private void Initialize(OriginQuotation quotation)
{
this.Ask = quotation.Ask;
this.Bid = quotation.Bid;
this.DealereID = quotation.DealereID;
this.FromDealer = quotation.FromDealer;
this.HasWatchOnlyQuotePolicies = quotation.HasWatchOnlyQuotePolicies;
this.High = quotation.High;
this.InstrumentID = quotation.InstrumentID;
this.IsProblematic = quotation.IsProblematic;
this.Low = quotation.Low;
this.Origin = quotation.Origin;
this.Timestamp = quotation.Timestamp;
this.TotalVolume = quotation.TotalVolume;
this.Volume = quotation.Volume;
}
internal void Merge(Token token, OverridedQuotation overridedQuotation, OriginQuotation originQuotation)
{
if (this.High.IsEmpty || decimal.Parse(overridedQuotation.Bid) >= decimal.Parse(this.High.OverridedQuotation.Bid))
{
if (!this.High.IsEmpty && this.Low.IsEmpty)
{
this.Low.OverridedQuotation = this.High.OverridedQuotation;
this.Low.OriginQuotation = this.High.OriginQuotation;
this.Low.Token = this.High.Token;
}
this.High.OverridedQuotation = overridedQuotation;
this.High.OriginQuotation = originQuotation;
this.High.Token = token;
if (!this.Last.IsEmpty && overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last.Clear();
}
}
else if (this.Low.IsEmpty || decimal.Parse(overridedQuotation.Bid) <= decimal.Parse(this.Low.OverridedQuotation.Bid))
{
this.Low.OverridedQuotation = overridedQuotation;
this.Low.OriginQuotation = originQuotation;
this.Low.Token = token;
if (!this.Last.IsEmpty && overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last.Clear();
}
}
else if (this.Last.IsEmpty || overridedQuotation.Timestamp >= this.Last.OverridedQuotation.Timestamp)
{
this.Last.OverridedQuotation = overridedQuotation;
this.Last.OriginQuotation = originQuotation;
this.Last.Token = token;
}
}
internal void Broadcast(Common.Token token, OriginQuotation[] originQs, OverridedQuotation[] overridedQs)
{
}
public void Reset(OriginQuotation quotation)
{
this.Initialize(quotation);
}
public OriginQ(OriginQuotation quotation)
{
this.Initialize(quotation);
}
internal QuotationForBroadcast MergeAndGetQuotationToBroadcast(Queue <QuotationForBroadcast> pendingQuotations)
{
if (pendingQuotations.Count > 0)
{
if (pendingQuotations.Count > 3)
{
string warning = string.Format("Too much {0} quotation wait for sending to TransactionServer", pendingQuotations.Count);
AppDebug.LogEvent("StateServer.QuotationBroadcastHelper", warning, EventLogEntryType.Warning);
}
foreach (QuotationForBroadcast pendingQuotation in pendingQuotations)
{
if (pendingQuotation.OverridedQuotations == null)
{
continue;
}
foreach (OverridedQuotation overridedQuotation in pendingQuotation.OverridedQuotations)
{
if (string.IsNullOrEmpty(overridedQuotation.Ask) || string.IsNullOrEmpty(overridedQuotation.Bid))
{
continue;
}
string mergedQuotationKey = overridedQuotation.InstrumentID.ToString() + overridedQuotation.QuotePolicyID.ToString();
MergedQuotation mergedQuotation = null;
if (!this.mergedQuotaions.TryGetValue(mergedQuotationKey, out mergedQuotation))
{
mergedQuotation = new MergedQuotation(overridedQuotation.InstrumentID, overridedQuotation.QuotePolicyID);
this.mergedQuotaions.Add(mergedQuotationKey, mergedQuotation);
}
OriginQuotation originQuotation = null;
if (pendingQuotation.OriginQuotations != null)
{
originQuotation = pendingQuotation.OriginQuotations.FirstOrDefault <OriginQuotation>(t => { return(t.InstrumentID == overridedQuotation.InstrumentID); });
}
mergedQuotation.Merge(pendingQuotation.Token, overridedQuotation, originQuotation);
}
}
}
List <OverridedQuotation> overridedQuotations = null;
List <OriginQuotation> originQuotations = null;
Token token = null;
foreach (MergedQuotation mergedQuotation in this.mergedQuotaions.Values)
{
QuotationPair pair = mergedQuotation.Fetch();
if (pair != null)
{
if (overridedQuotations == null)
{
overridedQuotations = new List <OverridedQuotation>();
}
overridedQuotations.Add(pair.OverridedQuotation);
if (token != null)
{
token = pair.Token;
}
if (pair.OriginQuotation != null)
{
if (originQuotations == null)
{
originQuotations = new List <OriginQuotation>();
}
if (!originQuotations.Contains(pair.OriginQuotation))
{
originQuotations.Add(pair.OriginQuotation);
}
}
}
}
if (overridedQuotations != null)
{
QuotationForBroadcast result = new QuotationForBroadcast();
result.OverridedQuotations = overridedQuotations.ToArray();
result.Token = token;
result.OriginQuotations = originQuotations == null ? null : originQuotations.ToArray();
return(result);
}
else
{
return(null);
}
}
