private void ClientOnNewBookQuote(object sender, Client.NewBookQuoteEventArgs e)
{
SendOutMessage(new QuoteChangeMessage
{
SecurityId = new SecurityId
{
SecurityCode = e.BookQuote.Symbol,
BoardCode = AssociatedBoardCode
},
ServerTime = e.BookQuote.Timestamp.ApplyTimeZone(TimeHelper.Est),
Bids = e.BookQuote.BidPrices.Select((p, i) => new QuoteChange(Sides.Buy, p.ToDecimal() ?? 0, e.BookQuote.BidSizes[i])).ToArray(),
Asks = e.BookQuote.AskPrices.Select((p, i) => new QuoteChange(Sides.Sell, p.ToDecimal() ?? 0, e.BookQuote.AskSizes[i])).ToArray()
});
}
private void _client_NewBookQuote(object sender, Client.NewBookQuoteEventArgs e)
{
NewBookQuote(e.BookQuote);
}
