internal void SetQuotation(QuotationsMessage message)
{
foreach (GeneralQuotation generalQuotation in message.Quotations)
{
VmInstrument vmInstrument = this._Instruments.SingleOrDefault(i => i.Id == generalQuotation.InstrumentId);
if (vmInstrument != null)
{
vmInstrument.SetQuotation(generalQuotation, vmInstrument.DecimalPlace);
}
}
}
public void Initialize()
{
try
{
//if (this._MetadataNotLoaded)
//{
ConfigMetadata metadata = ConsoleClient.Instance.GetConfigMetadata();
this._QuotationSources.Clear();
foreach (var source in metadata.QuotationSources.Values)
{
this._QuotationSources.Add(new VmQuotationSource(source));
}
this._Instruments.Clear();
foreach (var instrument in metadata.Instruments.Values)
{
VmInstrument vmInstrument = new VmInstrument(instrument);
if (instrument.IsDerivative)
{
vmInstrument.VmDerivativeRelation = new VmDerivativeRelation(metadata.DerivativeRelations[instrument.Id]);
}
else
{
foreach (Dictionary <string, InstrumentSourceRelation> dict in metadata.InstrumentSourceRelations.Values)
{
var relation = dict.Values.SingleOrDefault(r => r.InstrumentId == instrument.Id);
if (relation != null)
{
VmQuotationSource vmQuotationSource = this._QuotationSources.Single(s => s.Id == relation.SourceId);
vmInstrument.SourceRelations.Add(new VmInstrumentSourceRelation(relation, vmInstrument, vmQuotationSource));
}
}
if (!instrument.IsDerivative)
{
vmInstrument.VmPriceRangeCheckRule = new VmPriceRangeCheckRule(metadata.PriceRangeCheckRules[instrument.Id]);
if (metadata.WeightedPriceRules.ContainsKey(instrument.Id))
{
vmInstrument.VmWeightedPriceRule = new VmWeightedPriceRule(metadata.WeightedPriceRules[instrument.Id]);
}
else
{
vmInstrument.VmWeightedPriceRule = new VmWeightedPriceRule(new WeightedPriceRule());
}
}
}
// set quotation
GeneralQuotation generalQuotation;
if (metadata.LastQuotations.TryGetValue(instrument.Id, out generalQuotation))
{
vmInstrument.SetQuotation(generalQuotation, vmInstrument.DecimalPlace);
}
this._Instruments.Add(vmInstrument);
//}
//this._MetadataNotLoaded = false;
}
}
catch (Exception exception)
{
Logger.TraceEvent(TraceEventType.Error, "VmQuotationManager.LoadMetadata\r\n{0}", exception);
}
}
public void Initialize()
{
try
{
//if (this._MetadataNotLoaded)
//{
ConfigMetadata metadata = ConsoleClient.Instance.GetConfigMetadata();
this._QuotationSources.Clear();
foreach (var source in metadata.QuotationSources.Values)
{
this._QuotationSources.Add(new VmQuotationSource(source));
}
this._Instruments.Clear();
foreach (var instrument in metadata.Instruments.Values)
{
VmInstrument vmInstrument = new VmInstrument(instrument);
if (instrument.IsDerivative)
{
vmInstrument.VmDerivativeRelation = new VmDerivativeRelation(metadata.DerivativeRelations[instrument.Id]);
}
else
{
foreach (Dictionary<string, InstrumentSourceRelation> dict in metadata.InstrumentSourceRelations.Values)
{
var relation = dict.Values.SingleOrDefault(r => r.InstrumentId == instrument.Id);
if (relation != null)
{
VmQuotationSource vmQuotationSource = this._QuotationSources.Single(s => s.Id == relation.SourceId);
vmInstrument.SourceRelations.Add(new VmInstrumentSourceRelation(relation, vmInstrument, vmQuotationSource));
}
}
if (!instrument.IsDerivative)
{
vmInstrument.VmPriceRangeCheckRule = new VmPriceRangeCheckRule(metadata.PriceRangeCheckRules[instrument.Id]);
if (metadata.WeightedPriceRules.ContainsKey(instrument.Id))
{
vmInstrument.VmWeightedPriceRule = new VmWeightedPriceRule(metadata.WeightedPriceRules[instrument.Id]);
}
else
{
vmInstrument.VmWeightedPriceRule = new VmWeightedPriceRule(new WeightedPriceRule());
}
}
}
// set quotation
GeneralQuotation generalQuotation;
if (metadata.LastQuotations.TryGetValue(instrument.Id, out generalQuotation))
{
vmInstrument.SetQuotation(generalQuotation, vmInstrument.DecimalPlace);
}
this._Instruments.Add(vmInstrument);
//}
//this._MetadataNotLoaded = false;
}
}
catch(Exception exception)
{
Logger.TraceEvent(TraceEventType.Error, "VmQuotationManager.LoadMetadata\r\n{0}", exception);
}
}