public void UpdateData(Security sec, decimal price)
{
var ps = sec.PriceStep ?? 1;
var msg = new Level1ChangeMessage
{
SecurityId = sec.ToSecurityId(),
ServerTime = DateTimeOffset.Now,
};
if (RandomGen.GetBool())
{
msg.Changes.TryAdd(Level1Fields.BestBidPrice, price - RandomGen.GetInt(1, 10) * ps);
}
if (RandomGen.GetBool())
{
msg.Changes.TryAdd(Level1Fields.BestAskPrice, price + RandomGen.GetInt(1, 10) * ps);
}
foreach (var l1Subscriptions in _l1Subscriptions)
{
_level1Received?.Invoke(l1Subscriptions, msg);
}
}
public void UpdateData(Security sec, decimal price)
{
var ps = sec.PriceStep ?? 1;
var list = new List <KeyValuePair <Level1Fields, object> >();
if (RandomGen.GetBool())
{
list.Add(new KeyValuePair <Level1Fields, object>(Level1Fields.BestBidPrice, price - RandomGen.GetInt(1, 10) * ps));
}
if (RandomGen.GetBool())
{
list.Add(new KeyValuePair <Level1Fields, object>(Level1Fields.BestAskPrice, price + RandomGen.GetInt(1, 10) * ps));
}
var now = DateTimeOffset.Now;
ValuesChanged?.Invoke(sec, list, now, now);
}