Example #1
0
 public Level2(DateTime dateTime, byte providerId, int instrumentId, double price, int size, Level2Side side, Level2UpdateAction action, int position) : base(dateTime, providerId, instrumentId, price, size)
 {
     this.Side = side;
     this.Action = action;
     this.Position = position;
 }
Example #2
0
 public Level2(Ask ask, Level2UpdateAction action, int position): base(ask)
 {
     Side = Level2Side.Ask;
     Action = action;
     Position = position;
 }
Example #3
0
 public Level2(Bid bid, Level2UpdateAction action, int position): base(bid)
 {
     Side = Level2Side.Bid;
     Action = action;
     Position = position;
 }
Example #4
0
 public Level2(DateTime dateTime, byte providerId, int instrumentId, double price, int size, Level2Side side, Level2UpdateAction action, int position) : base(dateTime, providerId, instrumentId, price, size)
 {
     Side     = side;
     Action   = action;
     Position = position;
 }
Example #5
0
 public Level2(Ask ask, Level2UpdateAction action, int position) : base(ask)
 {
     Side     = Level2Side.Ask;
     Action   = action;
     Position = position;
 }
Example #6
0
 public Level2(Bid bid, Level2UpdateAction action, int position) : base(bid)
 {
     Side     = Level2Side.Bid;
     Action   = action;
     Position = position;
 }