private void OnNewBestBuySell(Level2Item bestsell, Level2Item bestbuy)
{
if (SpreadItems.Count == 0)
{
Dispatcher.Invoke(() => SpreadItems.Insert(0,
new SpreadItem
{
Bid = bestsell.Price,
Ask = bestbuy.Price,
BSize = bestsell.Quantity,
ASize = bestbuy.Quantity
}));
}
else
{
var item = new SpreadItem
{
Bid = bestsell.Price,
Ask = bestbuy.Price,
BSize = bestsell.Quantity,
ASize = bestbuy.Quantity
};
if (item.CompareTo(SpreadItems.First()))
{
return;
}
Dispatcher.Invoke(() => SpreadItems.Insert(0, item));
}
}
private void OnNewBestBuySell(Level2Item bestsell, Level2Item bestbuy)
{
//if (Triggered) return;
switch (BuySell)
{
case null:
return;
case "Buy":
if (Price != bestbuy.Price)
{
Price = bestbuy.Price;
Triggered = false;
}
//else if (!Triggered)
Triggered = bestbuy.Quantity > Size;
if (Triggered)
{
InitialSize = LastSize = bestbuy.Quantity;
}
break;
case "Sell":
if (Price != bestsell.Price)
{
Price = bestsell.Price;
Triggered = false;
}
//else if (!Triggered)
Triggered = bestsell.Quantity > Size;
if (Triggered)
{
InitialSize = LastSize = bestsell.Quantity;
}
break;
}
}
