Example #1
0
        public static Quote From3PartsString(string line, Shared.Asset asset, IDataSource source)
        {
            var parts = line.Split(new char[] { ',' });

            return(new Quote {
                Asset = asset,
                Source = source,
                DateTime = Instant.FromMillisAfterEpoch(long.Parse(parts[0])),
                Ask = source.ConvertPrice(decimal.Parse(parts[1], _culture)),
                AskSize = 0,
                Bid = source.ConvertPrice(decimal.Parse(parts[2], _culture)),
                BidSize = 0,
            });
        }