public bool updateRates()
{
m_product_A.getRates();
m_product_B.getRates();
if (m_nType_price != EPRODUCT_TYPE_PRICE.A_B)
{
m_product_C.getRates();
}
switch (m_nType_price)
{
case EPRODUCT_TYPE_PRICE.A_B:
m_dBid = m_product_A.m_dBid - m_product_B.m_dAsk;
m_dAsk = m_product_A.m_dAsk - m_product_B.m_dBid;
break;
case EPRODUCT_TYPE_PRICE.A_BC:
m_dBid = m_product_A.m_dBid - m_product_B.m_dAsk * m_product_C.getRenko(0).dAsk / m_dRatio_AB;
m_dAsk = m_product_A.m_dAsk - m_product_B.m_dBid * m_product_C.getRenko(0).dBid / m_dRatio_AB;
break;
case EPRODUCT_TYPE_PRICE.A_B05C:
m_dBid = m_product_A.m_dBid - m_product_B.m_dAsk * 0.5 * (m_product_C.m_dAsk + USDCNY_C0) / m_dRatio_AB;
m_dAsk = m_product_A.m_dAsk - m_product_B.m_dBid * 0.5 * (m_product_C.m_dBid + USDCNY_C0) / m_dRatio_AB;
break;
default:
return(false);
}
m_rates.pushTick(m_dAsk, m_dBid, m_product_A.getTickTime());
m_dMid = (m_dBid + m_dAsk) / 2;
if (m_bUseRenko)
{
push_renkoVal();
}
return(true);
}
