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;
}
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();
}
