private void FilterAndUpdateQuotes(float?bid, float?ask, string symbol)
{
PartialQuote quote;
quotes.TryGetValue(symbol, out quote);
if (quote != null)
{
if (ask.HasValue)
{
var delta = quote.Ask.HasValue
? Math.Abs(100 * (ask.Value - quote.Ask.Value) / quote.Ask.Value)
: 0;
if (delta > maxQuoteDeltaPercent)
{
logNoFlood.LogMessageFormatCheckFlood(LogEntryType.Error,
LogMsgWrongQuote, 1000 * 60 * 15,
"Неверная котировка {0}: ask={1:f4}, старое значение {2:f4}",
symbol, ask.Value, quote.Ask ?? 0);
}
else
{
quote.Ask = ask;
}
}
if (bid.HasValue)
{
var delta = quote.Bid.HasValue
? Math.Abs(100 * (bid.Value - quote.Bid.Value) / quote.Bid.Value)
: 0;
if (delta > maxQuoteDeltaPercent)
{
logNoFlood.LogMessageFormatCheckFlood(LogEntryType.Error,
LogMsgWrongQuote, 1000 * 60 * 15,
"Неверная котировка {0}: bid={1:f4}, старое значение {2:f4}",
symbol, bid.Value, quote.Bid ?? 0);
}
else
{
quote.Bid = bid;
}
}
return;
}
quote = new PartialQuote(ask, bid);
quotes.Add(symbol, quote);
}
private void FilterAndUpdateQuotes(float? bid, float? ask, string symbol)
{
PartialQuote quote;
quotes.TryGetValue(symbol, out quote);
if (quote != null)
{
if (ask.HasValue)
{
var delta = quote.Ask.HasValue
? Math.Abs(100*(ask.Value - quote.Ask.Value)/quote.Ask.Value)
: 0;
if (delta > maxQuoteDeltaPercent)
{
logNoFlood.LogMessageFormatCheckFlood(LogEntryType.Error,
LogMsgWrongQuote, 1000 * 60 * 15,
"Неверная котировка {0}: ask={1:f4}, старое значение {2:f4}",
symbol, ask.Value, quote.Ask ?? 0);
}
else
quote.Ask = ask;
}
if (bid.HasValue)
{
var delta = quote.Bid.HasValue
? Math.Abs(100 * (bid.Value - quote.Bid.Value) / quote.Bid.Value)
: 0;
if (delta > maxQuoteDeltaPercent)
{
logNoFlood.LogMessageFormatCheckFlood(LogEntryType.Error,
LogMsgWrongQuote, 1000 * 60 * 15,
"Неверная котировка {0}: bid={1:f4}, старое значение {2:f4}",
symbol, bid.Value, quote.Bid ?? 0);
}
else
quote.Bid = bid;
}
return;
}
quote = new PartialQuote(ask, bid);
quotes.Add(symbol, quote);
}