internal void EmitQuoteTrade(object sender, UpdateMessageEventArgs args)
{
IQFeedDataRequestRecord rr = htL1WatchedSymbols[args.Message.Symbol] as IQFeedDataRequestRecord;
/*
* if (SmartQuant.TraceLevel.Verbose == trace) {
* string s;
* s = string.Format(" sym='{0}',lst='{1}',vol='{2}',bid='{3}',ask='{4}',bsz='{5}',asz='{6}',typ='{7}'",
* args.Message.Symbol, args.Message.Last, args.Message.LastSize,
* args.Message.Bid, args.Message.Ask, args.Message.BidSize, args.Message.Type );
* Console.WriteLine(s);
* }
*/
switch (args.Message.Type)
{
case "a":
case "b":
if (null != NewQuote)
{
QuoteEventArgs q = new QuoteEventArgs(
new Quote(
rr.GetUniqueTimeStamp(),
args.Message.Bid,
args.Message.BidSize,
args.Message.Ask,
args.Message.AskSize),
rr.instrument, this);
NewQuote(this, q);
}
break;
case "t":
case "T":
Trade trade = new Trade(
rr.GetUniqueTimeStamp(),
args.Message.Last,
args.Message.LastSize);
if (null != NewTrade)
{
TradeEventArgs t = new TradeEventArgs(trade, rr.instrument, this);
NewTrade(this, t);
}
if (null != factory)
{
factory.OnNewTrade(rr.instrument, trade);
}
break;
case "o":
break;
default:
break;
}
}
private void EmitNewTradeEvent(IFIXInstrument instrument, Trade trade)
{
if (NewTrade != null)
{
NewTrade(this, new TradeEventArgs(trade, instrument, this));
}
if (factory != null)
{
factory.OnNewTrade(instrument, trade);
}
}
private void EmitNewTradeEvent(IFIXInstrument instrument, Trade trade)
{
if (this.MarketDataFilter != null)
{
trade = this.MarketDataFilter.FilterTrade(trade, instrument.Symbol);
}
if (trade != null)
{
if (NewTrade != null)
{
NewTrade(this, new TradeEventArgs(trade, instrument, this));
}
if (factory != null)
{
factory.OnNewTrade(instrument, trade);
}
}
}
private void EmitNewTradeEvent(IFIXInstrument instrument, SmartQuant.Data.Trade trade)
{
if (trade == null)
{
return;
}
if (instrument == null)
{
throw new ArgumentException("合约不存在,请检查是否创建了合约");
}
var NewTradeDelegate = (MulticastDelegate)NewTradeField.GetValue(marketDataProvider);
foreach (Delegate dlg in NewTradeDelegate.GetInvocationList())
{
dlg.Method.Invoke(dlg.Target, new object[] { marketDataProvider, new TradeEventArgs(trade, instrument, marketDataProvider) });
}
if (factory != null)
{
factory.OnNewTrade(instrument, trade);
}
}