public static void Raise(BBO bbo)
{
if (BBOChanged != null)
{
BBOChanged(bbo);
}
}
/// <summary>
/// publish depth (to be used after reloading from snapshot)
/// </summary>
public void PublishDepth()
{
//publish depth
if (DepthChanged != null)
{
DepthChanged(_depth);
}
//publish bbo
if (BboChanged != null)
{
BBO bbo = new BBO(_currencyPair, _depth.BidLevels.First(), _depth.AskLevels.First());
BboChanged(bbo);
}
}
/// <summary>
/// OnOrderBookChanged
/// </summary>
/// <param name="orderBook"></param>
public void OnOrderBookChanged(LimitOrderBook orderBook)
{
if (_depth.Changed())
{
if (DepthChanged != null)
{
DepthChanged(_depth);
}
if (BboChanged != null)
{
int lastChange = _depth.LastPublishedChangeId;
if (_depth.BidLevels.First().ChangedSince(lastChange) || _depth.AskLevels.First().ChangedSince(lastChange))
{
BBO bbo = new BBO(_currencyPair, _depth.BidLevels.First(), _depth.AskLevels.First());
BboChanged(bbo);
}
}
_depth.Published();
}
}
/// <summary>
/// Onn BBO changed event
/// </summary>
/// <param name="bbo"> </param>
public void OnBBOChange(BBO bbo)
{
OutputDisruptor.Publish(bbo);
Log.Debug("Best bid and offer received for currency pair: " + bbo.CurrencyPair);
}