private void OnTick(MarketTick ticks)
{
_lastTicks.Add(ticks);
if (_lastTicks.Count == 20)
{
_lastTicks.RemoveAt(0);
}
var start = DateTime.Now;
var spreads = _lastTicks.Select(x => 100 * (x.Mid - x.Bid) / x.Bid);
Console.WriteLine("Time (computing spreads): " + (DateTime.Now - start).TotalMilliseconds + " ms");
var averageSpread = spreads.Average();
Console.WriteLine("Time (total): " + (DateTime.Now - start).TotalMilliseconds + " ms");
IndicatorUpdated(averageSpread);
}
private void OnTick(MarketTick ticks)
{
_lastTicks.Add(ticks);
if (_lastTicks.Count == 20)
{
_lastTicks.RemoveAt(0);
}
var start = DateTime.Now;
var spreads = _lastTicks.Select(x => 100 * (x.Mid - x.Bid) / x.Bid);
Console.WriteLine("Time (computing spreads): " + (DateTime.Now - start).TotalMilliseconds + " ms");
var averageSpread = spreads.Average();
Console.WriteLine("Time (total): " + (DateTime.Now - start).TotalMilliseconds + " ms");
IndicatorUpdated(averageSpread);
}