Beispiel #1
0
        public static void GetTicksLevel2(TickTraderWebClient client)
        {
            // Account feed ticks level2
            List <TTFeedTickLevel2> ticksLevel2 = client.GetAllTicksLevel2();

            foreach (var t in ticksLevel2)
            {
                Console.WriteLine("{0} level2 book depth: {1}", t.Symbol, Math.Max(t.Bids.Count, t.Asks.Count));
            }

            TTFeedTickLevel2 tickLevel2 = client.GetTickLevel2(ticksLevel2[0].Symbol).FirstOrDefault();

            if (tickLevel2 != null)
            {
                Console.WriteLine("{0} level2 book depth: {1}", tickLevel2.Symbol, Math.Max(tickLevel2.Bids.Count, tickLevel2.Asks.Count));
            }
        }