public static void ProcessMarketDataField(ThostFtdcDepthMarketDataField field)
{
var quotation = new Quotation(field);
int volume = 0;
Quotation preQuotation;
if (quotationDic.TryGetValue(quotation.InstrumentID, out preQuotation) && preQuotation.TradingDay == quotation.TradingDay)
{
volume = quotation.Volume - preQuotation.Volume;
}
quotationDic[quotation.InstrumentID] = quotation;
CandleCenter.ProcessQuotation(quotation, volume);
DataSaver.AddQuotation(quotation);
IQuotationReceiver[] receivers;
lock (subscribeDic)
{
List <IQuotationReceiver> receiverList;
if (!subscribeDic.TryGetValue(quotation.InstrumentID, out receiverList))
{
return;
}
receivers = receiverList.ToArray();
}
foreach (var item in receivers)
{
item.ProcessQuotation(quotation, volume);
}
}
