private void Add(iExchange.Common.OverridedQuotation quotation)
{
lock (this._Lock)
{
try
{
decimal price = (this.HighBid && this.LowBid ? decimal.Parse(quotation.Bid) : (!this.HighBid && !this.LowBid ? decimal.Parse(quotation.Ask) : (decimal.Parse(quotation.Ask) + decimal.Parse(quotation.Bid)) / 2));
if (!this._InstrumentChartQuotations.ContainsKey(quotation.InstrumentID))
{
this._InstrumentChartQuotations.Add(quotation.InstrumentID, new Dictionary<Guid, Dictionary<ChartType, ChartQuotation>>());
}
Dictionary<Guid, Dictionary<ChartType, ChartQuotation>> quotePolicyChartQuotations = this._InstrumentChartQuotations[quotation.InstrumentID];
if (!quotePolicyChartQuotations.ContainsKey(quotation.QuotePolicyID))
{
Dictionary<ChartType, ChartQuotation> chartQuotations = new Dictionary<ChartType, ChartQuotation>();
foreach (ChartType chartType in ChartQuotationManager._AllChartTypes)
{
chartQuotations.Add(chartType, new ChartQuotation(chartType, this.Round(chartType, quotation.Timestamp), quotation.InstrumentID, quotation.QuotePolicyID, price, price, price, price, 0));
}
quotePolicyChartQuotations.Add(quotation.QuotePolicyID, chartQuotations);
}
else
{
Dictionary<ChartType, ChartQuotation> chartQuotations = quotePolicyChartQuotations[quotation.QuotePolicyID];
List<ChartQuotation> newChartQuotations = new List<ChartQuotation>();
foreach (ChartType chartType in ChartQuotationManager._AllChartTypes)
{
DateTime chartTime = this.Round(chartType, quotation.Timestamp);
if (chartQuotations.ContainsKey(chartType))
{
ChartQuotation latestChartQuotation = chartQuotations[chartType];
if (chartTime == latestChartQuotation.DateTime)
{
if (latestChartQuotation.High < price) latestChartQuotation.High = price;
if (latestChartQuotation.Low > price) latestChartQuotation.Low = price;
latestChartQuotation.Close = price;
}
else if (chartTime > latestChartQuotation.DateTime)
{
this._PendingSaveChartQuotations.Add(latestChartQuotation.Key, latestChartQuotation);
chartQuotations[chartType] = new ChartQuotation(chartType, this.Round(chartType, chartTime), quotation.InstrumentID, quotation.QuotePolicyID, price, price, price, price, 0);
}
else
{
Manager.Common.Logger.TraceEvent(TraceEventType.Error, "QuotationServer\r\nChartQuotationManager.Add error: Timestamp should great or equal than last timestamp. {0}", quotation);
//throw new ArgumentOutOfRangeException("quotation.Timestamp", "Timestamp should great or equal than last timestamp");
}
}
else
{
chartQuotations.Add(chartType, new ChartQuotation(chartType, this.Round(chartType, chartTime), quotation.InstrumentID, quotation.QuotePolicyID, price, price, price, price, 0));
}
}
}
}
catch (Exception exception)
{
Manager.Common.Logger.TraceEvent(TraceEventType.Error, "QuotationServer\r\nChartQuotationManager.Add error: {0}", exception);
}
}
}
public List<OpenInterestSummary> GetOpenInterestOrderSummary(Guid accountId,iExchange.Common.AccountType accountType, Guid instrumentId, string[] blotterCodeSelecteds)
{
try
{
Token token = new Token(Guid.Empty, UserType.System, AppType.DealingConsole);
Guid[] instruments = new Guid[] { instrumentId };
token.UserID = new Guid("525BBBC6-0E94-4991-BAC1-0CF1D31BBC17");
return this._StateServer.GetOpenInterestOrderSummary(token, accountId, accountType, instruments, blotterCodeSelecteds);
}
catch (Exception ex)
{
Logger.TraceEvent(TraceEventType.Error, "ExchangeSystem.GetOpenInterestOrderSummary Error:\r\n" + ex.ToString());
return null;
}
}
public void AddCommand(iExchange.Common.Token token, iExchange.Common.Command command)
{
CommandManager.Default.Send(command);
}
public bool FixOverridedQuotationHistory(Token token, string quotation, bool needApplyAutoAdjustPoints, out iExchange.Common.OriginQuotation[] originQs, out iExchange.Common.OverridedQuotation[] overridedQs, out bool needBroadcastQuotation, out XmlNode fixChartDatas)
{
return this._QuotationServer.FixOverridedQuotationHistory(token, quotation, needApplyAutoAdjustPoints, out originQs, out overridedQs, out needBroadcastQuotation, out fixChartDatas);
}
