private void OnNewBestBuySell(Level2Item bestsell, Level2Item bestbuy)
{
if (SpreadItems.Count == 0)
{
Dispatcher.Invoke(() => SpreadItems.Insert(0,
new SpreadItem
{
Bid = bestsell.Price,
Ask = bestbuy.Price,
BSize = bestsell.Quantity,
ASize = bestbuy.Quantity
}));
}
else
{
var item = new SpreadItem
{
Bid = bestsell.Price,
Ask = bestbuy.Price,
BSize = bestsell.Quantity,
ASize = bestbuy.Quantity
};
if (item.CompareTo(SpreadItems.First()))
{
return;
}
Dispatcher.Invoke(() => SpreadItems.Insert(0, item));
}
}
/// <summary>
/// Visit item use index (if not null) and array.
/// </summary>
/// <param name="x"></param>
virtual public void VisitSpreadItem(SpreadItem x)
{
Debug.Assert(x.Index == null);
VisitElement(x.Expression);
}
void SerializeItem(SpreadItem item)
{
_serializer.StartSerialize("Item");
SerializeOptionalProperty("Expression", item.Expression);
_serializer.EndSerialize();
}
