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); }
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); }
public void onBookAtomicLevelRecap( MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevel level) { if (myQuietModeLevel<2) { prettyPrint (subscription, level); } }