private void UpdateQuotes(object state)
        {
            var parameters = (QuotingParameters)state;

            if (Sync.ConsolePauseEvent.WaitOne(0, false))
            {
                BroadcastStatusMessage(parameters.ConnectionId, "Paused");
            }
            else
            {
                BroadcastStatusMessage(parameters.ConnectionId, "Processing");

                try
                {
                    var pairNames = _customerInfo.GetListOfPairNames(parameters.CustomerId);

                    foreach (var p in pairNames)
                    {
                        var r = _ratesService.GetRate(p);

                        if (r != null)
                        {
                            var spread = _spreadProvider.GetSpread(r.PairName, parameters.CustomerId);

                            var cp = new CurrencyPair();

                            cp.PairName  = r.PairName;
                            cp.Bid       = r.Bid - spread.SpreadBid;
                            cp.Ask       = r.Ask - spread.SpreadAsk;
                            cp.SpreadBid = spread.SpreadBid;
                            cp.SpreadAsk = spread.SpreadAsk;

                            BroadcastMarketPrice(cp, parameters.ConnectionId);
                        }
                    }
                }
                catch (Exception e)
                {
                    _wrapper.Log.Error(e.Message);
                    Console.WriteLine(e.Message);
                }
            }
        }
Example #2
0
        public Spread GetSpread(string pairName, int customerId)
        {
            var spread = new Spread();

            try
            {
                spread = _provider.GetSpread(pairName, customerId);

                if (spread == null)
                {
                    spread = new Spread {
                        SpreadAsk = Decimal.Zero, SpreadBid = Decimal.Zero
                    };
                }
            }
            catch (Exception e)
            {
                _wrapper.Log.Error(e.Message);
                Console.WriteLine(e.Message);
            }

            return(spread);
        }