private static byte[] GetDataIn4BitFormat(TraderState state, QuotationCommand command, int?beginSequence = null, int?endSequence = null)
{
var stringBuilder = new StringBuilder(CAPACITY);
string seqenceStr = string.Format("{0}{1}{2}", (beginSequence ?? command.Sequence), _SequenceSeparator, (endSequence ?? command.Sequence));
stringBuilder.Append(seqenceStr);
stringBuilder.Append(_StartSeparator);
OverridedQuotation[] overridedQuotations = command.OverridedQs;
if (overridedQuotations != null && overridedQuotations.Length > 0)
{
for (int i = 0; i < overridedQuotations.Length; i++)
{
OverridedQuotation overridedQuotation = overridedQuotations[i];
if (!state.InstrumentsView.ContainsKey(overridedQuotation.InstrumentID))
{
continue;
}
if (overridedQuotation.QuotePolicyID != state.InstrumentsView[overridedQuotation.InstrumentID])
{
continue;
}
if (i != 0)
{
stringBuilder.Append(_OutterSeparator);
}
AppendQuotationParts(stringBuilder, overridedQuotation);
}
}
stringBuilder.Append(_StartSeparator);
return(Quotation4BitEncoder.Encode(stringBuilder.ToString()));
}
private void Initialize(OverridedQuotation quotation)
{
this.Ask = quotation.Ask;
this.Bid = quotation.Bid;
this.DealerID = quotation.DealerID;
this.High = quotation.High;
this.InstrumentID = quotation.InstrumentID;
this.Low = quotation.Low;
this.Origin = quotation.Origin;
this.QuotePolicyID = quotation.QuotePolicyID;
this.Timestamp = quotation.Timestamp;
this.TotalVolume = quotation.TotalVolume;
this.Volume = quotation.Volume;
}
private static void AppendQuotationParts(StringBuilder stringBuilder, OverridedQuotation overridedQuotation)
{
string[] parts =
{
GuidMapping.Get(overridedQuotation.InstrumentID).ToString(), overridedQuotation.Ask, overridedQuotation.Bid, overridedQuotation.High,
overridedQuotation.Low, string.Empty, ((long)(overridedQuotation.Timestamp - OrginTime).TotalSeconds).ToString(),
overridedQuotation.Volume, overridedQuotation.TotalVolume
};
for (int i = 0; i < parts.Length; i++)
{
stringBuilder.Append(parts[i]);
if (i != parts.Length - 1)
{
stringBuilder.Append(_InnerSeparator);
}
}
}
public static Quotation4Bit TryAddQuotation(OverridedQuotation[] overridedQuotations, TraderState state, long sequence)
{
Quotation4Bit quotation;
long filterSign = state.SignMapping;
if (_Dict.TryGetValue(filterSign, out quotation))
{
return quotation;
}
quotation = Quotation4BitPool.Default.Pop();
if (quotation == null)
{
quotation = new Quotation4Bit(overridedQuotations, state);
}
else
{
quotation.Initialize(overridedQuotations, state);
}
quotation.Sequence = sequence;
if (_Dict.TryAdd(filterSign, quotation))
{
return quotation;
}
return quotation;
}
internal void Merge(Token token, OverridedQuotation overridedQuotation, OriginQuotation originQuotation)
{
if (this.High.IsEmpty || decimal.Parse(overridedQuotation.Bid) >= decimal.Parse(this.High.OverridedQuotation.Bid))
{
if (!this.High.IsEmpty && this.Low.IsEmpty)
{
this.Low.OverridedQuotation = this.High.OverridedQuotation;
this.Low.OriginQuotation = this.High.OriginQuotation;
this.Low.Token = this.High.Token;
}
this.High.OverridedQuotation = overridedQuotation;
this.High.OriginQuotation = originQuotation;
this.High.Token = token;
if (!this.Last.IsEmpty && overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last.Clear();
}
}
else if (this.Low.IsEmpty || decimal.Parse(overridedQuotation.Bid) <= decimal.Parse(this.Low.OverridedQuotation.Bid))
{
this.Low.OverridedQuotation = overridedQuotation;
this.Low.OriginQuotation = originQuotation;
this.Low.Token = token;
if (!this.Last.IsEmpty && overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last.Clear();
}
}
else if (this.Last.IsEmpty || overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last.OverridedQuotation = overridedQuotation;
this.Last.OriginQuotation = originQuotation;
this.Last.Token = token;
}
}
private static void AppendQuotationParts(StringBuilder stringBuilder, OverridedQuotation overridedQuotation)
{
string[] parts = {
GuidMapping.Get(overridedQuotation.InstrumentID).ToString(), overridedQuotation.Ask,overridedQuotation.Bid,overridedQuotation.High,
overridedQuotation.Low,string.Empty,((long)(overridedQuotation.Timestamp - OrginTime).TotalSeconds).ToString(),
overridedQuotation.Volume,overridedQuotation.TotalVolume };
for (int i = 0; i < parts.Length; i++)
{
stringBuilder.Append(parts[i]);
if (i != parts.Length - 1)
{
stringBuilder.Append(_InnerSeparator);
}
}
}
private Quotation4Bit(OverridedQuotation[] overridedQuotations,TraderState state)
{
this.OverridedQuotations = overridedQuotations;
this.State = state;
this.Price = null;
}
public void Initialize(OverridedQuotation[] overridedQuotations, TraderState state)
{
this.OverridedQuotations = overridedQuotations;
this.State = state;
this.Price = null;
}
internal void Broadcast(Common.Token token, OriginQuotation[] originQs, OverridedQuotation[] overridedQs)
{
}
public void Reset(OverridedQuotation quotation)
{
this.Initialize(quotation);
}
public OverridedQ(OverridedQuotation quotation)
{
this.Initialize(quotation);
}