C# (CSharp) QuantConnect.Brokerages.TEB.Data SecurityDepthEventArgs Examples

Example #1

File: AbstractSecurityDataProvider.cs Project: stanleywu111/algo_trade

 protected void HandleSecurityDepthChanged(SecurityDepthEventArgs secDepth)
 {
     if (OnSecurityDepthChanged != null)
     {
         OnSecurityDepthChanged(secDepth);
     }
 }

Example #2

File: TEBMatriksTcpDataQueueImpl.cs Project: stanleywu111/algo_trade

        private void dataProvider_OnSecurityDepthChanged(SecurityDepthEventArgs arg)
        {
            //SecurityDepth secDepth = arg.SecurityDepth;

            //if (DistOption.DistributeSecurityDepth)
            //{
            //    DistStreamQueue.Enqueue(() =>
            //    {
            //        //Broadcaster.BroadCastQuoteDepth(secDepth);//TODO bunucuda scs ile gonder
            //    });

            //}
        }