internal void UpdateBestBuySell(Quotation newQuotation)
{
bool isNormal = this._Instrument.IsNormal;
BSStatus bSStatus = this.BSStatus;
this.Origin = newQuotation.Origin;
if (this._BSStatus == BSStatus.Both)
{
this._BestBuyString = this.Ask;
this._BestSellString = this.Bid;
this.BestBuy = this.BestSell = this.GetBestBuySellString(this.Ask, this.Bid);
this.AnswerPrice = this.BestBuy;
}
else
{
if (this._Instrument.IsNormal ^ (this._BSStatus == BSStatus.Buy))
{
this.BestBuy = newQuotation.Bid;
this.AnswerPrice = this.BestSell;
}
else
{
this.BestSell = newQuotation.Ask;
this.AnswerPrice = this.BestBuy;
}
}
}
public QuoteQuotation(Quotation quotation)
: this()
{
this.Ask = quotation.Ask;
this.Bid = quotation.Bid;
this.High = quotation.High;
this.InstrumentId = quotation.InstrumentId;
this.LastConfirmOrigin = quotation.LastConfirmOrigin;
this.Low = quotation.Low;
this.Origin = quotation.Origin;
}
public static Quotation Create(double adjust, double origin, int numeratorUnit,
int denominator, int autoPoint, int spread)
{
string validInt = @"^-?\d+$";
Price originPrice;
if (Regex.IsMatch(adjust.ToString(), validInt))
{
originPrice = Price.CreateInstance(origin, numeratorUnit, denominator);
originPrice = Price.Adjust(originPrice, (int)adjust);
}
else
{
originPrice = Price.CreateInstance(adjust, numeratorUnit, denominator);
}
Quotation baseQuotation = new Quotation();
if (originPrice != null)
{
baseQuotation.Origin = originPrice.ToPriceEntity().normalizedPrice;
baseQuotation.Bid = (originPrice + autoPoint).ToPriceEntity().normalizedPrice;
baseQuotation.Ask = (originPrice + autoPoint + spread).ToPriceEntity().normalizedPrice;
}
return baseQuotation;
}
public static Quotation Create(string quotationString)
{
Quotation baseQuotation = new Quotation();
string[] contents = quotationString.Split('|');
if (contents.Length == 6)
{
Guid instrumentId;
if (Guid.TryParse(contents[0], out instrumentId))
{
baseQuotation.InstrumentId = instrumentId;
}
baseQuotation.Origin = contents[1];
baseQuotation.LastConfirmOrigin = contents[2];
baseQuotation.Bid = contents[3];
baseQuotation.Ask = contents[4];
long ticks;
if (long.TryParse(contents[5], out ticks))
{
baseQuotation.TimeStamp = new DateTime(ticks);
}
}
return baseQuotation;
}
