C# (CSharp) BWNYSEImbalance Exemples

Exemple #1

        void m_Session_OnNYSEImbalanceMessage(object sender, BWNYSEImbalance imbalanceMsg)
        {
            string    s   = imbalanceMsg.Symbol;
            int       i   = imbalanceMsg.ImbalanceVolume;
            int       it  = TradeLink.Common.Util.DT2FT(imbalanceMsg.Time);
            int       pi  = imbalanceMsg.InitImbalanceVolume;
            int       pt  = TradeLink.Common.Util.DT2FT(imbalanceMsg.InitTime);
            string    ex  = imbalanceMsg.FeedID.ToString();
            Imbalance imb = new ImbalanceImpl(s, ex, i, it, pi, pt, i);

            tl.newImbalance(imb);
        }

Exemple #2

Fichier : ServerBlackwood.cs Projet : wang-shun/tradelink

 void m_Session_OnNYSEImbalanceMessage(object sender, BWNYSEImbalance imbalanceMsg)
 {
     string s = imbalanceMsg.Symbol;
     int i = imbalanceMsg.ImbalanceVolume;
     int it = TradeLink.Common.Util.DT2FT(imbalanceMsg.Time);
     int pi = imbalanceMsg.InitImbalanceVolume;
     int pt = TradeLink.Common.Util.DT2FT(imbalanceMsg.InitTime);
     string ex = imbalanceMsg.FeedID.ToString();
     Imbalance imb = new ImbalanceImpl(s, ex, i, it, pi, pt, i);
     tl.newImbalance(imb);
 }