private double GetPricing()
{
if (_askBased)
{
return(Orderbook.getAskPrice(GetAlphaVolume()));
}
else
{
return(Orderbook.getBidPrice(GetAlphaVolume()));
}
}
private double GetDualPricing()
{
try {
if (_askBased)
{
return(Orderbook.getBidPrice(GetAlphaVolume()));
}
else
{
return(Orderbook.getAskPrice(GetAlphaVolume()));
}
}
catch (Exception ex) {
Console.WriteLine("In alpha=" + _alpha);
throw ex;
}
}