public void UpdateOrInsert(int prec, decimal price, decimal amount,
ref CCmdStockChange cmd, ref Direction dir)
{
dir = (amount > 0) ? Direction.Down : Direction.Up;
decimal amountAbs = Math.Abs(amount);
cmd.Volume = CUtilConv.GetIntVolume(amountAbs, _decimalVolume);
for (int i = 0; i < _store[prec][dir].Count; i++)
{
if (_store[prec][dir][i].Price == price)
{
_store[prec][dir][i].Amount = amountAbs;
Log(prec, String.Format("{0} price={1} amount={2}", "==> update", price, amountAbs));
//2018-06-27 perfomance
// PrintStock(prec);
cmd.Code = EnmStockChngCodes._04_Update;
return;
}
}
//cmd.Code = dir
Log(prec, String.Format("{0} price={1} amount={2}", "==> add", price, amountAbs));
_store[prec][dir].Add(new CBfxStockRec {
Price = price, Amount = Math.Abs(amountAbs)
});
Sort(prec, dir);
cmd.Code = EnmStockChngCodes._02_Add;
//2018-06-27 perfomance
//PrintStock(prec);
/* CBfxStockRec rec = this[dir].Find(el => el.Price == price);
* if (rec == null)
* {
* Log(String.Format("{0} price={1} amount={2}", "==> add", price, amount));
* this[dir].Add(new CBfxStockRec { Price = price, Amount = Math.Abs(amount) });
* Sort(dir);
* }
* else
* {
* Log(String.Format("{0} price={1} amount={2}", "==> update", price, amount));
*
* rec.Amount = Math.Abs(amount);
* }
*/
}
private void UpdateClientStockOneDir(Direction dir,
int precision, CCmdStockChange cmdSockChange)
{
lock (_outStock)
{
for (int j = 0; j < _store[precision][dir].Count; j++)
{
try
{
_outStock[dir][precision][j].Price = _store[precision][dir][j].Price;
_outStock[dir][precision][j].Volume = CUtilConv.GetIntVolume(_store[precision][dir][j].Amount, _decimalVolume);
}
catch (Exception exc)
{
_client.Error("CbfxStockStor.UpdateClientStockOneDir", exc);
}
}
for (int i = _store[precision][dir].Count;
i < _outStock.Count - _store[precision][dir].Count; i++)
{
_outStock[dir][precision][i].Price = 0;
_outStock[dir][precision][i].Volume = 0;
}
_outStock.InpCmdStockChange[dir][precision] = cmdSockChange;
_outStock.UpdateBidAsk();
_client.UpdateClientStockOneDir(_instrument, dir, precision, _outStock);
}
}
public void Update(int prec, decimal price, long count, decimal amount)
{
_perf.UpdStart();
Direction dir = Direction.Up;
CCmdStockChange cmd = new CCmdStockChange
{
Price = price
};
if (count > 0)
{
// if (count == 1)
// System.Threading.Thread.Sleep(0);
UpdateOrInsert(prec, price, amount, ref cmd, ref dir);
}
else if (count == 0)
{
dir = (amount == 1) ? Direction.Down : Direction.Up;
_store[prec][dir].RemoveAll(el => el.Price == price);
Log(prec, String.Format("{0} price={1} dir={2}", "==> remove", price, dir));
//2018-06-27 perfomance
PrintStock(prec);
cmd.Code = EnmStockChngCodes._03_Remove;
}
UpdateClientStockOneDir(dir, prec, cmd);
_perf.UpdEnd(prec);
}
private void UpdateClientStockBothDir(int precision, CCmdStockChange cmdSockChange)
{
lock (_outStock)
{
foreach (Direction dir in Enum.GetValues(typeof(Direction)))
{
for (int j = 0; j < _store[precision][dir].Count; j++)
{
try
{
_outStock[dir][precision][j].Price = _store[precision][dir][j].Price;
_outStock[dir][precision][j].Volume = CUtilConv.GetIntVolume(_store[precision][dir][j].Amount, _decimalVolume);
}
catch (Exception exc)
{
_client.Error("CbfxStockStor.UpdateClientStockBothDir", exc);
}
}
}
_outStock.InpCmdStockChange[Direction.Up][precision] = cmdSockChange;
_outStock.InpCmdStockChange[Direction.Down][precision] = cmdSockChange;
}
_outStock.UpdateBidAsk();
_client.UpdateCleintStockBothDir(_instrument, precision, _outStock);
}