protected void PrintSpread()
{
double quoteSpread = AlgorithmInfo.CalculateSpread(Algo.AlgoDictionary[BookType.QUOTE].Entries);
double targetSpread = AlgorithmInfo.CalculateSpread(Algo.AlgoDictionary[BookType.TARGET].Entries);
double paramSpread = AlgorithmInfo.GetSpreadFromParams(OrigQuotesAlgo.AlgoDictionary[BookType.QUOTE].Entries, Algo.PricerConfigInfo.MinSpread);
Console.WriteLine("Quote Spread: {0}, Target Spread: {1}, Parse spread: {2}, MinSpread: {3}",
quoteSpread, targetSpread, paramSpread, Algo.PricerConfigInfo.MinSpread);
}
public static void PrintSpread(L2PackageDto l2Book)
{
Console.WriteLine("spread = {0}", AlgorithmInfo.CalculateSpread(l2Book.Entries));
}
