public void GotBook(Book b)
{
if (b.Sym != Symbol) return;
_dt.Clear();
for (int i = 0; i < b.ActualDepth; i++)
{
_dt.Rows.Add(b.UpdateTime, b.bidprice[i], b.askprice[i], b.bidsize[i], b.asksize[i],b.bidex[i],b.askex[i],i);
if (i == 0)
{
_dg.Columns[BID].DefaultCellStyle.Format = "N2";
_dg.Columns[ASK].DefaultCellStyle.Format = "N2";
}
}
}
public Book(Book b)
{
ActualDepth = b.ActualDepth;
UpdateTime = b.UpdateTime;
Sym = b.Sym;
maxbook = b.maxbook;
bidprice = new decimal[b.askprice.Length];
bidsize = new int[b.askprice.Length];
askprice = new decimal[b.askprice.Length];
asksize = new int[b.askprice.Length];
bidex = new string[b.askprice.Length];
askex = new string[b.askprice.Length];
Array.Copy(b.bidprice, bidprice, b.bidprice.Length);
Array.Copy(b.bidsize, bidsize, b.bidprice.Length);
Array.Copy(b.askprice, askprice, b.bidprice.Length);
Array.Copy(b.asksize, asksize, b.bidprice.Length);
for (int i = 0; i < b.ActualDepth; i++)
{
bidex[i] = b.bidex[i];
askex[i] = b.askex[i];
}
}
public void GotBook(Book b)
{
bookControl1.GotBook(b);
}
public void newTick(Tick k)
{
// make sure we update every few seconds
if (!_bizero && ((k.time % _minbookwait) == 0))
{
_update = true;
}
bool NEWFINISHEDBOOK = false;
// we don't need an update
if (!_update) return;
// we need an update, have we started?
bool started = false;
if (!_start.TryGetValue(k.symbol, out started))
_start.Add(k.symbol, false);
// haven't started and not good place to start
if (!started && (k.depth != 0)) return;
else if (!started) // ready to start
_start[k.symbol] = true;
else if (started && (k.depth == 0)) // done for now
{
// FINISHED FIRST BOOK IN THIS INTERVAL
NEWFINISHEDBOOK = true;
// reset flags
_start[k.symbol] = false;
_update = false;
}
// make sure book exists
Book b;
if (!_book.TryGetValue(k.symbol, out b))
{
b = new Book(k.symbol);
_book.Add(k.symbol, b);
}
// if we have new book, notify
if (NEWFINISHEDBOOK && (NewBook != null))
NewBook(k.symbol);
// pass tick
b.GotTick(k);
// save book
_book[k.symbol] = b;
}
