void OnStockTick(object sender, StockTick stockTick)
{
const decimal maxChangeRatio = 0.1m;
StockInfo stockInfo;
var quoteSymbol = stockTick.QuoteSymbol;
var stockInfoExists = _stockInfos.TryGetValue(quoteSymbol, out stockInfo);
if (stockInfoExists)
{
var priceDiff = stockTick.Price - stockInfo.PrevPrice;
var changeRatio = Math.Abs(priceDiff / stockInfo.PrevPrice);
if (changeRatio > maxChangeRatio)
{
Debug.WriteLine("Stock:{0} has changed with {1} ratio - OldPrice:{2} NewPrice:{3}",
quoteSymbol, changeRatio, stockInfo.PrevPrice, stockTick.Price);
}
_stockInfos[quoteSymbol].PrevPrice = stockTick.Price;
}
else
{
_stockInfos[quoteSymbol] = new StockInfo(quoteSymbol, stockTick.Price);
}
}
public void Tick(StockTick tick)
{
StockTick(this, tick);
}