protected override void OnUpdate(MarketData mktData, DateTime updateTime, Price value) { Price avgPrice = IndicatorFunc(mktData, updateTime, value); if (avgPrice != null) { Publish(_nextCorrelTime, avgPrice.MidPrice()); } }
void ILevelPublisher.Publish(DateTime updateTime) { if (_mktData[0].TimeSeries.Count == 0 || _mktData[0].TimeSeries.TotalMinutes(updateTime) < 240) { Log.Instance.WriteEntry("Cannot publish level mean indicator: no market data available", EventLogEntryType.Warning); return; } Price avg = Average(updateTime); Publish(updateTime, avg.MidPrice()); }