public InstrumentPrices(int index, Prices prices)
{
this.index = index;
if (this.prc == null)
this.prc = new Prices();
this.prc.AskPx = prices.AskPx;
this.prc.AskQty = prices.AskQty;
this.prc.BidPx = prices.BidPx;
this.prc.BidQty = prices.BidQty;
this.prc.Volume = prices.Volume;
}
/// <summary>
/// this method initializes the instrument price, quanties with 0 value
/// </summary>
private void InitializeDummyInstruments()
{
for (int i = 0; i < 10; i++)
{
var newPrice = new Prices() { Volume = 0, BidQty = 0, BidPx = 0, AskQty = 0, AskPx = 0 };
var newInstrument = new InstrumentPrices(i, newPrice);
tradeItemsCollection.Add(newInstrument);
}
}
private void DoStart()
{
for (int i = 0; i < 10; ++i)
{
var prices = new Prices();
double mid = _randGenerator.NextDouble() * 100;
prices.BidPx = Math.Max(0, mid - TickSize);
prices.AskPx = Math.Max(0, mid + TickSize);
prices.BidQty = (uint)_randGenerator.Next(1, 10) * 10;
prices.AskQty = (uint)_randGenerator.Next(1, 10) * 10;
prices.Volume = 0;
_prices[i] = prices;
}
DispatchPrices();
_timer.Start();
}
