C# (CSharp) CommonLab Depth Examples

Example #1

 public void UpdateTickerBuyDepth(Depth d)
 {
     Sell = d.Asks[0].Price;
     Buy  = d.Bids[0].Price;
     if (High < Sell)
     {
         High = Sell;
     }
     if (Low > Buy)
     {
         Low = Buy;
     }
     ExchangeTimeStamp = d.ExchangeTimeStamp;
 }