public static string ToFormattedString([In] this QuoteRequestField field)
{
return(string.Format("[TradingDay={0};InstrumentID={1};ExchangeID={2};QuoteID={3};QuoteTime={4}]",
field.TradingDay, field.InstrumentID, field.ExchangeID, field.QuoteID, field.QuoteTime));
}
private void OnRtnQuoteRequest_callback(object sender, ref QuoteRequestField quoteRequest)
{
(sender as XApi).Log.Info("OnRtnQuoteRequest:" + quoteRequest.ToFormattedString());
MarketDataRecord record;
if (!marketDataRecords.TryGetValue(quoteRequest.Symbol, out record))
{
return;
}
NewsEx news = new NewsEx(DateTime.Now, this.id, record.Instrument.Id, NewsUrgency.Flash, "", "", quoteRequest.ToFormattedString());
news.ResponeType = ResponeType.OnRtnQuoteRequest;
news.UserData = quoteRequest;
EmitData(news);
}