public MarketList this[ExchangeID exchange]
{
get
{
return((MarketList)this.Where(item => item.Value.ExchangeID == exchange));
}
}
public OrderList this[ExchangeID exchange]
{
get
{
return((OrderList)this.Where(item => item.Value.ExchangeID == exchange));
}
}
public PositionList this[ExchangeID exchange]
{
get
{
/*PositionList result = new PositionList();
* foreach (var list in this)
* {
* if (list.Value.ExchangeID == exchange)
* {
* result.TryAdd(list.Key, list.Value);
* }
* }
* return result;*/
return((PositionList)this.Where(item => item.Value.ExchangeID == exchange));
}
}
private void GetFuturesByExchange(ExchangeID exID)
{
List <FutureContractItem> futureItems = new List <FutureContractItem>();
var futures = FuturesRepositry.Instance.GetFuturesByExchange(exID);
Random rand = new Random();
foreach (var f in futures)
{
futureItems.Add(new FutureContractItem()
{
FutureCode = f.Id,
FutureName = f.Name,
Last = rand.Next(1000, 2000)
});
}
xamGridAvailContracts.ItemsSource = futureItems;
}
public int RequestExchangeInstruments(ExchangeID exchangeID, InstrumentType insType)
{
CLRDFITCExchangeInstrumentField reqext = new CLRDFITCExchangeInstrumentField();
reqext.accountID = AccountID;
reqext.lRequestID = RequestID;
reqext.exchangeID = exchangeID.ToString();
switch (insType)
{
case InstrumentType.Futures:
reqext.instrumentType = (int)CLRDFITCInstrumentType.COMM_TYPE;
break;
case InstrumentType.Options:
reqext.instrumentType = (int)CLRDFITCInstrumentType.OPT_TYPE;
break;
default:
return(-1);
}
return(clrXspeedTradeApi.ReqQryExchangeInstrument(reqext));
}
private void Load(string path)
{
try
{
XElement futuresDoc = XElement.Load(path);
var exchanges = futuresDoc.Elements("exchange");
foreach (var exElem in exchanges)
{
string exId = exElem.Attribute("Id").Value;
ExchangeID exch = (ExchangeID)Enum.Parse(typeof(ExchangeID), exId);
string exName = exElem.Attribute("Name").Value;
ExchangeInfo exInfo = new ExchangeInfo();
exInfo.ID = exch;
exInfo.Name = exName;
_exchanges.Add(exInfo);
var fuElems = exElem.Elements("future");
foreach (var futureElem in fuElems)
{
string fID = futureElem.Attribute("Id").Value;
string fName = futureElem.Attribute("Name").Value;
Future f = new Future();
f.Id = fID;
f.Name = fName;
f.ExchangeID = exch;
f.ExchName = exName;
_futuresList.Add(f);
}
}
}
catch (System.Exception ex)
{
LogManager.Logger.Error(ex.Message);
}
}
public IEnumerable <Future> GetFuturesByExchange(ExchangeID exId)
{
return(from f in _futuresList where f.ExchangeID == exId select f);
}
public int RequestExchangeInstruments(ExchangeID exchangeID, InstrumentType insType)
{
throw new NotImplementedException();
}
