Ejemplo n.º 1
0
        internal void Add(Quote quote)
        {
            if (prev == null)
            {
                prev = quote;
                return;
            }

            DeltaAsk = (quote.Ask * 100000 - prev.Ask * 100000) / 10;
            DeltaBid = (quote.Bid * 100000 - prev.Bid * 100000) / 10;

            MaxDown = Math.Min(Math.Min(DeltaAsk, DeltaBid), MaxDown);
            MaxUp = Math.Max(Math.Max(DeltaAsk, DeltaBid), MaxUp);
            prev = quote;
        }
Ejemplo n.º 2
0
        static void client_Advise(object sender, DdeAdviseEventArgs e)
        {
            Quote quote = new Quote(e.Text);
            beat.Add(quote);

            string log = string.Format("{0}     {1} {2} {3} {4}", e.Text, beat.DeltaBid, beat.DeltaAsk, beat.MaxUp,
                                       beat.MaxDown);

            writer.WriteLog(log);

            //Console.WriteLine("Bid: {0} Ask: {1} Spread : {2}", quote.Bid, quote.Ask, quote.Spread);
            Console.WriteLine(beat.DeltaBid > 0 ? "CALL" : "PUT");
            Console.WriteLine("Delta Bid : {0}, Ask : {1}", beat.DeltaBid, beat.DeltaAsk);
            Console.WriteLine("Max Up : {0}, Down : {1}", beat.MaxUp, beat.MaxDown);
            Console.WriteLine();
        }