protected override sealed void OnMarketData(MarketDataEventArgs e)
{
DateTime t;
if (useMillisec)
{
ComputeTimeOffset(e.Time);
t = DateTime.Now.AddMilliseconds(timeoffset);
}
else
{
t = e.Time;
}
if (!initBidAsk)
{
initBidAsk = (ask > bid);
}
if ((e.MarketDataType == MarketDataType.Last))
{
GMktDataTimeTicks = e.Time.Ticks;
if (writeData && writeOK && writable && initBidAsk)
{
writeOK = fm.RecordTick(t, bid, ask, e.Price, (int)e.Volume);
firstRec = true;
}
UpdateBeginEndTime();
if (disableTime || ((GMktDataTimeTicks >= BeginTimeTicks) && (GMktDataTimeTicks < EndTimeTicks)))
{
tickQueue.Enqueue(new Gom.MarketDataType(t, Gom.Utils.GetIntTickType(bid, ask, e.Price), e.Price, (int)e.Volume));
}
}
else if (e.MarketDataType == MarketDataType.Ask)
{
ask = e.Price;
}
else if (e.MarketDataType == MarketDataType.Bid)
{
bid = e.Price;
}
}
