示例#1
0
文件: Program.cs 项目: hombrevrc/FDK
        static Quote Parse(string text)
        {
            var stream = new TextStream();

            stream.Initialize(text);
            var lrpQuote = stream.ReadQuote("quote");

            var bids = new QuoteEntry[lrpQuote.Bids.Length];
            var asks = new QuoteEntry[lrpQuote.Asks.Length];

            for (int index = 0; index < lrpQuote.Bids.Length; ++index)
            {
                bids[index] = new QuoteEntry(lrpQuote.Bids[index].Price, lrpQuote.Bids[index].Volume);
            }

            for (int index = 0; index < lrpQuote.Asks.Length; ++index)
            {
                asks[index] = new QuoteEntry(lrpQuote.Asks[index].Price, lrpQuote.Asks[index].Volume);
            }

            var result = new Quote(lrpQuote.Symbol, lrpQuote.CreatingTime, bids, asks);

            return(result);
        }