public OverridedQuotation(Instrument instrument, QuotePolicyDetail quotePolicy, DataRow overridedQuotation)
{
this.modifyState = ModifyState.Unchanged;
this.quotePolicy = quotePolicy;
this.instrument = instrument;
this.timestamp = (DateTime)overridedQuotation["Timestamp"];
if (overridedQuotation["Origin"] != DBNull.Value)
{
this.origin = Price.CreateInstance((string)overridedQuotation["Origin"], instrument.NumeratorUnit, instrument.Denominator);
}
if (overridedQuotation["Ask"] != DBNull.Value)
{
this.ask = Price.CreateInstance((string)overridedQuotation["Ask"], instrument.NumeratorUnit, instrument.Denominator);
}
if (overridedQuotation["Bid"] != DBNull.Value)
{
this.bid = Price.CreateInstance((string)overridedQuotation["Bid"], instrument.NumeratorUnit, instrument.Denominator);
}
if (overridedQuotation["High"] != DBNull.Value)
{
this.high = Price.CreateInstance((string)overridedQuotation["High"], instrument.NumeratorUnit, instrument.Denominator);
}
if (overridedQuotation["Low"] != DBNull.Value)
{
this.low = Price.CreateInstance((string)overridedQuotation["Low"], instrument.NumeratorUnit, instrument.Denominator);
}
this.dealerID = (Guid)overridedQuotation["DealerID"];
if (overridedQuotation.Table.Columns.Contains("Volume") && overridedQuotation["Volume"] != DBNull.Value)
{
this.volume = (string)overridedQuotation["Volume"];
}
if (overridedQuotation.Table.Columns.Contains("TotalVolume") && overridedQuotation["TotalVolume"] != DBNull.Value)
{
this.totalVolume = (string)overridedQuotation["TotalVolume"];
}
}
public void Dispose()
{
QuotePolicyDetail[] quotePolicys = new QuotePolicyDetail[this.quotePolicyDetails.Count];
this.quotePolicyDetails.CopyTo(quotePolicys);
//Remove all cross references
foreach (QuotePolicyDetail quotePolicy in quotePolicys)
{
quotePolicy.Dispose();
}
}
//Changed for emperor 2004-12-22
public OverridedQuotation(Instrument instrument, QuotePolicyDetail quotePolicy, OriginQuotation originQuotation)
{
this.modifyState = ModifyState.Added;
this.quotePolicy = quotePolicy;
this.instrument = instrument;
if (instrument.ExchangeSystem == ExchangeSystem.Bursa && originQuotation != null)
{
this.timestamp = originQuotation.Timestamp;
}
else
{
this.timestamp = DateTime.Now;
}
this.origin = instrument.LastOrigin;
this.volume = instrument.LastVolume;
this.totalVolume = instrument.LastTotalVolume;
//this.dealerID=instrument.DealerID;
this.dealerID = (originQuotation == null ? instrument.LastOfferDealerID : Guid.Empty);
//Changed for emperor 2004-12-22
if (quotePolicy.PriceType == PriceType.OriginEnable)
{
if (originQuotation != null) //Dealer not changed
{
Price bidBase = originQuotation.Bid;
Price askBase = originQuotation.Ask;
if (instrument.OriginQProcessed != null)
{
if (bidBase == null) bidBase = instrument.OriginQProcessed.Bid;
if (askBase == null) askBase = instrument.OriginQProcessed.Ask;
}
if (bidBase == null)
{
bidBase = askBase;
}
else if (askBase == null)
{
askBase = bidBase;
}
else if (askBase < bidBase)
{
askBase = bidBase;
}
this.bid = bidBase + quotePolicy.AutoAdjustPoints;
this.ask = askBase + quotePolicy.AutoAdjustPoints;
this.volume = originQuotation.Volume;
this.totalVolume = originQuotation.TotalVolume;
}
else //Dealer changed
{
this.bid = this.origin + quotePolicy.AutoAdjustPoints;
try
{
this.ask = this.bid + Math.Abs(instrument.OriginQProcessed.Ask - instrument.OriginQProcessed.Bid);
}
catch (Exception ex)
{
Manager.Common.Logger.TraceEvent(System.Diagnostics.TraceEventType.Error, "OverridedQuotation.OverridedQuotation Error\r\n{0}", ex.ToString());
this.ask = this.bid;
}
}
this.bid = this.bid - quotePolicy.SpreadPoints;
this.ask = this.ask + quotePolicy.SpreadPoints;
}
else
{
this.bid = this.origin + quotePolicy.AutoAdjustPoints;
this.ask = this.bid + quotePolicy.SpreadPoints;
}
}
public OverridedQuotation(Instrument instrument, QuotePolicyDetail quotePolicy)
: this(instrument, quotePolicy, (OriginQuotation)null)
{
}
public static OverridedQuotation CreateHistoryQuotation(Guid dealerID, Instrument instrument, QuotePolicyDetail quotePolicy, string timestamp, string origin, bool needApplyAutoAdjustPoints, bool highBid, bool lowBid)
{
OverridedQuotation overridedQuotation = new OverridedQuotation();
overridedQuotation.modifyState = ModifyState.Added;
overridedQuotation.quotePolicy = quotePolicy;
overridedQuotation.instrument = instrument;
overridedQuotation.timestamp = DateTime.Parse(timestamp);
overridedQuotation.origin = Price.CreateInstance(origin, instrument.NumeratorUnit, instrument.Denominator);
overridedQuotation.dealerID = dealerID;
overridedQuotation.bid = needApplyAutoAdjustPoints ? overridedQuotation.origin + quotePolicy.AutoAdjustPoints : overridedQuotation.origin;
overridedQuotation.ask = overridedQuotation.bid + quotePolicy.SpreadPoints;
overridedQuotation.CalculateHiLo(highBid, lowBid);
//overridedQuotation.high = highBid ? overridedQuotation.bid : overridedQuotation.ask;
//overridedQuotation.low = lowBid ? overridedQuotation.bid : overridedQuotation.ask;
return overridedQuotation;
}
