private void UpdateBestPrice()
{
var newBestPrice = new InstrumentBidAskPair
{
Instrument = Instrument,
Date = DateTime.UtcNow
};
if (Sell.Any())
{
var fl = Sell.First();
newBestPrice.Ask = fl.Key;
newBestPrice.AskFirstLevelVolume = fl.Value.Sum(o => Math.Abs(o.Volume));
}
else
{
newBestPrice.Ask = BestPrice?.Ask ?? 0;
}
if (Buy.Any())
{
var fl = Buy.First();
newBestPrice.Bid = fl.Key;
newBestPrice.BidFirstLevelVolume = fl.Value.Sum(o => Math.Abs(o.Volume));
}
else
{
newBestPrice.Bid = BestPrice?.Bid ?? 0;
}
if (newBestPrice.Ask > 0 && newBestPrice.Bid > 0)
{
BestPrice = newBestPrice;
}
}
private void UpdateBestPrice()
{
var newBestPrice = new InstrumentBidAskPair
{
Instrument = Instrument,
Ask = Sell.Any() ? Sell.First().Key : BestPrice?.Ask ?? 0,
Bid = Buy.Any() ? Buy.First().Key : BestPrice?.Bid ?? 0,
Date = DateTime.UtcNow
};
if (newBestPrice.Ask > 0 && newBestPrice.Bid > 0)
{
BestPrice = newBestPrice;
}
}
