Esempio n. 1
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        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;
            }
        }
Esempio n. 2
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        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);
        }
Esempio n. 3
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        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);
        }