C# (CSharp) OpenQuant.API OrderBookUpdate Examples

Example #1

File: Strategy.cs Project: houzhongxu/OpenQuant.API

		public virtual void OnOrderBookChanged(OrderBookUpdate update)
		{
		}

Example #2

File: DataManager.cs Project: houzhongxu/OpenQuant.API

		public static void Add(Instrument instrument, OrderBookUpdate update)
		{
			SmartQuant.Instruments.Instrument instrument2 = Map.OQ_SQ_Instrument[instrument] as SmartQuant.Instruments.Instrument;
			SmartQuant.Instruments.DataManager.Add(instrument2, update.marketDepth);
		}

Example #3

 public static void Add(Instrument instrument, OrderBookUpdate update)
 {
     FreeQuant.Instruments.DataManager.Add(Map.OQ_FQ_Instrument[(object)instrument] as FreeQuant.Instruments.Instrument, update.marketDepth);
 }

Example #4

 public static void Add(Instrument instrument, OrderBookUpdate update)
 {
     SmartQuant.Instruments.Instrument instrument2 = Map.OQ_SQ_Instrument[instrument] as SmartQuant.Instruments.Instrument;
     SmartQuant.Instruments.DataManager.Add(instrument2, update.marketDepth);
 }

Example #5

File: DataManager.cs Project: heber/FreeOQ

		public static void Add(Instrument instrument, OrderBookUpdate update)
		{
			FreeQuant.Instruments.DataManager.Add(Map.OQ_FQ_Instrument[(object)instrument] as FreeQuant.Instruments.Instrument, update.marketDepth);
		}