public void onBookAtomicLevelDelta(
     MamdaSubscription subscription,
     MamdaBookAtomicListener listener,
     MamaMsg msg,
     MamdaBookAtomicLevel level)
 {
     if (myQuietModeLevel < 2)
     {
         prettyPrint(subscription, level);
     }
 }
            void prettyPrint(MamdaSubscription subscription,
                             MamdaBookAtomicLevel level)
            {
                // Price Level Info
                double  price      = level.getPriceLevelPrice();
                decimal dPrice     = System.Convert.ToDecimal(price);
                string  roundPrice = (Decimal.Round(dPrice, 2)).ToString("0.00");

                string   symbol     = subscription.getSymbol();
                double   size       = level.getPriceLevelSize();
                char     action     = level.getPriceLevelAction();
                char     side       = level.getPriceLevelSide();
                double   numEntries = level.getPriceLevelNumEntries();
                DateTime levelTime  = level.getPriceLevelTime();

                Console.WriteLine();
                Console.WriteLine("LEVEL | " + symbol + " | " + roundPrice + " | " + size + " | "
                                  + action + " | " + side + " | " + numEntries + " | " + "{0:HH:mm:ss.fff}", levelTime);
            }
Example #3
0
            void prettyPrint(MamdaSubscription subscription, 
                            MamdaBookAtomicLevel level)
            {
                // Price Level Info
                double  price      = level.getPriceLevelPrice ();
                decimal dPrice     = System.Convert.ToDecimal(price);
                string  roundPrice = (Decimal.Round(dPrice,2)).ToString("0.00");

                string   symbol     = subscription.getSymbol ();
                double   size       = level.getPriceLevelSize ();
                char     action     = level.getPriceLevelAction ();
                char     side       = level.getPriceLevelSide ();
                double   numEntries = level.getPriceLevelNumEntries ();
                DateTime levelTime  = level.getPriceLevelTime();

                Console.WriteLine ();
                Console.WriteLine ( "LEVEL | " + symbol + " | " + roundPrice + " | " + size + " | "
                    + action + " | " + side + " | " + numEntries + " | " + "{0:HH:mm:ss.fff}", levelTime);
            }
Example #4
0
 public void onBookAtomicLevelRecap(
     MamdaSubscription           subscription,
     MamdaBookAtomicListener     listener,
     MamaMsg                     msg,
     MamdaBookAtomicLevel        level)
 {
     if (myQuietModeLevel<2)
     {
         prettyPrint (subscription, level);
     }
 }