public TWSMarketDepthEventArgs(TWSClient client, int requestId, int position, string marketMaker, IBOperation operation, IBSide side, double price, int size) : base(client) { RequestId = requestId; Position = position; MarketMaker = marketMaker; Operation = operation; Side = side; Price = price; Size = size; }
protected void OnMarketDepthL2(int reqId, int position, string marketMaker, IBOperation operation, IBSide side, double price, int size) { if (MarketDepthL2 != null) MarketDepth(this, new TWSMarketDepthEventArgs(this) { RequestId = reqId, Position = position, Operation = operation, Side = side, Price = price, Size = size, MarketMaker = marketMaker, }); }
protected void OnMarketDepthL2(int reqId, int position, string marketMaker, IBOperation operation, IBSide side, double price, int size) { if (MarketDepthL2 != null) MarketDepthL2(this, new TWSMarketDepthEventArgs(this, reqId, position, marketMaker, operation, side, price, size)); }
protected void OnMarketDepth(int reqId, int position, IBOperation operation, IBSide side, double price, int size) { if (MarketDepth != null) MarketDepth(this, new TWSMarketDepthEventArgs(this, reqId, position, String.Empty, operation, side, price, size)); }