private void Subscribe(string symbol)
{
if (quotesMap.ContainsKey(symbol))
{
return;
}
quotesMap[symbol] = new QuoteC(symbol);
// Market data simluator.... put some random price info in
QuoteC quote = quotesMap[symbol];
int quoteTimesHundred = (int)(2000 + (rand.NextDouble() * 8000));
quote.Ask = new decimal(quoteTimesHundred) / new decimal(100.0);
quote.Bid = quote.Ask - new decimal(0.05);
quote.Last = quote.Ask;
quote.Open = quote.Ask;
}
void throttleTimer_Elapsed(object sender, ElapsedEventArgs e)
{
QuoteC[] changedQuoteArray = null;
bool update = false;
int ticks = Environment.TickCount;
#region Temporary market data simulator
QuoteCList list = new QuoteCList();
foreach (string symbol in TypeSystemC.Symbols)
{
QuoteC quote = quotesMap[symbol];
if (gotFirstQuote)
{
if (rand.NextDouble() > 0.9)
{
update = true;
if (rand.NextDouble() > 0.5)
{
quote.Ask += new decimal(0.01);
}
else
{
quote.Ask -= new decimal(0.01);
}
if (rand.NextDouble() > 0.5)
{
quote.Bid = quote.Ask - new decimal(0.05);
}
else
{
quote.Bid = quote.Ask - new decimal(0.10);
}
if (rand.NextDouble() > 0.5)
{
if (rand.NextDouble() > 0.5)
{
quote.Last = quote.Bid;
}
else
{
quote.Last = quote.Ask;
}
}
list.Add(quote);
}
}
else
{
list.Add(quote);
}
}
if (!gotFirstQuote && QuotesUpdate != null)
{
gotFirstQuote = true;
update = true;
}
changedQuoteArray = new QuoteC[list.Count];
list.CopyTo(changedQuoteArray, 0);
#endregion
if (update && QuotesUpdate != null)
{
QuotesUpdate(changedQuoteArray);
}
count++;
tickCounter += Environment.TickCount - ticks;
if (count > 10)
{
if (tickCounter / count > throttleTimer.Interval)
{
// if painting is too slow avoid locking up computer with backlog of timer events
throttleTimer.Interval = tickCounter / count + 10;
Console.WriteLine("Changed interval to {0}", throttleTimer.Interval);
}
count = 0;
tickCounter = 0;
}
}
