public QuoteBookStruct(QuoteBook newQuote)
{
Instr = (InstrInfo[])newQuote.Instr.Clone();
BidBk = newQuote.BidBk;
AskBk = newQuote.AskBk;
AskExch = newQuote.AskExch;
BidExch = newQuote.BidExch;
NumAsk = newQuote.NumAsk;
NumBid = newQuote.NumBid;
TS = newQuote.TS;
PartID = newQuote.PartID;
Mod = newQuote.Mod;
TEST_TIMESTAMP_TICKS = newQuote.TEST_TIMESTAMP_TICKS;
InstrumentName = Utilities.InstrToStr(Instr);
}
public void GetSpreadQuote(InstrInfo[] instruments, IMarketDataConsumer <QuoteBook> cons)
{
if (instruments.Length > 1)
{
Console.WriteLine("Getting spread quote...");
FastOMS.Data_Structures.QuoteBook qb = new Data_Structures.QuoteBook();
while (!_spreadInitialQuotes.TryGetValue(Utilities.InstrToStr(instruments), out qb))
{
Thread.Sleep(1000);
Console.WriteLine("waiting for spread quote");
}
cons.NewDataHandler(qb);
}
}