private void StartImpliedMarkets()
        {
            _spreadCalc               = new SpreadCalculationHelper(_instruments);
            impliedMarketBook.Instr   = _instruments;
            impliedMarketBook.NumBid  = 1;
            impliedMarketBook.NumAsk  = 1;
            impliedMarketBook.BidExch = new byte[] { 42 };
            impliedMarketBook.AskExch = new byte[] { 42 };

            Timer impliedMarketTimer = new Timer();

            impliedMarketTimer.Interval = 1000;
            impliedMarketTimer.Tick    += ImpliedMarketTimer_Tick;
            impliedMarketTimer.Enabled  = true;
        }
예제 #2
0
        public void InitializeSpreadDockPanel(InstrInfo[] instruments)
        {
            instrumentArray = instruments;
            impliedMarket   = new SpreadCalculationHelper(instrumentArray);


            Timer impliedMarketTimer = new Timer();

            impliedMarketTimer.Interval = 1000;
            impliedMarketTimer.Tick    += ImpliedMarketTimer_Tick;

            bookToSendToLevel2Panel.Instr   = instruments;
            bookToSendToLevel2Panel.NumBid  = 1;
            bookToSendToLevel2Panel.NumAsk  = 1;
            bookToSendToLevel2Panel.BidExch = new byte[] { 42 };
            bookToSendToLevel2Panel.AskExch = new byte[] { 42 };

            impliedMarketTimer.Enabled = true;
        }