public static ArbitrageCombineInstrumentData CreatArbitrageCombineInstrumentData(ArbitrageCombineInstrumentViewModel model)
{
ArbitrageCombineInstrumentData data = new ArbitrageCombineInstrumentData();
data.ArbitrageCombineInstrument = model.ArbitrageCombineInstrument;
data.NearLastPrice = model.NearLastPrice;
data.FarLastPrice = model.FarLastPrice;
data.NearDistanceBuyPrice = model.NearDistanceBuyPrice;
data.FarDistanceBuyPrice = model.FarDistanceBuyPrice;
data.NearDistanceSellPrice = model.NearDistanceSellPrice;
data.FarDistanceSellPrice = model.FarDistanceSellPrice;
data.NearDistanceBuyVolumn = model.NearDistanceBuyVolumn;
data.FarDistanceBuyVolumn = model.FarDistanceBuyVolumn;
data.NearDistanceSellVolumn = model.NearDistanceSellVolumn;
data.FarDistanceSellVolumn = model.FarDistanceSellVolumn;
return(data);
}
public void Update(ArbitrageCombineInstrumentData data)
{
this.ArbitrageCombineInstrument = data.ArbitrageCombineInstrument;
this.NearLastPrice = data.NearLastPrice;
this.FarLastPrice = data.FarLastPrice;
this.NearDistanceBuyPrice = data.NearDistanceBuyPrice;
this.FarDistanceBuyPrice = data.FarDistanceBuyPrice;
this.NearDistanceSellPrice = data.NearDistanceSellPrice;
this.FarDistanceSellPrice = data.FarDistanceSellPrice;
this.NearDistanceBuyVolumn = data.NearDistanceBuyVolumn;
this.FarDistanceBuyVolumn = data.FarDistanceBuyVolumn;
this.NearDistanceSellVolumn = data.NearDistanceSellVolumn;
this.FarDistanceSellVolumn = data.FarDistanceSellVolumn;
}
public static ArbitrageCombineInstrumentViewModel CreatArbitrageCombineInstrumentViewModel(ArbitrageCombineInstrumentData data)
{
ArbitrageCombineInstrumentViewModel model = new ArbitrageCombineInstrumentViewModel();
model.ArbitrageCombineInstrument = data.ArbitrageCombineInstrument;
model.NearLastPrice = data.NearLastPrice;
model.FarLastPrice = data.FarLastPrice;
model.NearDistanceBuyPrice = data.NearDistanceBuyPrice;
model.FarDistanceBuyPrice = data.FarDistanceBuyPrice;
model.NearDistanceSellPrice = data.NearDistanceSellPrice;
model.FarDistanceSellPrice = data.FarDistanceSellPrice;
model.NearDistanceBuyVolumn = data.NearDistanceBuyVolumn;
model.FarDistanceBuyVolumn = data.FarDistanceBuyVolumn;
model.NearDistanceSellVolumn = data.NearDistanceSellVolumn;
model.FarDistanceSellVolumn = data.FarDistanceSellVolumn;
return(model);
}
/// <summary>
/// 更换品种,订阅品种所有合约行情。
/// </summary>
/// <param name="product"></param>
private void ChangegProduct(USeProduct product)
{
m_dataSource.Clear();
if (product == null)
{
return;
}
List <USeInstrument> subList = new List <USeInstrument>();
try
{
foreach (ArbitrageCombineInstrument combineIns in m_CombineInstrumentList)
{
if (combineIns.ProductID != product.ProductCode)
{
continue;
}
subList.Add(combineIns.FirstInstrument);
subList.Add(combineIns.SecondInstrument);
ArbitrageCombineInstrumentData combineMarketData = new ArbitrageCombineInstrumentData();
combineMarketData.ArbitrageCombineInstrument = combineIns;
combineMarketData.FarDistanceBuyPrice = 0m;
combineMarketData.FarDistanceBuyVolumn = 0;
combineMarketData.FarDistanceSellPrice = 0m;
combineMarketData.FarDistanceSellVolumn = 0;
combineMarketData.NearDistanceBuyPrice = 0m;
combineMarketData.NearDistanceBuyVolumn = 0;
combineMarketData.NearDistanceSellPrice = 0m;
combineMarketData.NearDistanceSellVolumn = 0;
combineMarketData.NearLastPrice = 0m;
combineMarketData.FarLastPrice = 0m;
ArbitrageCombineInstrumentViewModel combineMarketDataModel = ArbitrageCombineInstrumentViewModel.CreatArbitrageCombineInstrumentViewModel(combineMarketData);
m_dataSource.Insert(0, combineMarketDataModel);
}
//更改当前品种
m_product = product;
USeManager.Instance.QuoteDriver.Subscribe(subList);
//ToDO:快速查询，行情列表需要排序
foreach (USeInstrument ins in subList)
{
USeManager.Instance.QuoteDriver.QuickQuery(ins);
}
foreach (DataGridViewColumn c in this.dataGridView_ArbiInstrument.Columns)
{
c.SortMode = DataGridViewColumnSortMode.Automatic;
}
}
catch (Exception ex)
{
Debug.Assert(false, ex.Message);
}
}
//public void OnArbitrageCombineInstrumentAdd_Changed(ArbitrageCombineInstrument arbitrageInstrument)
//{
// Debug.Assert(arbitrageInstrument != null);
// //ToDo::
// if (arbitrageInstrument.ProductID != m_product.ProductCode) return;
// ArbitrageCombineInstrumentData combineMarketData = new ArbitrageCombineInstrumentData();
// combineMarketData.ArbitrageCombineInstrument = arbitrageInstrument;
// combineMarketData.FarDistanceBuyPrice = 0m;
// combineMarketData.FarDistanceBuyVolumn = 0;
// combineMarketData.FarDistanceSellPrice = 0m;
// combineMarketData.FarDistanceSellVolumn = 0;
// combineMarketData.NearDistanceBuyPrice = 0m;
// combineMarketData.NearDistanceBuyVolumn = 0;
// combineMarketData.NearDistanceSellPrice = 0m;
// combineMarketData.NearDistanceSellVolumn = 0;
// combineMarketData.NearLastPrice = 0m;
// combineMarketData.FarLastPrice = 0m;
// ArbitrageCombineInstrumentViewModel combineMarketDataModel = ArbitrageCombineInstrumentViewModel.CreatArbitrageCombineInstrumentViewModel(combineMarketData);
// m_CombineInstrumentList.Add(combineMarketDataModel.ArbitrageCombineInstrument);
// m_dataSource.Insert(0, combineMarketDataModel);
// USeManager.Instance.QuoteDriver.Subscribe(arbitrageInstrument.FirstInstrument);
// USeManager.Instance.QuoteDriver.Subscribe(arbitrageInstrument.SecondInstrument);
//}
//public void OnArbitrageCombineInstrumentRemove_Changed(ArbitrageCombineInstrument arbitrageInstrument)
//{
// Debug.Assert(arbitrageInstrument != null);
// //Todo::
// if (arbitrageInstrument.ProductID != m_product.ProductCode) return;
// ArbitrageCombineInstrumentViewModel combinIns = (from ins in m_dataSource
// where ins.ArbitrageCombineInstrument == arbitrageInstrument
// select ins).FirstOrDefault();
// if (combinIns != null)
// {
// m_dataSource.Remove(combinIns);
// m_CombineInstrumentList.Remove(combinIns.ArbitrageCombineInstrument);
// }
//}
/// <summary>
/// 订阅的市场价格更改。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void QuoteDriver_OnMarketDataChanged(object sender, USeMarketDataChangedEventArgs e)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new EventHandler <USeMarketDataChangedEventArgs>(QuoteDriver_OnMarketDataChanged), sender, e);
return;
}
if (USeTraderProtocol.GetVarieties(e.MarketData.Instrument.InstrumentCode) != m_product.ProductCode)
{
return;
}
m_marketDataDic[e.MarketData.Instrument] = e.MarketData;
foreach (ArbitrageCombineInstrument combineIns in m_CombineInstrumentList)
{
USeInstrument firIns = combineIns.FirstInstrument;
USeInstrument secIns = combineIns.SecondInstrument;
if (m_marketDataDic.ContainsKey(firIns) && m_marketDataDic.ContainsKey(secIns))
{
ArbitrageCombineInstrumentData combineMarketData = new ArbitrageCombineInstrumentData();
combineMarketData.ArbitrageCombineInstrument = combineIns;
combineMarketData.FarDistanceBuyPrice = m_marketDataDic[secIns].BidPrice;
combineMarketData.FarDistanceBuyVolumn = m_marketDataDic[secIns].BidSize;
combineMarketData.FarDistanceSellPrice = m_marketDataDic[secIns].AskPrice;
combineMarketData.FarDistanceSellVolumn = m_marketDataDic[secIns].AskSize;
combineMarketData.NearDistanceBuyPrice = m_marketDataDic[firIns].BidPrice;
combineMarketData.NearDistanceBuyVolumn = m_marketDataDic[firIns].BidSize;
combineMarketData.NearDistanceSellPrice = m_marketDataDic[firIns].AskPrice;
combineMarketData.NearDistanceSellVolumn = m_marketDataDic[firIns].AskSize;
combineMarketData.NearLastPrice = m_marketDataDic[firIns].LastPrice;
combineMarketData.FarLastPrice = m_marketDataDic[secIns].LastPrice;
if (m_dataSource.Count == 0)
{
continue;
}
Debug.WriteLine(DateTime.Now.ToString() + "--" + m_dataSource.Count() + combineIns.ArbitrageInstrumentOneCode + combineIns.ArbitrageInstrumentTwoCode);
ArbitrageCombineInstrumentViewModel combineMarketModel = (from p in m_dataSource
where p.ArbitrageCombineInstrument == combineIns
select p).FirstOrDefault();
if (combineMarketModel != null)
{
combineMarketModel.Update(combineMarketData);
}
else
{
m_dataSource.Add(combineMarketModel);
}
}
else
{
continue;
}
}
}
