public QuoteBookStruct(QuoteBook newQuote) { Instr = (InstrInfo[])newQuote.Instr.Clone(); BidBk = newQuote.BidBk; AskBk = newQuote.AskBk; AskExch = newQuote.AskExch; BidExch = newQuote.BidExch; NumAsk = newQuote.NumAsk; NumBid = newQuote.NumBid; TS = newQuote.TS; PartID = newQuote.PartID; Mod = newQuote.Mod; TEST_TIMESTAMP_TICKS = newQuote.TEST_TIMESTAMP_TICKS; InstrumentName = Utilities.InstrToStr(Instr); }
public void GetSpreadQuote(InstrInfo[] instruments, IMarketDataConsumer <QuoteBook> cons) { if (instruments.Length > 1) { Console.WriteLine("Getting spread quote..."); FastOMS.Data_Structures.QuoteBook qb = new Data_Structures.QuoteBook(); while (!_spreadInitialQuotes.TryGetValue(Utilities.InstrToStr(instruments), out qb)) { Thread.Sleep(1000); Console.WriteLine("waiting for spread quote"); } cons.NewDataHandler(qb); } }