Ejemplo n.º 1
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 void EWrapper.updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size)
 {
     UpdateMktDepthL2?.Invoke(tickerId, position, marketMaker, operation, side, price, size);
 }
 public virtual void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size)
 {
     UpdateMktDepthL2?.Invoke(this, new UpdateMktDepthL2Args(tickerId, position, marketMaker, operation, side, price, size));
 }
Ejemplo n.º 3
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 void IEWrapper.UpdateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size, bool isSmartDepth)
 {
     UpdateMktDepthL2?.Invoke(new DeepBookMessage(tickerId, position, operation, side, price, size, marketMaker, isSmartDepth));
 }
Ejemplo n.º 4
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 public void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size, bool isSmartDepth)
 {
     UpdateMktDepthL2?.Invoke(new UpdateMktDepthL2Message(tickerId, position, marketMaker, operation, side, price, size, isSmartDepth));
 }