Example #1
0
 public Level2Collection(SymbolInfo instrument, enumMarketSide side)
 {
     this.instrument = instrument;
     this.side       = side;
 }
Example #2
0
 string MarketOrderSide(enumMarketSide limitOrderSide)
 {
     return(limitOrderSide == enumMarketSide.msAsk ? "Buy" : "Sell");
 }
Example #3
0
 public Level2Collection(InstrumentReader reader, SymbolInfo instrument, enumMarketSide side)
 {
     this.instrument = instrument;
     this.reader     = reader;
     this.side       = side;
 }