public void ProcessOverridedQuotation(OverridedQuotationMessage overridedQuotationMessage) { string exchangeCode = overridedQuotationMessage.ExchangeCode; if(!this._ExchangeQuotations.ContainsKey(exchangeCode))return; List<ExchangeQuotation> exchangeQuotations = this._ExchangeQuotations[exchangeCode]; foreach (OverridedQuotation quotation in overridedQuotationMessage.OverridedQs) { ExchangeQuotation exchangeQuotation = exchangeQuotations.SingleOrDefault(P => P.QuotationPolicyId == quotation.QuotePolicyID && P.InstruemtnId == quotation.InstrumentID); if (exchangeQuotation == null) continue; exchangeQuotation.Ask = quotation.Ask; exchangeQuotation.Bid = quotation.Bid; exchangeQuotation.High = quotation.High; exchangeQuotation.Low = quotation.Low; exchangeQuotation.Origin = quotation.Origin; //Update DQ UI Price if (this._ProcessInstantOrder.InstantOrderForInstrument != null) { this._ProcessInstantOrder.InstantOrderForInstrument.UpdateOverridedQuotation(exchangeQuotation); } } }
public void ProcessOverridedQuotation(OverridedQuotationMessage overridedQuotationMessage) { string exchangeCode = overridedQuotationMessage.ExchangeCode; if (!this.ExchangeSettingManagers.ContainsKey(exchangeCode)) return; Dictionary<Guid, Dictionary<Guid, ExchangeQuotation>> exchangeQuotations = this.ExchangeSettingManagers[exchangeCode].ExchangeQuotations; foreach (OverridedQuotation quotation in overridedQuotationMessage.OverridedQs) { ExchangeQuotation exchangeQuotation = exchangeQuotations[quotation.QuotePolicyID][quotation.InstrumentID]; if (exchangeQuotation == null) continue; exchangeQuotation.Ask = quotation.Ask; exchangeQuotation.Bid = quotation.Bid; exchangeQuotation.High = quotation.High; exchangeQuotation.Low = quotation.Low; exchangeQuotation.Origin = quotation.Origin; //Update DQ/Lmt UI Price if (this._ProcessInstantOrder.InstantOrderForInstrument != null) { this._ProcessInstantOrder.InstantOrderForInstrument.UpdateOverridedQuotation(exchangeQuotation); } if (this._ProcessLmtOrder.LmtOrderForInstrument != null) { this._ProcessLmtOrder.LmtOrderForInstrument.UpdateOverridedQuotation(exchangeQuotation); } if (this._MooMocOrderForInstrumentModel.MooMocOrderForInstruments.Count > 0) { foreach (MooMocOrderForInstrument mooMocOrderForInstrument in this._MooMocOrderForInstrumentModel.MooMocOrderForInstruments) { mooMocOrderForInstrument.UpdateOverridedQuotation(exchangeQuotation); } } } }