private void UpdateSpreads(PriceRow row)
{
//cout("UPDATE SPREADS: {0}", row.Symbol);
if (m_updateSpreadRows.ContainsKey(row.Symbol))
{
var li = m_updateSpreadRows[row.Symbol];
foreach (var spreadRow in li)
{
spreadRow.SymbolUpdate(row);
m_spreadGrid.UpdateRow(spreadRow);
}
}
}
private void M_prices_UpdatePrices(PriceUpdateIQ update)
{
// Update messages are sent to the client anytime one of the fields in the current fieldset are updated.
//var x = "Q,@ESU17,2463.50,2,08:26:54.256829,43,170391,2463.25,116,2463.50,159,2460.25,2463.75,2456.50,2459.75,a,01,";
if (!m_priceRowForSymbol.ContainsKey(update.Symbol)) return;
m_latestPrices[update.Symbol] = update;
var row = m_priceRowForSymbol[update.Symbol];
row.UpdateValues(update);
//Console.WriteLine("CHANGE the NotifyGrids Property method of updating grids!");
// Price Update to Level 1 grid
//if (row.NotifyGrids.Contains(m_level1Grid))
if (m_notifyGrids[update.Symbol].Contains(m_priceGrid))
m_priceGrid.UpdateRow(row);
// Price Update to Spread grid
//if (row.NotifyGrids.Contains(m_spreadGrid))
if (m_notifyGrids[update.Symbol].Contains(m_spreadGrid))
UpdateSpreads(row);
}
private void M_subscriber_Receive(string sUpdate)
{
// Update messages are sent to the client anytime one of the fields in the current fieldset are updated.
//var x = "Q,@ESU17,2463.50,2,08:26:54.256829,43,170391,2463.25,116,2463.50,159,2460.25,2463.75,2456.50,2459.75,a,01,";
//cout(sUpdate);
_update = new PriceUpdate(sUpdate);
//cout("{0} [{1}] {2}:{3}-{4}:{5}", _update.Symbol, _update.LastTradePrice, _update.BidSize, _update.Bid, _update.Ask, _update.AskSize);
if (!m_updatePriceRows.ContainsKey(_update.Symbol)) return;
var row = m_updatePriceRows[_update.Symbol];
row.UpdateValues(_update);
// Price Update to Level 1 grid
if (row.NotifyGrids.Contains(m_priceGrid))
m_priceGrid.UpdateRow(row);
// Price Update to Spread grid
if (row.NotifyGrids.Contains(m_spreadGrid))
UpdateSpreads(row);
}