private void DoStart() { for (int i = 0; i < 10; ++i) { var prices = new Prices(); double mid = _randGenerator.NextDouble() * 100; prices.BidPx = Math.Max(0, mid - TickSize); prices.AskPx = Math.Max(0, mid + TickSize); prices.BidQty = (uint)_randGenerator.Next(1, 10) * 10; prices.AskQty = (uint)_randGenerator.Next(1, 10) * 10; prices.Volume = 0; _prices[i] = prices; } DispatchPrices(); _timer.Start(); }
private void DoStart() { for (int i = 0; i < 10; ++i) { var prices = new Prices(); double mid = _randGenerator.NextDouble() * 100; prices.BidPx = Math.Max(0, mid - TickSize); prices.AskPx = Math.Max(0, mid + TickSize); prices.BidQty = (uint)_randGenerator.Next(1, 10) * 10; prices.AskQty = (uint)_randGenerator.Next(1, 10) * 10; prices.Volume = 0; _prices[i] = prices; } DispatchPrices(); _timer.Start(); }
private void UpdatePrices() { for (int i = 0; i < 10; ++i) { if (_randGenerator.Next(0, 2) != ShouldUpdatePrices) { continue; } Prices prices = _prices[i]; bool walkUp = Convert.ToBoolean(_randGenerator.Next(0, 2)); double tickToUse = walkUp ? TickSize : -1 * TickSize; prices.BidPx += tickToUse; prices.AskPx += tickToUse; prices.BidQty = (uint)_randGenerator.Next(1, 10) * 10; prices.AskQty = (uint)_randGenerator.Next(1, 10) * 10; prices.Volume += (uint)_randGenerator.Next(1, 10) * 10; NewPricesArrived?.Invoke(this, (uint)i, prices); } }