public void UpdateMarketData(MKT_MESSAGE Message)
{
if (Message.Type == MKT_MESSAGE.MessageType.BOTH)
{
this.Ask = Message.Ask;
this.Bid = Message.Bid;
}
else if (Message.Type == MKT_MESSAGE.MessageType.ASK_ONLY)
{
this.Ask = Message.Ask;
}
else if (Message.Type == MKT_MESSAGE.MessageType.BID_ONLY)
{
this.Bid = Message.Bid;
}
else if (Message.Type == MKT_MESSAGE.MessageType.ASK_WITH_SIZE)
{
this.Ask = Message.Ask;
this.Ask_Size = Message.Ask_Size;
}
else if (Message.Type == MKT_MESSAGE.MessageType.BID_WITH_SIZE)
{
this.Bid = Message.Bid;
this.Bid_Size = Message.Bid_Size;
}
else if (Message.Type == MKT_MESSAGE.MessageType.BOTH_WITH_SIZE)
{
this.Ask = Message.Ask;
this.Ask_Size = Message.Ask_Size;
this.Bid = Message.Bid;
this.Bid_Size = Message.Bid_Size;
}
}
public void UpdateBidSize(int tickerId, int size)
{
Asset theAsset = dicAssetTickerID[tickerId];
MKT_MESSAGE newMessage = new MKT_MESSAGE();
newMessage.Type = MKT_MESSAGE.MessageType.BID_WITH_SIZE;
newMessage.Bid = theAsset.Bid;
newMessage.Bid_Size = size;
theAsset.UpdateMarketData(newMessage);
DoBroadCast(theAsset);
}
public void UpdateMKTBid(int tickerId, int position, double price, int size)
{
Asset theAsset = dicAssetTickerID[tickerId];
MKT_MESSAGE newMessage = new MKT_MESSAGE();
newMessage.Type = MKT_MESSAGE.MessageType.BID_ONLY;
newMessage.Bid = Convert.ToDecimal(price);
//newMessage.Bid_Size = size;
theAsset.UpdateMarketData(newMessage);
DoBroadCast(theAsset);
}