public void RebuildStock(string isin, CStockClass scDest)
{
lock (scDest.Locker)
{
RebuildOneDir(isin, Direction.Up, scDest);
RebuildOneDir(isin, Direction.Down, scDest);
scDest.LstStockConf = new List <CStockConf>(LstStockConf);
if (!scDest.IsInit)
{
scDest.IsInit = true;
}
}
}
public void Copy(string isin, CStockClass scDest)
{
//scDist.StockList[0].Clear();
//scDist.StockList[1].Clear();
lock (scDest.Locker)
{
if (scDest.StockListBids == null)
{
scDest.StockListBids = new Dictionary <int, List <CStock> >();
}
if (scDest.StockListAsks == null)
{
scDest.StockListAsks = new Dictionary <int, List <CStock> >();
}
scDest.Isin = isin;
//TODO use buffer copy
scDest.StockListBids.Clear();
scDest.StockListAsks.Clear();
foreach (var kvp in StockListBids)
{
int precision = kvp.Key;
if (!scDest.StockListBids.ContainsKey(precision))
{
scDest.StockListBids[precision] = new List <CStock>();
}
//2018-07-03
if (StockListBids.ContainsKey(precision))
{
foreach (CStock sc in StockListBids[precision])
{
scDest.StockListBids[precision].Add((CStock)sc.Copy());
}
}
}
foreach (var kvp in StockListAsks)
{
int precision = kvp.Key;
if (!scDest.StockListAsks.ContainsKey(precision))
{
scDest.StockListAsks[precision] = new List <CStock>();
}
//2018-07-03
if (StockListAsks.ContainsKey(precision))
{
foreach (CStock sc in StockListAsks[precision])
{
scDest.StockListAsks[precision].Add((CStock)sc.Copy());
}
}
}
scDest.LstStockConf = new List <CStockConf>(LstStockConf);
}
}
/// <summary>
/// Build stock depend on input data. If stock recieved -
/// do copy stock. If stock ecmpty - build using command queue.
/// </summary>
private void RebuildOneDir(string instr, Direction dir,
CStockClass scDest)
{
Dictionary <int, List <CStock> > srcStockList; //= null;
Dictionary <int, List <CStock> > destStockList; // = null;
//Set working stock depend on direction.
//If destination no exist do create
if (dir == Direction.Down)
{
if (scDest.StockListBids == null)
{
scDest.StockListBids = new Dictionary <int, List <CStock> >();
}
srcStockList = StockListBids;
destStockList = scDest.StockListBids;
}
else
{
if (scDest.StockListAsks == null)
{
scDest.StockListAsks = new Dictionary <int, List <CStock> >();
}
srcStockList = StockListAsks;
destStockList = scDest.StockListAsks;
}
scDest.Isin = instr;
// for each precision
foreach (var kvp in srcStockList)
{
int prec = kvp.Key;
//Case 1: stock is no empty - do copy
if (srcStockList[prec] != null)
{
if (!destStockList.ContainsKey(prec))
{
destStockList[prec] = new List <CStock>();
}
destStockList[prec].Clear();
int i = 0;
for (i = 0; i < srcStockList[prec].Count; i++)
{
CStock sc = srcStockList[prec][i];
destStockList[prec].Add((CStock)sc.Copy());
}
}
else //Case 2: stock is empty do build stock using command queue
{
if (!destStockList.ContainsKey(prec) ||
destStockList[prec] == null)
{
continue;
}
if (QueueCMDStockChng[dir][prec] == null)
{
continue;
}
foreach (var cmd in QueueCMDStockChng[dir][prec])
{
if (cmd.Code == EnmStockChngCodes._02_Add)
{
//find index for add to
int ind = destStockList[prec].FindIndex(el =>
(cmd.Price > el.Price && dir == Direction.Down) ||
(cmd.Price < el.Price && dir == Direction.Up) ||
el.Price == 0);
if (ind >= 0) //index forund - just insert at index
{
destStockList[prec].Insert(ind, new CStock {
Price = cmd.Price, Volume = cmd.Volume
});
}
else //not found add to the end of stock
{
destStockList[prec].Add(new CStock {
Price = cmd.Price, Volume = cmd.Volume
});
}
}
else if (cmd.Code == EnmStockChngCodes._03_Remove)
{
destStockList[prec].RemoveAll(el => el.Price == cmd.Price);
}
else if (cmd.Code == EnmStockChngCodes._04_Update)
{
var recs = destStockList[prec].FindAll(el => el.Price == cmd.Price);
if (recs != null)
{
recs.ForEach(r => r.Volume = cmd.Volume);
}
}
// scDest. _lstDtCMD.Add(DateTime.Now);
}
}
}
}
