private void ImpliedMarketTimer_Tick(object sender, EventArgs e)
{
bool canCalculateImpliedMarket = true;
for (int i = 0; i < legs.Count; i++)
{
legs[i] = _level2PanelList[i].getRecentQuoteBook();
if (legs[i].AskBk == null)
{
canCalculateImpliedMarket = false;
}
}
if (!canCalculateImpliedMarket)
{
return;
}
SpreadCalculationHelper.ImpliedMarketData impMkt = impliedMarket.CalculateImpliedMarket(legs);
QuoteInfo infoBid = new QuoteInfo(), infoAsk = new QuoteInfo();
infoBid.prc = impMkt.bidPrice;
infoBid.sz = impMkt.bidSize;
infoAsk.prc = impMkt.askPrice;
infoAsk.sz = impMkt.askSize;
bookToSendToLevel2Panel.BidBk = new QuoteInfo[] { infoBid };
bookToSendToLevel2Panel.AskBk = new QuoteInfo[] { infoAsk };
SendInfraData(bookToSendToLevel2Panel);
}
private void ImpliedMarketTimer_Tick(object sender, EventArgs e)
{
bool canCalculateImpliedMarket = true;
for (int i = 1; i < Level2Forms.Count; i++)
{
legs[i - 1] = Level2Forms[i].getRecentQuoteBook();
if (legs[i - 1].AskBk == null)
{
canCalculateImpliedMarket = false;
}
}
if (canCalculateImpliedMarket)
{
SpreadCalculationHelper.ImpliedMarketData impMkt = _spreadCalc.CalculateImpliedMarket(legs);
QuoteInfo infoBid = new QuoteInfo()
{
prc = impMkt.bidPrice, sz = impMkt.bidSize
};
QuoteInfo infoAsk = new QuoteInfo()
{
prc = impMkt.askPrice, sz = impMkt.askSize
};
impliedMarketBook.BidBk = new QuoteInfo[] { infoBid };
impliedMarketBook.AskBk = new QuoteInfo[] { infoAsk };
Level2Forms[0].InfraDataReceiveHandler(impliedMarketBook);
}
}