public VmWeightedPriceRule(WeightedPriceRule weightedPriceRule)
: base(weightedPriceRule)
{
this._WeightedPriceRule = weightedPriceRule;
}
public void Add(WeightedPriceRule rule)
{
this._Instruments.Single(i => i.Id == rule.Id).VmWeightedPriceRule = new VmWeightedPriceRule(rule);
}
public void Add(WeightedPriceRule rule)
{
this._Instruments.Single(i => i.Id == rule.Id).VmWeightedPriceRule = new VmWeightedPriceRule(rule);
}
internal static void GetQuotationMetadata(
Dictionary<string, QuotationSource> quotationSources,
Dictionary<int, Instrument> instruments,
//Dictionary<int, Dictionary<int, InstrumentSourceRelation>> instrumentSourceRelations,
Dictionary<int, Dictionary<string, InstrumentSourceRelation>> instrumentSourceRelations,
Dictionary<int, DerivativeRelation> derivativeRelations,
Dictionary<int, PriceRangeCheckRule> priceRangeCheckRules,
Dictionary<int, WeightedPriceRule> weightedPriceRules,
Dictionary<int, GeneralQuotation> lastQuotations
)
{
string sql = "dbo.GetInitialDataForQuotationManager";
DataAccess.GetInstance().ExecuteReader(sql, CommandType.StoredProcedure, delegate(SqlDataReader reader)
{
while (reader.Read())
{
QuotationSource quotationSource = new QuotationSource();
quotationSource.Id = (int)reader["Id"];
quotationSource.Name = (string)reader["Name"];
quotationSource.AuthName = (string)reader["AuthName"];
quotationSource.Password = (string)reader["Password"];
quotationSources.Add(quotationSource.Name, quotationSource);
}
reader.NextResult();
while (reader.Read())
{
Instrument instrument = new Instrument();
instrument.Id = (int)reader["Id"];
instrument.Code = (string)reader["Code"];
instrument.AdjustPoints = (int)reader["AdjustPoints"];
instrument.AdjustIncrement = (int)reader["AdjustIncrement"];
instrument.DecimalPlace = (int)reader["DecimalPlace"];
instrument.IsDerivative = (bool)reader["IsDerivative"];
instrument.InactiveTime = reader["InactiveTime"] == DBNull.Value ? null : (int?)reader["InactiveTime"];
instrument.UseWeightedPrice = reader["UseWeightedPrice"] == DBNull.Value ? null : (bool?)reader["UseWeightedPrice"];
instrument.IsSwitchUseAgio = reader["IsSwitchUseAgio"] == DBNull.Value ? null : (bool?)reader["IsSwitchUseAgio"];
instrument.AgioSeconds = reader["AgioSeconds"] == DBNull.Value ? null : (int?)reader["AgioSeconds"];
instrument.LeastTicks = reader["LeastTicks"] == DBNull.Value ? null : (int?)reader["LeastTicks"];
instrument.IsActive = true;
instruments.Add(instrument.Id, instrument);
}
reader.NextResult();
while (reader.Read())
{
InstrumentSourceRelation relation = new InstrumentSourceRelation();
relation.Id = (int)reader["Id"];
relation.SourceId = (int)reader["SourceId"];
relation.SourceSymbol = (string)reader["SourceSymbol"];
relation.InstrumentId = (int)reader["InstrumentId"];
relation.Inverted = (bool)reader["Inverted"];
relation.IsActive = (bool)reader["IsActive"];
relation.IsDefault = (bool)reader["IsDefault"];
relation.Priority = (int)reader["Priority"];
relation.SwitchTimeout = (int)reader["SwitchTimeout"];
relation.AdjustPoints = (int)reader["AdjustPoints"];
relation.AdjustIncrement = (int)reader["AdjustIncrement"];
//Dictionary<int, InstrumentSourceRelation> sources;
//if (!instrumentSourceRelations.TryGetValue(relation.InstrumentId, out sources))
//{
// sources = new Dictionary<int, InstrumentSourceRelation>();
// instrumentSourceRelations.Add(relation.InstrumentId, sources);
//}
//sources.Add(relation.SourceId, relation);
Dictionary<string, InstrumentSourceRelation> relations;
if (!instrumentSourceRelations.TryGetValue(relation.SourceId, out relations))
{
relations = new Dictionary<string, InstrumentSourceRelation>();
instrumentSourceRelations.Add(relation.SourceId, relations);
}
relations.Add(relation.SourceSymbol, relation);
}
reader.NextResult();
while (reader.Read())
{
DerivativeRelation derivativeRelation = new DerivativeRelation();
derivativeRelation.Id = (int)reader["InstrumentId"];
derivativeRelation.UnderlyingInstrument1Id = (int)reader["UnderlyingInstrument1Id"];
derivativeRelation.UnderlyingInstrument1IdInverted = (bool)reader["UnderlyingInstrument1IdInverted"];
derivativeRelation.UnderlyingInstrument2Id = reader["UnderlyingInstrument2Id"] == DBNull.Value ? null : (int?)reader["UnderlyingInstrument2Id"];
derivativeRelation.AskOperand1Type = (OperandType)(byte)reader["AskOperand1Type"];
derivativeRelation.AskOperator1Type = reader["AskOperator1Type"] == DBNull.Value ? null : (OperatorType?)(byte)reader["AskOperator1Type"];
derivativeRelation.AskOperand2Type = reader["AskOperand2Type"] == DBNull.Value ? null : (OperandType?)(byte)reader["AskOperand2Type"];
derivativeRelation.AskOperator2Type = (OperatorType)(byte)reader["AskOperator2Type"];
derivativeRelation.AskOperand3 = (decimal)reader["AskOperand3"];
derivativeRelation.BidOperand1Type = (OperandType)(byte)reader["BidOperand1Type"];
derivativeRelation.BidOperator1Type = reader["BidOperator1Type"] == DBNull.Value ? null : (OperatorType?)(byte)reader["BidOperator1Type"];
derivativeRelation.BidOperand2Type = reader["BidOperand2Type"] == DBNull.Value ? null : (OperandType?)(byte)reader["BidOperand2Type"];
derivativeRelation.BidOperator2Type = (OperatorType)(byte)reader["BidOperator2Type"];
derivativeRelation.BidOperand3 = (decimal)reader["BidOperand3"];
derivativeRelation.LastOperand1Type = (OperandType)(byte)reader["LastOperand1Type"];
derivativeRelation.LastOperator1Type = reader["LastOperator1Type"] == DBNull.Value ? null : (OperatorType?)(byte)reader["LastOperator1Type"];
derivativeRelation.LastOperand2Type = reader["LastOperand2Type"] == DBNull.Value ? null : (OperandType?)(byte)reader["LastOperand2Type"];
derivativeRelation.LastOperator2Type = (OperatorType)(byte)reader["LastOperator2Type"];
derivativeRelation.LastOperand3 = (decimal)reader["LastOperand3"];
derivativeRelations.Add(derivativeRelation.Id, derivativeRelation);
}
reader.NextResult();
while (reader.Read())
{
PriceRangeCheckRule priceRangeCheckRule = new PriceRangeCheckRule();
priceRangeCheckRule.Id = (int)reader["InstrumentId"];
priceRangeCheckRule.DiscardOutOfRangePrice = (bool)reader["DiscardOutOfRangePrice"];
priceRangeCheckRule.OutOfRangeType = (OutOfRangeType)(byte)reader["OutOfRangeType"];
priceRangeCheckRule.ValidVariation = (int)reader["ValidVariation"];
priceRangeCheckRule.OutOfRangeWaitTime = (int)reader["OutOfRangeWaitTime"];
priceRangeCheckRule.OutOfRangeCount = (int)reader["OutOfRangeCount"];
priceRangeCheckRules.Add(priceRangeCheckRule.Id, priceRangeCheckRule);
}
reader.NextResult();
while(reader.Read())
{
WeightedPriceRule weightedPriceRule = new WeightedPriceRule();
weightedPriceRule.Id = (int)reader["InstrumentId"];
weightedPriceRule.Multiplier = (decimal)reader["Multiplier"];
weightedPriceRule.AskAskWeight = (int)reader["AskAskWeight"];
weightedPriceRule.AskBidWeight = (int)reader["AskBidWeight"];
weightedPriceRule.AskLastWeight = (int)reader["AskLastWeight"];
weightedPriceRule.BidAskWeight = (int)reader["BidAskWeight"];
weightedPriceRule.BidBidWeight = (int)reader["BidBidWeight"];
weightedPriceRule.BidLastWeight = (int)reader["BidLastWeight"];
weightedPriceRule.LastAskWeight = (int)reader["LastAskWeight"];
weightedPriceRule.LastBidWeight = (int)reader["LastBidWeight"];
weightedPriceRule.LastLastWeight = (int)reader["LastLastWeight"];
weightedPriceRule.AskAverageWeight = (int)reader["AskAverageWeight"];
weightedPriceRule.BidAverageWeight = (int)reader["BidAverageWeight"];
weightedPriceRule.LastAverageWeight = (int)reader["LastAverageWeight"];
weightedPriceRule.AskAdjust = (decimal)reader["AskAdjust"];
weightedPriceRule.BidAdjust = (decimal)reader["BidAdjust"];
weightedPriceRule.LastAdjust = (decimal)reader["LastAdjust"];
weightedPriceRules.Add(weightedPriceRule.Id, weightedPriceRule);
}
reader.NextResult();
while (reader.Read())
{
GeneralQuotation lastQuotation = new GeneralQuotation();
lastQuotation.SourceId = (int)reader["SourceId"];
lastQuotation.InstrumentId = (int)reader["InstrumentId"];
lastQuotation.Timestamp = (DateTime)reader["Timestamp"];
lastQuotation.Ask = (double)reader["Ask"];
lastQuotation.Bid = (double)reader["Bid"];
lastQuotation.Last = reader["Last"] == DBNull.Value ? null : (double?)reader["Last"];
lastQuotation.High = reader["High"] == DBNull.Value ? null : (double?)reader["High"];
lastQuotation.Low = reader["Low"] == DBNull.Value ? null : (double?)reader["Low"];
lastQuotations.Add(lastQuotation.InstrumentId, lastQuotation);
}
});
}
public static void AddMetadataObject(WeightedPriceRule entity)
{
string sql = "INSERT WeightedPriceRule(InstrumentId,Multiplier,AskAskWeight,AskBidWeight,AskLastWeight,BidAskWeight,BidBidWeight,BidLastWeight,LastAskWeight,LastBidWeight,LastLastWeight,AskAverageWeight,BidAverageWeight,LastAverageWeight,AskAdjust,BidAdjust,LastAdjust) ";
sql += "VALUES (@instrumentId,@multiplier,@askAskWeight,@askBidWeight,@askLastWeight,@bidAskWeight,@bidBidWeight,@bidLastWeight,@lastAskWeight,@lastBidWeight,@lastLastWeight,@askAverageWeight,@bidAverageWeight,@lastAverageWeight,@askAdjust,@bidAdjust,@lastAdjust);SELECT SCOPE_IDENTITY()";
DataAccess.GetInstance().ExecuteScalar(sql, CommandType.Text,
new SqlParameter("@instrumentId", entity.Id),
new SqlParameter("@multiplier", entity.Multiplier),
new SqlParameter("@askAskWeight", entity.AskAskWeight),
new SqlParameter("@askBidWeight", entity.AskBidWeight),
new SqlParameter("@askLastWeight", entity.AskLastWeight),
new SqlParameter("@bidAskWeight", entity.BidAskWeight),
new SqlParameter("@bidBidWeight", entity.BidBidWeight),
new SqlParameter("@bidLastWeight", entity.BidLastWeight),
new SqlParameter("@lastAskWeight", entity.LastAskWeight),
new SqlParameter("@lastBidWeight", entity.LastBidWeight),
new SqlParameter("@lastLastWeight", entity.LastLastWeight),
new SqlParameter("@askAverageWeight", entity.AskAverageWeight),
new SqlParameter("@bidAverageWeight", entity.BidAverageWeight),
new SqlParameter("@lastAverageWeight", entity.LastAverageWeight),
new SqlParameter("@askAdjust", entity.AskAdjust),
new SqlParameter("@bidAdjust", entity.BidAdjust),
new SqlParameter("@lastAdjust", entity.LastAdjust));
}
public void AddMetadataObject(WeightedPriceRule weightedPriceRule)
{
this._ConfigMetadata.WeightedPriceRules.Add(weightedPriceRule.Id, weightedPriceRule);
}
