private void BestTick(PriceStruct price, out List <PQ> bid, out List <PQ> offer) { double last = price.Last0.Price.ToDouble(); bid = _Best(-1, last, price.BidDOMs); offer = _Best(1, last, price.OfferDOMs); }
static void Main(string[] args) { PriceClass _priceClass = new PriceClass(); Type type = typeof(PriceClass); PropertyInfo info = type.GetProperty("Value"); info.SetValue(_priceClass, 32, null); Console.WriteLine(_priceClass.Value); PriceStruct _priceStruct = new PriceStruct(); type = typeof(PriceStruct); info = type.GetProperty("Value"); info.SetValue(_priceStruct, 32, null); Console.WriteLine(_priceStruct.Value); object _bpriceStruct = new PriceStruct(); //Box first type = typeof(PriceStruct); info = type.GetProperty("Value"); info.SetValue(_bpriceStruct, 65, null); Console.WriteLine(((PriceStruct)_bpriceStruct).Value); //now unbox and get value // Debugger.Break(); }
public ProductInfo(int index, ContractStruct contract) { Index = index; Exch = contract.ExchangeName; Commodity = contract.ContractName; Date = contract.ContractDate; Key = $"{Exch},{Commodity},{Date}"; TickSize = contract.TickSize.ToDouble(); PriceStruct price = Util.PATS.Price(Index); LimitUP = price.LimitUp.Price.ToDouble(); LimitDOWN = price.LimitDown.Price.ToDouble(); }
static void Main(string[] args) { PriceClass _priceClass = new PriceClass(); Type type = typeof(PriceClass); PropertyInfo info = type.GetProperty("Value"); info.SetValue(_priceClass, 32, null); Console.WriteLine(_priceClass.Value); PriceStruct _priceStruct = new PriceStruct(); type = typeof(PriceStruct); info = type.GetProperty("Value"); info.SetValue(_priceStruct, 32, null); Console.WriteLine(_priceStruct.Value); object _bpriceStruct = new PriceStruct(); //Box first type = typeof(PriceStruct); info = type.GetProperty("Value"); info.SetValue(_bpriceStruct, 65, null); Console.WriteLine(((PriceStruct)_bpriceStruct).Value); //now unbox and get value // Debugger.Break(); }
private void ExtendTick(PriceStruct price, out List <PQ> bid, out List <PQ> offer) { double lastPrice = price.Last0.Price.ToDouble(); double bidInit = price.BidDOM0.Price.ToDouble(); double offerInit = price.OfferDOM0.Price.ToDouble(); int bidPlusCnt = 0, offerPlusCnt = 0; if (lastPrice != 0) { if (lastPrice > bidInit | bidInit == 0) { bidInit = lastPrice; bidPlusCnt = 1; } if (lastPrice < offerInit || offerInit == 0) { offerInit = lastPrice; offerPlusCnt = 1; } } bid = _Extend(bidInit, bidPlusCnt, -1, price.BidDOMs); offer = _Extend(offerInit, offerPlusCnt, 1, price.OfferDOMs); }
public static extern int ptGetPriceForContract(string ExchangeName, string ContractName, string ContractDate, ref PriceStruct CurrentPrice);
private void PATS_OnPriceUpdate(string key, PriceStruct price) { //throw new NotImplementedException(); }
private void OnPriceTigger(string ExchangeName, string ContractName, string ContractDate, PriceStruct val) { if (PriceTigger != null) { PriceTigger(ExchangeName, ContractName, ContractDate, val); } }
void PriceUpdate(ref PriceUpdStruct value) { PriceStruct ps = new PriceStruct(); ptGetPriceForContract(value.ExchangeName , value.ContractName , value.ContractDate, ref ps); OnPriceTigger(value.ExchangeName, value.ContractName, value.ContractDate, ps); if ((ps.ChangeMask & ptChangeBid) == ptChangeBid) { } if ((ps.ChangeMask & ptChangeOffer) == ptChangeOffer) { } if ((ps.ChangeMask & ptChangeImpliedBid) == ptChangeImpliedBid) { } if ((ps.ChangeMask & ptChangeImpliedOffer) == ptChangeImpliedOffer) { } if ((ps.ChangeMask & ptChangeRFQ) == ptChangeRFQ) { } if ((ps.ChangeMask & ptChangeLast) == ptChangeLast) { } if ((ps.ChangeMask & ptChangeTotal) == ptChangeTotal) { } if ((ps.ChangeMask & ptChangeHigh) == ptChangeHigh) { } if ((ps.ChangeMask & ptChangeLow) == ptChangeLow) { } if ((ps.ChangeMask & ptChangeOpening) == ptChangeOpening) { } if ((ps.ChangeMask & ptChangeClosing) == ptChangeClosing) { } if ((ps.ChangeMask & ptChangeBidDOM) == ptChangeBidDOM) { } if ((ps.ChangeMask & ptChangeOfferDOM) == ptChangeOfferDOM) { } if ((ps.ChangeMask & ptChangeTGE) == ptChangeTGE) { } if ((ps.ChangeMask & ptChangeOfferDOM) == ptChangeOfferDOM) { } if ((ps.ChangeMask & ptChangeSettlement) == ptChangeSettlement) { } if ((ps.ChangeMask & ptChangeIndic) == ptChangeIndic) { } }