private void InitializeMarket(double basePrice)
{
market = new Market();
// Calculate the Bid series
int bids = random.Next(10, 20);
double bidPrice = basePrice - 0.01 - Math.Round(random.NextDouble() * 0.02, 2);
for (int bid = 0; bid < bids; bid++)
{
int largeBlock = random.Next(0, 3);
double quantity = Convert.ToDouble(random.Next(1, largeBlock == 0 ? 20 : 5) * 100);
bidPrice -= 0.01 + Math.Round(random.NextDouble() * 0.02, 2);
market.Bid.AddBidRow(0, Convert.ToDouble(bidPrice), quantity, DateTime.Now);
}
// Calculate the Ask series
int asks = random.Next(10, 20);
double askPrice = basePrice + 0.01 + Math.Round(random.NextDouble() * 0.02, 2);
for (int ask = 0; ask < asks; ask++)
{
int largeBlock = random.Next(0, 3);
double quantity = Convert.ToDouble(random.Next(1, largeBlock == 0 ? 20 : 5) * 100);
askPrice += 0.01 + Math.Round(random.NextDouble() * 0.02, 2);
market.Ask.AddAskRow(0, Convert.ToDouble(askPrice), quantity, DateTime.Now);
}
// Accept the initial market conditions.
market.AcceptChanges();
}
