Beispiel #1
0
        public static ConvertFields[] GetMapFields(ConvertMapType type)
        {
            switch (type)
            {
            case ConvertMapType.Bar:
                return(GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                                    ConvertFields.open, ConvertFields.high, ConvertFields.low, ConvertFields.close,
                                    ConvertFields.volume, ConvertFields.barinterval));

            case ConvertMapType.TimeSales:
                return(GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                                    ConvertFields.trade, ConvertFields.size, ConvertFields.exchange));

            case ConvertMapType.Level1Full:
                return(GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                                    ConvertFields.trade, ConvertFields.size, ConvertFields.exchange,
                                    ConvertFields.bid, ConvertFields.bidsize, ConvertFields.bidexchange,
                                    ConvertFields.ask, ConvertFields.asksize, ConvertFields.askexchange));

            case ConvertMapType.Level2Full:
                return(GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                                    ConvertFields.trade, ConvertFields.size, ConvertFields.exchange,
                                    ConvertFields.bid, ConvertFields.bidsize, ConvertFields.bidexchange,
                                    ConvertFields.ask, ConvertFields.asksize, ConvertFields.askexchange,
                                    ConvertFields.depth));
            }
            return(GetFieldList());
        }
 public ConvertMap(List<int> importmap, List<string> custval, ConvertMapType t, bool ignoreinvalid, DebugDelegate deb, DebugDelegate stat)
 {
     cust = custval;
     ignoreinvalidtick = ignoreinvalid;
     inp = importmap;
     type = t;
     SendDebugEvent = deb;
     SendStatusEvent = stat;
 }
Beispiel #3
0
 public ConvertMap(List <int> importmap, List <string> custval, ConvertMapType t, bool ignoreinvalid, DebugDelegate deb, DebugDelegate stat)
 {
     cust = custval;
     ignoreinvalidtick = ignoreinvalid;
     inp             = importmap;
     type            = t;
     SendDebugEvent  = deb;
     SendStatusEvent = stat;
 }
        public static ConvertFields[] GetMapFields(ConvertMapType type)
        {
            switch (type)
            {
                case ConvertMapType.Bar:
                    return GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                        ConvertFields.open, ConvertFields.high, ConvertFields.low, ConvertFields.close,
                        ConvertFields.volume, ConvertFields.barinterval);
                case ConvertMapType.TimeSales:
                    return GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                        ConvertFields.trade, ConvertFields.size, ConvertFields.exchange);

                case ConvertMapType.Level1Full:
                    return GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                        ConvertFields.trade, ConvertFields.size, ConvertFields.exchange,
                        ConvertFields.bid, ConvertFields.bidsize, ConvertFields.bidexchange,
                        ConvertFields.ask, ConvertFields.asksize, ConvertFields.askexchange);

                case ConvertMapType.Level2Full:
                    return GetFieldList(ConvertFields.symbol, ConvertFields.date, ConvertFields.time,
                        ConvertFields.trade, ConvertFields.size, ConvertFields.exchange,
                        ConvertFields.bid, ConvertFields.bidsize, ConvertFields.bidexchange,
                        ConvertFields.ask, ConvertFields.asksize, ConvertFields.askexchange,
                        ConvertFields.depth);



            }
            return GetFieldList();
        }