Esempio n. 1
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 public StockTickerData(StockTickerData stockData)
 {
     this.Open   = stockData.Open;
     this.High   = stockData.High;
     this.Low    = stockData.Low;
     this.Close  = stockData.Close;
     this.Volume = stockData.Volume;
     this.Date   = stockData.Date;
 }
Esempio n. 2
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        public StockTickerData ToStockData()
        {
            var stockData = new StockTickerData();

            stockData.Close  = LastTradeAmount;
            stockData.Open   = Open;
            stockData.High   = DailyHigh;
            stockData.Low    = DailyLow;
            stockData.Volume = Volume;
            stockData.Date   = LastUpdate;
            return(stockData);
        }
Esempio n. 3
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        public void UpdateStockPrices()
        {
            var twoSecIndex = DateTime.Now.Second % 2;

            //we're in the same 2-sec interval, just update values
            if (oldTwoSecIndex == twoSecIndex)
            {
                TickerSellData.Close = this.Bid;
                if (TickerSellData.High < this.Bid)
                {
                    TickerSellData.High = this.Bid;
                }
                if (TickerSellData.Low > this.Bid)
                {
                    TickerSellData.Low = this.Bid;
                }

                TickerBuyData.Close = this.Ask;
                if (TickerBuyData.High < this.Ask)
                {
                    TickerBuyData.High = this.Ask;
                }
                if (TickerBuyData.Low > this.Ask)
                {
                    TickerBuyData.Low = this.Ask;
                }
            }
            //change of interval, add current data to buffers, initialize new ticker data
            else
            {
                //oldTwoSec is -1 the first time a position is updated, so insert the ticker data if it's different from -1
                if (oldTwoSecIndex != -1)
                {
                    TickerBuyDataList.Add(TickerBuyData);
                    TickerSellDataList.Add(TickerSellData);

                    //keep track of the last minute of real-time data
                    //30 2-sec intervals = one minutes worth of data
                    //remove the oldest data point once data for more than a minute is accumulated
                    if (TickerBuyDataList.Count == 31)
                    {
                        TickerBuyDataList.RemoveAt(0);
                    }
                    if (TickerSellDataList.Count == 31)
                    {
                        TickerSellDataList.RemoveAt(0);
                    }
                }

                oldTwoSecIndex       = twoSecIndex;
                TickerSellData       = new StockTickerData();
                TickerSellData.Date  = DateTime.Now;
                TickerSellData.Open  = this.Bid;
                TickerSellData.Close = this.Bid;
                TickerSellData.High  = this.Bid;
                TickerSellData.Low   = this.Bid;

                TickerBuyData       = new StockTickerData();
                TickerBuyData.Date  = DateTime.Now;
                TickerBuyData.Open  = this.Ask;
                TickerBuyData.Close = this.Ask;
                TickerBuyData.High  = this.Ask;
                TickerBuyData.Low   = this.Ask;
            }
        }