public Price(
string type,
InstrumentName instrument,
DateTime time,
bool tradeable,
List <PriceBucket> bids,
List <PriceBucket> asks,
PriceValue closeoutBid,
PriceValue closeoutAsk)
{
if (type == null)
{
this.Type = "PRICE";
}
else
{
this.Type = type;
}
this.Instrument = instrument;
this.Time = time;
this.Tradeable = tradeable;
this.Bids = bids;
this.Asks = asks;
this.CloseoutBid = closeoutBid;
this.CloseoutAsk = closeoutAsk;
}
public ClientPrice()
{
this.Bids = new List <PriceBucket>();
this.Asks = new List <PriceBucket>();
this.CloseoutBid = new PriceValue();
this.CloseoutAsk = new PriceValue();
this.Timestamp = new DateTime();
}
// private QuoteHomeConversionFactors QuoteHomeConversionFactors; {Deprecated}
// private UnitsAvailable UnitsAvailable; {Deprecated}
public Price()
{
this.Type = "PRICE";
this.Instrument = new InstrumentName();
this.Time = new DateTime();
this.Bids = new List <PriceBucket>();
this.Asks = new List <PriceBucket>();
this.CloseoutBid = new PriceValue();
this.CloseoutAsk = new PriceValue();
}
public ClientPrice(
List <PriceBucket> bids,
List <PriceBucket> asks,
PriceValue closeoutBid,
PriceValue closeoutAsk,
DateTime timestamp)
{
this.Bids = bids;
this.Asks = asks;
this.CloseoutBid = closeoutBid;
this.CloseoutAsk = closeoutAsk;
this.Timestamp = timestamp;
}
public PriceBucket FindAsk(PriceValue value)
{
return(this.Asks.Find(x => x.Price == value));
}
// Getters
public PriceBucket FindBid(PriceValue value)
{
return(this.Bids.Find(x => x.Price == value));
}
public void RemoveAsk(PriceValue value)
{
PriceBucket x = FindAsk(value);
this.Asks.Remove(x);
}
public void RemoveBid(PriceValue value)
{
PriceBucket x = FindBid(value);
this.Bids.Remove(x);
}