public QuotePriceClient(QuoteMessage quoteMessage, int waitTimes, InstrumentClient instrument, Customer customer, ExchangeQuotation quotation)
{
this._ExchangeQuotation = quotation;
this._Origin = quotation.Origin;
this._CustomerClient = customer;
this._Instrument = instrument;
this._ExchangeCode = quoteMessage.ExchangeCode;
this._CustomerId = quoteMessage.CustomerID;
this._InstrumentId = quoteMessage.InstrumentID;
this._Lot = (decimal)quoteMessage.QuoteLot;
this._AnswerLot = this._Lot;
this._BSStatus = (BSStatus)quoteMessage.BSStatus;
this._BuyLot = this._BSStatus == BSStatus.Buy ? this._Lot : decimal.Zero;
this._SellLot = this._BSStatus == BSStatus.Sell ? this._Lot : decimal.Zero;
if (this._BSStatus == BSStatus.Both)
{
this._BuyLot = this._Lot;
this._SellLot = this._Lot;
}
this._WaitTimes = waitTimes;
this._TimeStamp = quoteMessage.TimeStamp;
}
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;
}
}
public static InstrumentQuotation Convert(ExchangeQuotation quote,string exchangeCode)
{
InstrumentQuotation instrument = new InstrumentQuotation();
instrument.ExchangeCode = exchangeCode;
instrument.QuotationPolicyId = quote.QuotationPolicyId;
instrument.QuotationPolicyCode = quote.QuotationPolicyCode;
instrument.Ask = quote.Ask;
instrument.Bid = quote.Bid;
instrument.High = quote.High;
instrument.InstruemtnId = quote.InstruemtnId;
instrument.InstrumentCode = quote.InstrumentCode;
instrument.InstrumentOriginCode = quote.OriginInstrumentCode;
instrument.Low = quote.Low;
instrument.Origin = quote.Origin;
instrument.TimeSpan = quote.Timestamp.ToShortTimeString();
instrument.PriceType = quote.PriceType;
instrument.AutoAdjustPoints = quote.AutoAdjustPoints1;
instrument.AutoAdjustPoints2 = quote.AutoAdjustPoints2;
instrument.AutoAdjustPoints3 = quote.AutoAdjustPoints3;
instrument.AutoAdjustPoints4 = quote.AutoAdjustPoints4;
instrument.SpreadPoints = quote.SpreadPoints1;
instrument.SpreadPoints2 = quote.SpreadPoints2;
instrument.SpreadPoints3 = quote.SpreadPoints3;
instrument.SpreadPoints4 = quote.SpreadPoints4;
instrument.MaxAuotAdjustPoints = quote.MaxAuotAdjustPoints;
instrument.MaxSpreadPoints = quote.MaxSpreadPoints;
instrument.IsOriginHiLo = quote.IsOriginHiLo;
instrument.IsAutoFill = quote.IsAutoFill;
instrument.IsPriceEnabled = quote.IsPriceEnabled;
instrument.IsAutoEnablePrice = quote.IsAutoEnablePrice;
instrument.OrderTypeMask = quote.OrderTypeMask;
instrument.AcceptLmtVariation = quote.AcceptLmtVariation;
instrument.AutoDQMaxLot = quote.AutoDQMaxLot;
instrument.AlertVariation = quote.AlertVariation;
instrument.DqQuoteMinLot = quote.DqQuoteMinLot;
instrument.MaxDQLot = quote.MaxDQLot;
instrument.NormalWaitTime = quote.NormalWaitTime;
instrument.AlertWaitTime = quote.AlertWaitTime;
instrument.MaxOtherLot = quote.MaxOtherLot;
instrument.CancelLmtVariation = quote.CancelLmtVariation;
instrument.MaxMinAdjust = quote.MaxMinAdjust;
instrument.PenetrationPoint = quote.PenetrationPoint;
instrument.PriceValidTime = quote.PriceValidTime;
instrument.AutoCancelMaxLot = quote.AutoCancelMaxLot;
instrument.AutoAcceptMaxLot = quote.AutoAcceptMaxLot;
return instrument;
}
internal void UpdateOverridedQuotation(ExchangeQuotation exchangeQuotation)
{
if (exchangeQuotation.InstruemtnId == this.Instrument.Id)
{
this.PriceTrend = this.GetPriceTrend(double.Parse(exchangeQuotation.Ask), double.Parse(this.Ask));
this.Ask = exchangeQuotation.Ask;
this.Bid = exchangeQuotation.Bid;
this.Origin = exchangeQuotation.Origin;
}
}
internal void UpdateOverridedQuotation(ExchangeQuotation exchangeQuotation)
{
if (exchangeQuotation.InstruemtnId == this.Instrument.Id)
{
if (this.BuySell == BuySell.Buy)
{
this.MarketPriceTrend = this.GetPriceTrend(double.Parse(exchangeQuotation.Ask), double.Parse(this.Ask));
}
else
{
this.MarketPriceTrend = this.GetPriceTrend(double.Parse(exchangeQuotation.Bid), double.Parse(this.Bid));
}
this.Ask = exchangeQuotation.Ask;
this.Bid = exchangeQuotation.Bid;
this.UpdateMarketPrice(this.BuySell == BuySell.Buy);
}
}
