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));
}
}
public void SetSecurity(string board, string seccode)
{
Level2DataHandler.NewBestBuySell -= OnNewBestBuySell;
Dispatcher.Invoke(() => SpreadItems.Clear());
Board = board;
Seccode = seccode;
Level2DataHandler.NewBestBuySell += OnNewBestBuySell;
}
