public void Initialize(SettingSet settingSet) { try { if (settingSet.Orders != null) { foreach (CommonOrder commonOrder in settingSet.Orders) { commonOrder.ExchangeCode = this._ExchangeCode; this.InitializeOrder(commonOrder); } } } catch (Exception ex) { Logger.TraceEvent(System.Diagnostics.TraceEventType.Error, "ExchangeTradingManager.Initialize.\r\n{0}", ex.ToString()); } }
private List<ExchangeQuotation> InitExchangeQuotation(SettingSet set) { try { List<ExchangeQuotation> quotations = new List<ExchangeQuotation>(); foreach (Manager.Common.Settings.QuotePolicyDetail item in set.QuotePolicyDetails) { ExchangeQuotation quotation = new ExchangeQuotation(item); quotation.QuotationPolicyCode = set.QuotePolicies.SingleOrDefault(q => q.Id == item.QuotePolicyId).Code; quotation.InstrumentCode = set.Instruments.SingleOrDefault(i => i.Id == item.InstrumentId).Code; quotation.OriginInstrumentCode = set.Instruments.SingleOrDefault(i => i.Id == item.InstrumentId).OriginCode; Manager.Common.Settings.OverridedQuotation overridedQuotation = set.OverridedQuotations.SingleOrDefault(o => o.QuotePolicyId == item.QuotePolicyId && o.InstrumentId == item.InstrumentId); if (overridedQuotation != null) { quotation.Ask = overridedQuotation.Ask; quotation.Bid = overridedQuotation.Bid; quotation.High = overridedQuotation.High; quotation.Low = overridedQuotation.Low; quotation.Origin = overridedQuotation.Origin; quotation.Timestamp = overridedQuotation.Timestamp; } quotations.Add(quotation); } return quotations; } catch (Exception ex) { Manager.Common.Logger.TraceEvent(System.Diagnostics.TraceEventType.Error, "InitExchangeQuotation.\r\n{0}", ex.ToString()); return null; } }