public void Initialize(SettingSet settingSet)
{
try
{
if (settingSet.Orders != null)
{
foreach (CommonOrder commonOrder in settingSet.Orders)
{
commonOrder.ExchangeCode = this._ExchangeCode;
this.InitializeOrder(commonOrder);
}
}
}
catch (Exception ex)
{
Logger.TraceEvent(System.Diagnostics.TraceEventType.Error, "ExchangeTradingManager.Initialize.\r\n{0}", ex.ToString());
}
}
private List<ExchangeQuotation> InitExchangeQuotation(SettingSet set)
{
try
{
List<ExchangeQuotation> quotations = new List<ExchangeQuotation>();
foreach (Manager.Common.Settings.QuotePolicyDetail item in set.QuotePolicyDetails)
{
ExchangeQuotation quotation = new ExchangeQuotation(item);
quotation.QuotationPolicyCode = set.QuotePolicies.SingleOrDefault(q => q.Id == item.QuotePolicyId).Code;
quotation.InstrumentCode = set.Instruments.SingleOrDefault(i => i.Id == item.InstrumentId).Code;
quotation.OriginInstrumentCode = set.Instruments.SingleOrDefault(i => i.Id == item.InstrumentId).OriginCode;
Manager.Common.Settings.OverridedQuotation overridedQuotation = set.OverridedQuotations.SingleOrDefault(o => o.QuotePolicyId == item.QuotePolicyId && o.InstrumentId == item.InstrumentId);
if (overridedQuotation != null)
{
quotation.Ask = overridedQuotation.Ask;
quotation.Bid = overridedQuotation.Bid;
quotation.High = overridedQuotation.High;
quotation.Low = overridedQuotation.Low;
quotation.Origin = overridedQuotation.Origin;
quotation.Timestamp = overridedQuotation.Timestamp;
}
quotations.Add(quotation);
}
return quotations;
}
catch (Exception ex)
{
Manager.Common.Logger.TraceEvent(System.Diagnostics.TraceEventType.Error, "InitExchangeQuotation.\r\n{0}", ex.ToString());
return null;
}
}
