private static void NotifyOnInstrument(DynamicInstrument i)
{
if (OnInstrument != null)
{
OnInstrument(i);
}
}
public static void UpdateInstrument(QuikConnectionManager.DynamicInstrument obj)
{
try
{
var i = Instruments.First(k => k.Id == obj.Id);
i.Update(obj.LastPrice, obj.Volatility, obj.TheorPrice, 0, obj.Ask, obj.AskVol, obj.Bid, obj.BidVol);
if (i.Type == Entities.InstrumentType.Futures)
{
foreach (Entities.Instrument ins in Instruments)
{
if (ins.BaseContract == i.Code)
{
ins.SettlePrice = i.LastPrice;
}
}
}
if (Portfolios.Any(k => k.BaseCode == i.Code))
{
foreach (Entities.Portfolio p in Portfolios.Where(k => k.BaseCode == i.Code))
{
p.Refresh();
}
}
//i.LastPrice = obj.LastPrice;
//i.Volatility = obj.Volatility;
//i.TheorPrice = obj.TheorPrice;
//i.BestAsk = obj.Ask;
//i.BestAskVolume = obj.AskVol;
//i.BestBid = obj.Bid;
//i.BestBidVolume = obj.BidVol;
}
catch (SystemException e)
{
log.Error("Update for unknown instrument Id={0}", obj.Id);
}
}
static void ConnectionManager_OnInstrument(DynamicInstrument obj)
{
Console.WriteLine("Instrument update");
}
private static void NotifyOnInstrument(DynamicInstrument i)
{
if (OnInstrument != null)
{
OnInstrument(i);
}
}
