public void newPriceQuote(Object a)
{
while (true)
{
newQuote.WaitOne(10000, false);
LeafContainer buyBook = this.parentContainer.ChildContainers["B"] as LeafContainer;
LeafContainer sellBook = this.parentContainer.ChildContainers["S"] as LeafContainer;
if (buyBook != null && sellBook != null)
{
if (buyBook.OrderQuote() == "" || sellBook.OrderQuote() == "")
{
Console.WriteLine("No price");
}
string buyBookQuote = buyBook.OrderQuote();
string sellBookQuote = sellBook.OrderQuote();
//currentPrice = buyBookQuote == "N/A" ? Convert.ToDouble(sellBookQuote) : sellBookQuote == "N/A" ?
// Convert.ToDouble(buyBookQuote) : (Convert.ToDouble(buyBook.OrderQuote()) + Convert.ToDouble(sellBook.OrderQuote())) / 2.0;
XElement xml = new XElement("Method");
xml.Add(new XAttribute("PriceQuote", "RSXM"));
xml.Add(new XElement("Field", new XAttribute("Name", "Buy"), buyBookQuote),
new XElement("Field", new XAttribute("Name", "Sell"), sellBookQuote));
string quote = this.parentContainer.contName + "," + buyBook.OrderQuote() + "," + sellBook.OrderQuote();
Exchange.QuoteSender.sendQuote(xml.ToString());
}
newQuote.Reset();
}
}
public Order CurrentPrice(string Instrument, string BuySell)
{
//Order curPrice = bookRoot[Instrument].ChildContainers["Regular"].ChildContainers["B"];
LeafContainer leafContainer = bookRoot[Instrument].ChildContainers[BuySell] as LeafContainer;
Order curOrder = leafContainer.OrderQuote();
return(curOrder);
}
public void newPriceQuote(Object a)
{
while (true)
{
newQuote.WaitOne(10000, false);
LeafContainer buyBook = this.parentContainer.ChildContainers["B"] as LeafContainer;
LeafContainer sellBook = this.parentContainer.ChildContainers["S"] as LeafContainer;
if (buyBook != null && sellBook != null)
{
if (buyBook.OrderQuote() == "" || sellBook.OrderQuote() == "")
{
Console.WriteLine("No price");
}
string quote = this.parentContainer.contName + "," + buyBook.OrderQuote() + "," + sellBook.OrderQuote();
Exchange.QuoteSender.sendQuote(quote);
}
newQuote.Reset();
}
}