Example #1
0
        private void OnRtnQuoteRequest_callback(object sender, ref QuoteRequestField quoteRequest)
        {
            (sender as XApi).GetLog().Info("OnRtnQuoteRequest:" + quoteRequest.ToFormattedString());

            MarketDataRecord record;

            if (!marketDataRecords.TryGetValue(quoteRequest.Symbol, out record))
            {
                return;
            }

            NewsEx news = new NewsEx(DateTime.Now, this.id, record.Instrument.Id, NewsUrgency.Flash, "", "", quoteRequest.ToFormattedString());

            news.ResponseType = XAPI.ResponseType.OnRtnQuoteRequest;
            news.UserData     = quoteRequest;
            EmitData(news);
        }
        private void OnRtnQuoteRequest_callback(object sender, ref QuoteRequestField quoteRequest)
        {
            (sender as XApi).Log.Info("OnRtnQuoteRequest:" + quoteRequest.ToFormattedString());

            MarketDataRecord record;
            if (!marketDataRecords.TryGetValue(quoteRequest.Symbol, out record))
            {
                return;
            }

            NewsEx news = new NewsEx(DateTime.Now, this.id, record.Instrument.Id, NewsUrgency.Flash, "", "", quoteRequest.ToFormattedString());
            news.ResponeType = ResponeType.OnRtnQuoteRequest;
            news.UserData = quoteRequest;
            EmitData(news);
        }