public override string ToString()
{
string res =
"-----------------------------------------------------------------------------" +
Environment.NewLine +
this.timestamp.ToString("hh:mm:ss.fff") +
Environment.NewLine +
Environment.NewLine +
"\t id= " + id +
"\t\t name= " + name +
Environment.NewLine +
Environment.NewLine +
"\t BID: " + LimitOrderPair.ToString(bid) + Environment.NewLine +
"\t ASK: " + LimitOrderPair.ToString(ask) + Environment.NewLine +
Environment.NewLine +
"\t LAST: \t" + lastTradeSize + " @ " + lastTradePrice +
"\t time= " + this.lastTradeTime.ToString("hh:mm:ss.fff") +
"\t dv= " + dayVolume +
Environment.NewLine +
"-----------------------------------------------------------------------------"
;
res += "";
return(res);
}
public object Clone()
{
LimitOrderPair op = new LimitOrderPair();
op.price = this.price;
op.size = this.size;
return(op);
}
/// <summary>
/// Fill order pairs (size, price) with random data
/// </summary>
private static void FillOrderPairs(LimitOrderPair[] orderPairs)
{
int idx;
int count = orderPairs.Length;
for (idx = 0; idx < count; idx++)
{
int price = randomGenerator.Next(500, 1000);
int size = randomGenerator.Next(3, 50);
orderPairs[idx] = new LimitOrderPair(price, size);
}
}
protected void Init(int marketDepth)
{
bid = new LimitOrderPair[marketDepth];
ask = new LimitOrderPair[marketDepth];
for (int i = 0; i < marketDepth; i++)
{
bid[i] = new LimitOrderPair();
ask[i] = new LimitOrderPair();
}
}
/// <summary>
/// This constructor is used only for generation of random data
/// </summary>
public HttpRegGetOptionData(double strike, int id, bool isPut)
{
this.optionStrike = strike;
ask = new LimitOrderPair[3];
bid = new LimitOrderPair[3];
FillOrderPairs(ask);
FillOrderPairs(bid);
// for this specific case I am buying options - thus minus
this.pendingOrder = GetPendingOrder(ask, bid);
this.optionId = id;
this.isPut = 0;
if (isPut)
{
this.isPut = 1;
}
}
public object Clone()
{
LimitOrderPair op = new LimitOrderPair();
op.price = this.price;
op.size = this.size;
return op;
}
public static string ToString(LimitOrderPair[] src)
{
string res = " ";
foreach (LimitOrderPair op in src)
{
res = res + op.price + " : " + op.size + "\t\t";
}
return res;
}
protected void Init(int marketDepth)
{
bid = new LimitOrderPair[marketDepth];
ask = new LimitOrderPair[marketDepth];
for (int i = 0; i < marketDepth; i++)
{
bid[i] = new LimitOrderPair();
ask[i] = new LimitOrderPair();
}
}
