private void queryMarketData()
{
OkexFutureMarketData md = OkexFutureTrader.Instance.getMarketData(m_instrument, m_contract);
if (md != null)
{
MarketDataMgr.Instance.saveMarketData(m_instrument, m_contract, md);
}
}
protected double getCurSellPrice(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
OkexFutureMarketData md = MarketDataMgr.Instance.getMarketData(instrument, contract);
if (md != null)
{
return(md.sell);
}
return(0.0);
}
private void queryMarketData(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
OkexFutureMarketData md = OkexFutureTrader.Instance.getMarketData(instrument, contract);
if (md != null)
{
//saveMarketData(instrument, contract, ref md);
m_marketData[instrument][contract] = md;
}
}
//public void update()
//{
// foreach (var keyVal in m_subscribedContracts)
// {
// OkexFutureInstrumentType inst = keyVal.Key;
// foreach(var contract in keyVal.Value)
// {
// queryMarketData(inst, contract);
// queryDepthData(inst, contract);
// }
// }
//}
//private void queryMarketData(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
//{
// OkexFutureMarketData md = OkexFutureTrader.Instance.getMarketData(instrument, contract);
// if(md != null)
// {
// //saveMarketData(instrument, contract, ref md);
// m_marketData[instrument][contract] = md;
// }
//}
//private void queryDepthData(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
//{
// OkexFutureDepthData dd = OkexFutureTrader.Instance.getMarketDepthData(instrument, contract);
// if (dd != null)
// {
// //saveDepthData(instrument, contract, ref dd);
// m_depthData[instrument][contract] = dd;
// }
//}
public void saveMarketData(OkexFutureInstrumentType instrument, OkexFutureContractType contract, OkexFutureMarketData marketData)
{
if (!m_marketData.ContainsKey(instrument))
{
ConcurrentDictionary <OkexFutureContractType, OkexFutureMarketData> mdMap = new ConcurrentDictionary <OkexFutureContractType, OkexFutureMarketData>();
m_marketData.TryAdd(instrument, mdMap);
}
m_marketData[instrument][contract] = marketData;
}
protected double getCurPrice(OkexFutureInstrumentType instrument, OkexFutureContractType contract)
{
OkexFutureMarketData md = OkexFutureTrader.Instance.getMarketData(instrument, contract);
if (md != null)
{
//if(m_tradeDirection == OkexFutureTradeDirectionType.TT_Buy)
//{
// return md.sell;
//}
//else
//{
// return md.buy;
//}
return(md.last);
}
return(0.0);
}
public OkexFutureMarketData getMarketDataWithTimeLimit(OkexFutureInstrumentType instrument, OkexFutureContractType contract, long limitMillisec)
{
OkexFutureMarketData md = getMarketData(instrument, contract);
if (md == null)
{
return(null);
}
long curTimestamp = DateUtil.getCurTimestamp();
if (curTimestamp - md.receiveTimestamp - GlobalSetting.marketDataBias > limitMillisec)
{
return(null);
}
return(md);
}
