public QuotePolicy2QuotationDict GetQuotations(Guid instrumentId)
{
QuotePolicy2QuotationDict result = null;
this.TryGetValue(instrumentId, out result);
return(result);
}
internal bool TryGetValue(Guid instrumentId, out QuotePolicy2QuotationDict quotationList)
{
quotationList = null;
for (int i = 0; i < _instrument2QuotationsDict.Count; i++)
{
var eachItem = _instrument2QuotationsDict[i];
if (eachItem.Key.Equals(instrumentId))
{
quotationList = eachItem.Value;
return(true);
}
}
return(false);
}
internal bool TryGetQuotation(Guid instrumentId, IQuotePolicyProvider quotePolicyProvider, out Quotation quotation)
{
quotation = null;
QuotePolicy2QuotationDict quotations = null;
if (this.TryGetValue(instrumentId, out quotations))
{
quotation = quotePolicyProvider.Get <Quotation>(delegate(Guid id, out Quotation q)
{
return(quotations.TryGetValue(id, out q));
});
}
return(quotation != null);
}
private void Initialize(OverridedQ[] overridedQs)
{
_timeStamp = Market.MarketManager.Now;
foreach (OverridedQ eachOverridedQuotation in overridedQs)
{
Quotation quotation = Quotation.Create(eachOverridedQuotation);
if (quotation == null)
{
continue;
}
QuotePolicy2QuotationDict quotationList;
if (!this.TryGetValue(eachOverridedQuotation.InstrumentID, out quotationList))
{
quotationList = new QuotePolicy2QuotationDict();
_instrument2QuotationsDict.Add(new KeyValuePair <Guid, QuotePolicy2QuotationDict>(eachOverridedQuotation.InstrumentID, quotationList));
}
if (quotationList.ContainsKey(eachOverridedQuotation.QuotePolicyID))
{
throw new ApplicationException("Can't have more than one price for one instrument + quotepolicy in a batch of quotation");
}
quotationList.Add(eachOverridedQuotation.QuotePolicyID, quotation);
}
}
