public Dictionary <string, Trade> GetLastTrades(List <string> symbols, bool useCached = true)
{
List <GMSDK.Tick> gskTicks = new List <GMSDK.Tick>();
if (useCached)
{
foreach (string symbol in symbols.ToArray())
{
GMSDK.Tick gskTick;
if (this.tickCache.TryGetValue(symbol, out gskTick))
{
gskTicks.Add(gskTick);
symbols.Remove(symbol);
}
}
}
if (symbols.Count > 0)
{
gskTicks.AddRange(this.GetLastTicks(symbols));
}
Dictionary <string, Trade> tradeDict = new Dictionary <string, Trade>();
foreach (GMSDK.Tick gskTick in gskTicks)
{
string symbol = gskTick.exchange + "." + gskTick.sec_id;
tradeDict.Add(symbol, GSKToGM.ConvertTrade(gskTick));
}
return(tradeDict);
}
public List <Trade> GetTrades(string symbol, string beginTimeString, string endTimeString)
{
List <GMSDK.Tick> gskTicks;
lock (this._md)
{
gskTicks = this._md.GetTicks(symbol, beginTimeString, endTimeString);
}
List <Trade> trades = new List <Trade>();
foreach (GMSDK.Tick gskTick in gskTicks)
{
trades.Add(GSKToGM.ConvertTrade(gskTick));
}
return(trades);
}
public List <Trade> GetLastNTrades(string symbol, string lastTimeString, int n)
{
List <GMSDK.Tick> gskTicks;
lock (this._md)
{
gskTicks = this._md.GetLastNTicks(symbol, n, lastTimeString);
}
gskTicks.Reverse();
List <Trade> trades = new List <Trade>();
foreach (GMSDK.Tick gskTick in gskTicks)
{
trades.Add(GSKToGM.ConvertTrade(gskTick));
}
return(trades);
}
private void setNewTick(GMSDK.Tick tick, bool isPush = false)
{
string symbol = tick.exchange + "." + tick.sec_id;
if (isPush)
{
this.symbolsOfPush.Add(symbol);
}
if (!subscribedSymbols.Contains(symbol))
{
return;
}
Instrument curInstrument = InstrumentManager.Instruments[symbol];
if (curInstrument == null)
{
this.EmitError(2, "Symbol " + symbol + " was not found in InstrumentManager.");
return;
}
GMSDK.Tick prevTick = null;
if (!this.tickCache.TryGetValue(symbol, out prevTick))
{
this.EmitNewTrade(GSKToGM.ConvertTrade(tick), curInstrument);
this.EmitNewQuote(GSKToGM.ConvertQuote(tick), curInstrument);
}
else
{
if (tick.utc_time > prevTick.utc_time)
{
if (tick.last_volume > 0 || tick.last_price != prevTick.last_price)
{
this.EmitNewTrade(GSKToGM.ConvertTrade(tick), curInstrument);
}
this.EmitNewQuote(GSKToGM.ConvertQuote(tick), curInstrument);
}
}
this.tickCache[symbol] = tick;
}