internal void Update(SingleAdviser <int> firstAdviser, SingleAdviser <int> secondAdviser)
{
Level2 f = firstAdviser.GetLevel2(m_symbol);
Level2 s = secondAdviser.GetLevel2(m_symbol);
if (!f.Exist || !s.Exist)
{
return;
}
if (!f.HasBeenChanged && !s.HasBeenChanged)
{
return;
}
int key = StrategyPairTransactionInfo.GetKey(firstAdviser.Tag, secondAdviser.Tag);
StrategyPairTransactionInfo sPairs = null;
if (!dictSPairs.TryGetValue(key, out sPairs))
{
sPairs = new StrategyPairTransactionInfo();
{
dictSPairs.Add(key, sPairs);
}
}
Run(firstAdviser, secondAdviser, s, f, ref sPairs.m_firstBidSecondAskArbitrage);
}
internal void Update(SingleAdviser<int> firstAdviser, SingleAdviser<int> secondAdviser)
{
Level2 f = firstAdviser.GetLevel2(m_symbol);
Level2 s = secondAdviser.GetLevel2(m_symbol);
if (!f.Exist || !s.Exist)
{
return;
}
if (!f.HasBeenChanged && !s.HasBeenChanged)
{
return;
}
int key = StrategyPairTransactionInfo.GetKey(firstAdviser.Tag, secondAdviser.Tag);
StrategyPairTransactionInfo sPairs = null;
if (!dictSPairs.TryGetValue(key, out sPairs))
{
sPairs = new StrategyPairTransactionInfo();
{
dictSPairs.Add(key, sPairs);
}
}
Run(firstAdviser, secondAdviser, s, f, ref sPairs.m_firstBidSecondAskArbitrage);
}
