/// <summary>
/// Add a list of new MarketData samples to the cache
/// </summary>
public virtual void AddData(MarketData data)
{
//Only add to the database when its not in use.
lock (DataCache) {
//Record as Last Added Packet:
_lastData = data;
//Add it to the depth cache:
DataCache.Enqueue(data);
//Dumping old data because lots of tick data results in memory overflows.
if (DataCache.Count > 1000) {
DataCache.Dequeue();
}
}
}
/// <summary>
/// Update the Market Online Calculations:
/// </summary>
/// <param name="data">New Data packet:</param>
/// <param name="frontier"></param>
public void Update(DateTime frontier, MarketData data)
{
//Update the Exchange/Timer:
Exchange.SetDateTimeFrontier(frontier);
//Update the Holdings Copy of Price Variable:
Holdings.UpdatePrice(Close);
//Add new point to cache:
if (data != null)
{
Cache.AddData(data);
}
//Update Online Calculations:
}
/// <summary>
/// Reset as many of the Cache's as possible.
/// </summary>
public virtual void Reset()
{
//Data Cache
DataCache = new Queue<MarketData>();
_lastData = new MarketData();
//Order Cache:
OrderCache = new List<Order>();
}