}//end InitializeVariables()
//
//
//
// **** Create Copy() ****
//
public static MarketInstrument CreateCopy(MarketInstrument instrToCopy)
{
MarketInstrument newInstr = MarketInstrument.Create(instrToCopy.Name, instrToCopy.TickSize, instrToCopy.TickValue);
instrToCopy.CopyTo(newInstr);
return(newInstr);
}//CreateCopy().
// *****************************************************************
// **** Constructors ****
// *****************************************************************
public static MarketInstrument Create(string fullName, double tickSize, double tickValue, string serverName = "")
{
// Try to create the instrument.
MarketInstrument instr = new MarketInstrument(fullName, tickSize, tickValue, serverName);
instr.InitializeVariables(NMaxDepth);
// Exit
return(instr);
}//Create()
}//end SetMarket().
//
//
//
// **** SetMarket ****
//
/// <summary>
/// This is the "copy" over-loading of SetMarket()
/// </summary>
/// <param name="instr"></param>
private void SetMarket(MarketInstrument instr)
{
// market - copy entire market
for (int side = 0; side < this.Price.Length; ++side)
{
for (int level = 0; level < this.Price[side].Length; ++level)
{
this.Price[side][level] = instr.Price[side][level];
this.Qty[side][level] = instr.Qty[side][level];
this.QtyImp[side][level] = instr.QtyImp[side][level];
}
}
// Trades
this.DeepestLevelKnown = instr.DeepestLevelKnown;
for (int side = 0; side < this.Volume.Length; ++side)
{
this.Volume[side] = instr.Volume[side];
}
this.IsMarketGood = instr.IsMarketGood;
}//end SetMarket()
}//end SetMarket()
//
//
//
//
//
//
//
// **** CopyTo() ****
//
public virtual void CopyTo(MarketInstrument aInstr)
{
aInstr.SetMarket(this);
}//end CopyTo()
