internal void Initialise(int numberOfRows, string secType, double tickSize)
{
this.mAsks = new List <ModelEntry>(numberOfRows);
this.mBids = new List <ModelEntry>(numberOfRows);
InProgress = true;
mFormatPrice = PriceFormatter.GetPriceFormatter(secType, tickSize);
mFormatAvgPrice = PriceFormatter.GetPriceFormatter(secType, tickSize, true);
}
private void startMarketData(ContractDetails contractData, bool snapshot)
{
var id = mNextTickerId++;
logMessage($"Starting ticker: id={id}; {contractToString(contractData.Contract)}");
mApi.reqMktData(id, contractData.Contract, "", snapshot, false, null);
Ticker ticker = new Ticker(contractData)
{
ContractDetails = contractData,
FormatPrice = PriceFormatter.GetPriceFormatter(contractData.Contract.SecType, contractData.MinTick * contractData.PriceMagnifier),
IsSnapshot = true
};
mTickers.Add(ticker);
}
