public void UpdateBid(GBigPrintData data, double price, int volume)
{
if (Type == TType.Fill)
{
data.OnFill(this, TType.Bid, price, volume);
}
Type = TType.Bid;
BestBid = price;
BidVolume = volume;
}
public void UpdateAsk(GBigPrintData data, double price, int volume)
{
if (Type == TType.Fill)
{
data.OnFill(this, TType.Ask, price, volume);
}
Type = TType.Ask;
BestAsk = price;
AskVolume = volume;
}
