public override void DoWork(OverridedQ[] item)
{
QuotationBulk bulk = new QuotationBulk(item);
TradingSetting.Default.DoParallelForAccounts(a => a.UpdateQuotation(bulk));
TradingSetting.Default.DoParallelForAccounts(a => a.Hit(bulk));
MarketManager.Default.UpdateQuotation(bulk);
PriceAlert.Manager.Default.SetQuotation(item);
}
internal void SetQuotation(QuotationBulk quotationBulk)
{
lock (_mutex)
{
Parallel.ForEach(_accounts.Values, account =>
{
account.UpdateQuotation(quotationBulk);
});
}
}
internal AccountClass.Instrument CreateInstrument(Account owner, Guid id, QuotationBulk initQuotation)
{
var settingInstrument = Settings.Setting.Default.GetInstrument(id);
if (settingInstrument.Category == iExchange.Common.InstrumentCategory.Physical)
{
return(_physicalServiceFactory.Value.CreateInstrument(owner, id, initQuotation));
}
else
{
return(_generalServiceFactory.Value.CreateInstrument(owner, id, initQuotation));
}
}
public void UpdateQuotation(QuotationBulk quotationBulk)
{
lock (_mutex)
{
foreach (var eachInstrument in _instruments.Values)
{
QuotePolicy2QuotationDict dict;
if (quotationBulk.TryGetValue(eachInstrument.Id, out dict))
{
eachInstrument.UpdateQuotation(quotationBulk);
}
}
}
}
internal bool UpdateQuotationAndCheckIsRiskRised(QuotationBulk bulk, Quotation quotation, DateTime baseTime)
{
Quotation lastQuotation = this.GetQuotation(_account);
_bulk = bulk;
if (lastQuotation != null)
{
QuotationTrend trend = quotation.CalculateTrend(lastQuotation);
if ((_instrument.TotalBuyQuantity > _instrument.TotalSellQuantity && trend == QuotationTrend.Down) ||
(_instrument.TotalSellQuantity > _instrument.TotalBuyQuantity && trend == QuotationTrend.Up))
{
return(true);
}
return(false);
}
return(true);
}
internal void HitOrders(Agent.AccountClass.Instrument instrument, QuotationBulk bulk)
{
foreach (var eachOrder in instrument.WaitingForHitOrders)
{
Quotation quotation;
if (bulk.TryGetQuotation(instrument.Id, eachOrder.Owner.SubmitorQuotePolicyProvider, out quotation))
{
this.HitPlacedOrder(eachOrder, quotation);
}
}
foreach (Order eachOrder in instrument.ExecutedAndHasPositionOrders)
{
Quotation quotation;
if (bulk.TryGetQuotation(instrument.Id, _account, out quotation))
{
this.HitExecutedOrder(eachOrder, quotation);
}
}
}
internal Instrument(Account owner, Guid id, QuotationBulk initQuotation, InstrumentServiceFactory factory)
: base("Instrument", 15)
{
_owner = owner;
this.Id = id;
this.QuotationBulk = initQuotation;
_orderCollector = new Lazy <OrderCollector>(() => factory.CreateOrderCollector(this));
_lotCalculator = new Lazy <LotCalculator>(() => factory.CreateLotCalculator(this));
_calculator = new Lazy <InstrumentCalculator>(() => factory.CreateInstrumentCalculator(this));
_riskRawData = new RiskData(null);
_cuttingFee = new CuttingFee(this);
_lastResetDay = BusinessItemFactory.Create <DateTime?>("LastResetDay", null, PermissionFeature.Sound, this);
_id = BusinessItemFactory.Create("ID", id, PermissionFeature.Key, this);
_accountId = BusinessItemFactory.Create("AccountID", owner.Id, PermissionFeature.Key, this);
_resetItemHistoryDict = new BusinessRecordDictionary <DateTime, InstrumentResetItem>("ResetItemHistory", this);
_currencyRate = this.DoGetCurrencyRate(null);
_waitingForHitOrders = new CacheData <List <Order> >(_orderCollector.Value.CollectWaitingForHitOrders);
_executedAndHasPositionOrders = new CacheData <List <Order> >(_orderCollector.Value.CollectExecutedAndHasPositionOrders);
_totalBuyQuantity = new CacheData <decimal>(_lotCalculator.Value.CalculateBuyQuantity);
_TotalSellQuantity = new CacheData <decimal>(_lotCalculator.Value.CalculateSellQuantity);
_quotationManager = new QuotationManager(owner, this, initQuotation);
}
internal bool UpdateQuotationAndCheckIsRiskRised(QuotationBulk bulk, Quotation quotation, DateTime baseTime)
{
return(_quotationManager.UpdateQuotationAndCheckIsRiskRised(bulk, quotation, baseTime));
}
internal QuotationManager(Account account, Instrument instrument, QuotationBulk bulk)
{
_account = account;
_instrument = instrument;
_bulk = bulk;
}
internal override Instrument CreateInstrument(Account owner, Guid id, QuotationBulk initQuotation)
{
return(new PhysicalInstrument(owner, id, initQuotation, this));
}
internal abstract Instrument CreateInstrument(Account owner, Guid id, QuotationBulk initQuotation);
internal PhysicalInstrument(Account owner, Guid id, QuotationBulk initQuotation, InstrumentServiceFactory factory)
: base(owner, id, initQuotation, factory)
{
_physicalLotCalculator = this.LotCalculator as PhysicalLotCalculator;
_physicalInstrumentCalculator = this.Calculator as PhysicalInstrumentCalculator;
}
public void UpdateQuotation(QuotationBulk bulk)
{
_bulk = bulk;
}