/// <summary>
/// Adds a price quote to the <see cref="Book"/>.
/// </summary>
/// <param name="priceQuote">The price quote to add.</param>
public void AddPriceQuote(PriceQuote priceQuote)
{
lock (this.lockMutex)
{
if (priceQuote == null)
{
throw new ArgumentNullException(nameof(priceQuote));
}
if (this.priceQuotes.Contains(priceQuote))
{
throw new InvalidOperationException(Localization.Localization.PRICE_QUOTE_ALREADY_IN_BOOK);
}
if (!this.securities.Contains(priceQuote.Security))
{
throw new InvalidOperationException(Localization.Localization.PRICE_QUOTE_SECURITY_NOT_IN_BOOK);
}
if (!this.securities.Contains(priceQuote.Currency))
{
throw new InvalidOperationException(Localization.Localization.PRICE_QUOTE_CURRENCY_NOT_IN_BOOK);
}
var duplicateIds = from q in this.priceQuotes
where q.PriceQuoteId == priceQuote.PriceQuoteId
select q;
if (duplicateIds.Any())
{
throw new InvalidOperationException(Localization.Localization.PRICE_QUOTE_ID_ALREADY_IN_BOOK);
}
var duplicateData = from q in this.priceQuotes
where q.Security == priceQuote.Security
where q.Currency == priceQuote.Currency
where q.DateTime == priceQuote.DateTime
where string.Equals(q.Source, priceQuote.Source, StringComparison.OrdinalIgnoreCase)
select q;
if (duplicateData.Any())
{
throw new InvalidOperationException(Localization.Localization.PRICE_QUOTE_REDUNDANT_BY_SOURCE);
}
this.priceQuotes.Add(priceQuote);
this.UpdateSaveTracks(st => st.AddPriceQuote(new PriceQuoteData(priceQuote)));
}
this.PriceQuoteAdded?.Invoke(this, new PriceQuoteAddedEventArgs(priceQuote));
}
public PriceQuoteData(PriceQuote priceQuote)
{
if (priceQuote == null)
{
throw new ArgumentNullException("priceQuote");
}
this.PriceQuoteId = priceQuote.PriceQuoteId;
this.DateTime = priceQuote.DateTime;
this.SecuritySecurityId = priceQuote.Security.SecurityId;
this.Quantity = priceQuote.Quantity;
this.CurrencySecurityId = priceQuote.Currency.SecurityId;
this.Price = priceQuote.Price;
this.Source = priceQuote.Source;
}
public PriceQuoteData(PriceQuote priceQuote)
{
if (priceQuote == null)
{
throw new ArgumentNullException(nameof(priceQuote));
}
this.PriceQuoteId = priceQuote.PriceQuoteId;
this.DateTime = priceQuote.DateTime;
this.SecuritySecurityId = priceQuote.Security.SecurityId;
this.Quantity = priceQuote.Quantity;
this.CurrencySecurityId = priceQuote.Currency.SecurityId;
this.Price = priceQuote.Price;
this.Source = priceQuote.Source;
}
/// <summary>
/// Removes a price quote from the <see cref="Book"/>.
/// </summary>
/// <param name="priceQuote">The price quote to remove.</param>
public void RemovePriceQuote(PriceQuote priceQuote)
{
lock (this.lockMutex)
{
if (priceQuote == null)
{
throw new ArgumentNullException(nameof(priceQuote));
}
if (!this.priceQuotes.Contains(priceQuote))
{
throw new InvalidOperationException(Localization.Localization.PRICE_QUOTE_NOT_IN_BOOK);
}
this.priceQuotes.Remove(priceQuote);
this.UpdateSaveTracks(st => st.RemovePriceQuote(priceQuote.PriceQuoteId));
}
this.PriceQuoteRemoved?.Invoke(this, new PriceQuoteRemovedEventArgs(priceQuote));
}
/// <inheritdoc/>
public void AddPriceQuote(PriceQuoteData priceQuote)
{
lock (this)
{
var security = this.destinationBook.Securities.Where(s => s.SecurityId == priceQuote.SecuritySecurityId).Single();
var currency = this.destinationBook.Securities.Where(s => s.SecurityId == priceQuote.CurrencySecurityId).Single();
var newPriceQuote = new PriceQuote(
priceQuote.PriceQuoteId,
priceQuote.DateTime,
security,
priceQuote.Quantity,
currency,
priceQuote.Price,
priceQuote.Source);
this.destinationBook.AddPriceQuote(
newPriceQuote);
}
}
public void AddPriceQuote(PriceQuoteData priceQuote)
{
lock (this)
{
var security = this.destinationBook.Securities.Where(s => s.SecurityId == priceQuote.SecuritySecurityId).Single();
var currency = this.destinationBook.Securities.Where(s => s.SecurityId == priceQuote.CurrencySecurityId).Single();
var newPriceQuote = new PriceQuote(
priceQuote.PriceQuoteId,
priceQuote.DateTime,
security,
priceQuote.Quantity,
currency,
priceQuote.Price,
priceQuote.Source);
this.destinationBook.AddPriceQuote(
newPriceQuote);
}
}
/// <summary>
/// Removes a price quote from the <see cref="Book"/>.
/// </summary>
/// <param name="priceQuote">The price quote to remove.</param>
public void RemovePriceQuote(PriceQuote priceQuote)
{
lock (this.lockMutex)
{
if (priceQuote == null)
{
throw new ArgumentNullException("priceQuote");
}
if (!this.priceQuotes.Contains(priceQuote))
{
throw new InvalidOperationException("Could not remove the price quote from the book, because the price quote is not a member of the book.");
}
this.priceQuotes.Remove(priceQuote);
this.UpdateSaveTracks(st => st.RemovePriceQuote(priceQuote.PriceQuoteId));
}
this.PriceQuoteRemoved.SafeInvoke(this, new PriceQuoteRemovedEventArgs(priceQuote));
}
/// <summary>
/// Adds a price quote to the <see cref="Book"/>.
/// </summary>
/// <param name="priceQuote">The price quote to add.</param>
public void AddPriceQuote(PriceQuote priceQuote)
{
lock (this.lockMutex)
{
if (priceQuote == null)
{
throw new ArgumentNullException("priceQuote");
}
if (this.priceQuotes.Contains(priceQuote))
{
throw new InvalidOperationException("Could not add the price quote to the book, because the price quote already belongs to the book.");
}
if (!this.securities.Contains(priceQuote.Security))
{
throw new InvalidOperationException("Could not add the price quote to the book, because the price quote's security has not been added.");
}
if (!this.securities.Contains(priceQuote.Currency))
{
throw new InvalidOperationException("Could not add the price quote to the book, because the price quote's currency has not been added.");
}
var duplicateIds = from q in this.priceQuotes
where q.PriceQuoteId == priceQuote.PriceQuoteId
select q;
if (duplicateIds.Any())
{
throw new InvalidOperationException("Could not add the price quote to the book, because another price quote has already been added with the same Price Quote Id.");
}
var duplicateData = from q in this.priceQuotes
where q.Security == priceQuote.Security
where q.Currency == priceQuote.Currency
where q.DateTime == priceQuote.DateTime
where string.Equals(q.Source, priceQuote.Source, StringComparison.OrdinalIgnoreCase)
select q;
if (duplicateData.Any())
{
throw new InvalidOperationException(
"Could not add the price quote to the book, because another price quote has already been added with the same Security, Currency, Date, and Source.");
}
this.priceQuotes.Add(priceQuote);
this.UpdateSaveTracks(st => st.AddPriceQuote(new PriceQuoteData(priceQuote)));
}
this.PriceQuoteAdded.SafeInvoke(this, new PriceQuoteAddedEventArgs(priceQuote));
}
