public static async void startBoardUpdate()
{
initialize();
await Task.Run(async() =>
{
while (SystemFlg.getMarketDataFlg())
{
if (FlyerAPI2.getApiAccessProhibition() == false)
{
var board = await FlyerAPI2.getBoardAsync("FX_BTC_JPY");
if (board.MidPrice != 0)
{
board.dt = DateTime.Now;
var ask_p = board.Asks.Select(c => c.Price).ToArray();
var bid_p = board.Bids.Select(c => c.Price).ToArray();
var ask_min = ask_p.Min();
var bid_max = bid_p.Max();
board.spread = ask_min - bid_max;
setCurrentBoard(board);
MarketDataLog.addBoardData(board.dt, new double[] { bid_max, ask_min, board.spread });
Form1.Form1Instance.Invoke((Action)(() =>
{
Form1.Form1Instance.setLabel3(board.spread.ToString());
}));
}
}
//await Task.Delay(0);
}
});
}
private static void OnReceiveBoard(BoardDiff data)
{
//if (BoardDataUpdate.getCurrentBoard().MidPrice > 0)
{
var current_board = BoardDataUpdate.getCurrentBoard();
current_board.dt = DateTime.Now;
var ask_min = current_board.Asks.Select(x => x.Price).ToList().Min();
var bid_max = current_board.Bids.Select(x => x.Price).ToList().Max();
foreach (var v in data.Asks)
{
if (v.Price < ask_min)
{
ask_min = v.Price;
}
break;
}
foreach (var v in data.Bids)
{
if (v.Price > bid_max)
{
bid_max = v.Price;
}
break;
}
current_board.Asks[0].Price = ask_min;
current_board.Bids[0].Price = bid_max;
current_board.spread = ask_min - bid_max;
MarketDataLog.addBoardData(current_board.dt, new double[] { bid_max, ask_min, current_board.spread });
BoardDataUpdate.setCurrentBoard(current_board);
Form1.Form1Instance.setLabel3(current_board.spread.ToString());
}
/*
* foreach (var v in data.Asks)
* line += v.Price + " x " + v.Size;
* Form1.Form1Instance.addListBox(data.MidPrice+" : " + line);
*/
}
