotePriceForInstrument.SumSellLot += quotePriceClient.SellLot;
}
this.QuotePriceForInstrument.CreateBestPrice(true);
}
}
public QuotePriceForInstrument(QuotePriceClient quotePriceClient)
{
this.FirstQuoteUpdate(quotePriceClient);
}
internal void SwitchNewInstrument(QuotePriceClient quotePriceClient, bool isResetSumLot)
{
this.QuoteId = quotePriceClient.Id;
this.Instrument = quotePriceClient.Instrument;
this.InstrumentCode = this._Instrument.Code;
this.Origin = this._Instrument.Origin;
this.Ask = this._Instrument.Ask;
this.Bid = this._Instrument.Bid;
if (isResetSumLot)
{
this.SumBuyLot = decimal.Zero;
this.SumSellLot = decimal.Zero;
}
this.Lot = quotePriceClient.Lot;
this.AnswerLot = this.Lot;
this.BSStatus = quotePriceClient.BSStatus;
this.AdjustPoint = (decimal)this.Instrument.NumeratorUnit / (decimal)this.Instrument.Denominator;
}
public void ProcessQuoteMessage(QuoteMessage quoteMessage)
{
this.PlaySound(SoundOption.Enquiry);
int waiteTime = this._SettingsParameterManager.DealingOrderParameter.EnquiryWaitTime;
string exhcangeCode = quoteMessage.ExchangeCode;
Guid customerId = quoteMessage.CustomerID;
ExchangeSettingManager settingManager = this.GetExchangeSetting(exhcangeCode);
Dictionary<Guid, InstrumentClient> instruments = this.GetInstruments(exhcangeCode);
Customer customer = settingManager.GetCustomers().SingleOrDefault(P => P.Id == customerId);
if (customer == null) return;
if (!instruments.ContainsKey(quoteMessage.InstrumentID)) return;
InstrumentClient instrument = instruments[quoteMessage.InstrumentID];
QuotePolicyDetail quotePolicy = settingManager.GetQuotePolicyDetail(instrument.Id, customer);
ExchangeQuotation quotation = this.GetExchangeQuotation(exhcangeCode, quotePolicy);
QuotePriceClient quotePriceClient = new QuotePriceClient(quoteMessage, waiteTime, instrument, customer, quotation);
this._QuotePriceClientModel.AddSendQuotePrice(quotePriceClient);
App.MainFrameWindow.QuotePriceWindow.ShowQuotePriceWindow();
}
public bool? IsValidPrice(QuotePriceClient quotePriceClient, decimal adjust)
{
if (quotePriceClient.Origin == null) return false;
Price lastOriginPrice = Price.CreateInstance(quotePriceClient.Origin, this.Instrument.NumeratorUnit, this.Instrument.Denominator);
string validInt = "^-?\\d+$";
Price originPrice;
if (Regex.IsMatch(adjust.ToString(), validInt))
{
originPrice = lastOriginPrice + (int)adjust;
}
else
{
originPrice = Price.CreateInstance((double)adjust, this.Instrument.NumeratorUnit, this.Instrument.Denominator);
}
if (originPrice != null)
{
if (lastOriginPrice != null)
{
return (Math.Abs(lastOriginPrice - originPrice) > this.Instrument.AlertPoint);
}
else
{
return false;
}
}
else
{
return null;
}
}
public void ProcessQuoteMessage(QuoteMessage quoteMessage)
{
int waiteTime = 50; // this.SettingsManager.GetSettingsParameter(quoteMessage.ExchangeCode).ParameterSetting.EnquiryWaitTime;
string exhcangeCode = quoteMessage.ExchangeCode;
Guid customerId = quoteMessage.CustomerID;
Customer customer = this.SettingsManager.GetCustomers().SingleOrDefault(P => P.Id == customerId);
if (customer == null)
{
//get from db
return;
}
if (!this._Instruments.ContainsKey(quoteMessage.InstrumentID)) return;
InstrumentClient instrument = this._Instruments[quoteMessage.InstrumentID];
QuotePolicyDetail quotePolicy = this.SettingsManager.GetQuotePolicyDetail(instrument.Id, customer);
ExchangeQuotation quotation = this.GetExchangeQuotation(exhcangeCode, quotePolicy);
QuotePriceClient quotePriceClient = new QuotePriceClient(quoteMessage, waiteTime, instrument, customer, quotation);
this._QuotePriceClientModel.AddSendQuotePrice(quotePriceClient);
}
private Answer GetSelectedQuotePriceForAccount(QuotePriceClient quotePrice)
{
Answer quoteQuotation = quotePrice.ToSendQutoPrice();
quoteQuotation.InstrumentId = this.InstrumentClient.Id;
quoteQuotation.TimeStamp = ShareFixedData.GetServiceTime();
return quoteQuotation;
}
public void UpdateCurrentPrice(QuotePriceClient quotePriceClient)
{
quotePriceClient.Origin = this.InstrumentClient.Origin;
quotePriceClient.Ask = this.InstrumentClient.Ask;
quotePriceClient.Bid = this.InstrumentClient.Bid;
}
//Remove QuotePrice
public void RemoveSendQuotePrice(QuotePriceClient quotePriceClient)
{
this._QuotePriceClients.Remove(quotePriceClient);
if (this._QuotePriceClients.Count == 0)
{
this.OnEmptyQuotePriceClient(this);
}
}
public void AdjustCurrentPrice(decimal adjust, QuotePriceClient quotePriceClient, bool isAdjustInstrument)
{
Quotation quotation = Quotation.Create((double)adjust,
double.Parse(quotePriceClient.Origin),
this.InstrumentClient.NumeratorUnit.Value, this.InstrumentClient.Denominator.Value,
this.InstrumentClient.AutoPoint.Value, this.InstrumentClient.Spread.Value);
if (isAdjustInstrument)
{
this.Origin = quotation.Origin;
this.Adjust = decimal.Parse(quotation.Origin);
}
quotePriceClient.Origin = quotation.Origin;
quotePriceClient.Ask = quotation.Ask;
quotePriceClient.Bid = quotation.Bid;
}
public void AddNewQuotePrice(QuotePriceClient quotePriceClient)
{
var existEntity = this.QuotePriceClients.SingleOrDefault(P => P.InstrumentId == quotePriceClient.InstrumentId && P.CustomerId == quotePriceClient.CustomerId);
if (existEntity != null)
{
existEntity.AdjustSingle = existEntity.AdjustSingle;
existEntity.CustomerId = existEntity.CustomerId;
existEntity.InstrumentId = existEntity.InstrumentId;
existEntity.QuoteLot = existEntity.QuoteLot;
existEntity.IsSelected = existEntity.IsSelected;
existEntity.TimeStamp = existEntity.TimeStamp;
existEntity.WaitTimes = existEntity.WaitTimes;
existEntity.Ask = this.InstrumentClient.Ask;
existEntity.Bid = this.InstrumentClient.Bid;
existEntity.Origin = this.InstrumentClient.Origin;
}
else
{
quotePriceClient.Ask = this.InstrumentClient.Ask;
quotePriceClient.Bid = this.InstrumentClient.Bid;
quotePriceClient.Origin = this.InstrumentClient.Origin;
this._QuotePriceClients.Add(quotePriceClient);
}
}
private void SendQuotePrice(QuotePriceClient quotePrice, QuotePriceForInstrument quotePriceForInstrument, bool isSingle, Button btn)
{
if (quotePriceForInstrument != null)
{
List<Answer> ToSendQutoPrices = new List<Answer>();
if (isSingle)
{
if (quotePrice != null)
{
ToSendQutoPrices.Add(quotePrice.ToSendQutoPrice());
}
}
else
{
ToSendQutoPrices = quotePriceForInstrument.GetSelectedQuotePriceForAccount();
}
if (ToSendQutoPrices.Count > 0)
{
var ConfirmedQuoteEventLog = new EventLogEntity(Guid.NewGuid())
{
//Write Log
};
object[] abandonStatus = new object[] { ConfirmedQuoteEventLog, btn };
ConsoleClient.Instance.SendQuotePrice(ToSendQutoPrices);
}
}
}
internal void FirstQuoteUpdate(QuotePriceClient quotePriceClient)
{
this._QuoteId = quotePriceClient.Id;
this._Instrument = quotePriceClient.Instrument;
this._InstrumentCode = this._Instrument.Code;
this._Origin = quotePriceClient.ExchangeQuotation.Origin;
this._Ask = quotePriceClient.ExchangeQuotation.Ask;
this._Bid = quotePriceClient.ExchangeQuotation.Bid;
this._SumBuyLot = quotePriceClient.BuyLot;
this._SumSellLot = quotePriceClient.SellLot;
this._Lot = quotePriceClient.Lot;
this._AnswerLot = this._Lot;
this._AdjustLot = this._Lot;
this._BSStatus = quotePriceClient.BSStatus;
this._AdjustPoint = (decimal)this.Instrument.NumeratorUnit / (decimal)this.Instrument.Denominator;
this.CreateBestPrice(true);
this.SettingBackGround();
}
