示例#1
0
        public void AddTrade(DateTime timestamp, double price)
        {
            currentPrice = price;

            var dt01 = Helper.AdjustTime(timestamp, 1);

            AddOrUpdateTick(ref list01, dt01, price);

            var dt05 = Helper.AdjustTime(timestamp, 5);

            AddOrUpdateTick(ref list05, dt05, price);

            var dt15 = Helper.AdjustTime(timestamp, 15);

            AddOrUpdateTick(ref list15, dt15, price);
        }