internal void Update(CommonOpenInterestSummary openInterestSummary)
        {
            this._Id = openInterestSummary.Id;
            this._InstrumentId = openInterestSummary.InstrumentId;
            this._Code = openInterestSummary.Code;
            this._GroupId = openInterestSummary.GroupId;
            this._GroupCode = openInterestSummary.GroupCode;
            this._AccountType = openInterestSummary.AccountType;
            this._MinNumeratorUnit = openInterestSummary.MinNumeratorUnit;
            this._MaxDenominator = openInterestSummary.MaxDenominator;
            this._BuyLot = openInterestSummary.BuyLot;
            this._BuyAvgPrice = openInterestSummary.BuyAvgPrice;
            this._BuyContractSize = openInterestSummary.BuyContractSize;
            this._SellLot = openInterestSummary.SellLot;
            this._SellAvgPrice = openInterestSummary.SellAvgPrice;
            this._SellContractSize = openInterestSummary.SellContractSize;
            this._NetLot = openInterestSummary.NetLot;
            this._NetAvgPrice = openInterestSummary.NetAvgPrice;
            this._NetContractSize = openInterestSummary.NetContractSize;

            this._BuyLotMultiplyAvgPriceSum = openInterestSummary.BuyLot * decimal.Parse(openInterestSummary.BuyAvgPrice);
            this._SellLotMultiplyAvgPriceSum = openInterestSummary.SellLot * decimal.Parse(openInterestSummary.SellAvgPrice);
            this._NetLotMultiplyAvgPriceSum = openInterestSummary.NetLot * decimal.Parse(openInterestSummary.NetAvgPrice);

            this.CreateEmptySummary();
        }
예제 #2
0
 public List <iExchange.Common.Manager.OpenInterestSummary> GetOpenInterestOrderSummary(iExchange.Common.Token token, Guid accountId, iExchange.Common.AccountType accountType, Guid[] instrumentIDs, string[] blotterCodeSelecteds)
 {
     throw new NotImplementedException();
 }