public override EERROR OnTick() { //Get Rates From API double dBid = 0; double dAsk = 0; string sSymbol = ""; foreach (KeyValuePair <string, string> entry in m_sSymbols_fix) { //FIX sSymbol = entry.Value; m_fixApi_data.getRates(entry.Key, ref dAsk, ref dBid); m_rates[sSymbol].dAsk = dAsk; // m_rates[sSymbol].dBid = dBid; m_rates[sSymbol].m_dtTime = CFATCommon.m_dtCurTime; } return(base.OnTick()); }
public override EERROR OnTick() { //Get Rates From API double dBid = 0; double dAsk = 0; string sSymbol = ""; foreach (KeyValuePair <string, string> entry in m_sSymbols_fix) { //FIX sSymbol = entry.Value.Replace("/", ""); if (!m_sSymbols.Contains(sSymbol)) { sSymbol += ".agg"; //HSM_TestCode...!!! } m_fixApi_data.getRates(entry.Key, ref dAsk, ref dBid); m_rates[sSymbol].dAsk = dAsk; //GP broker symbol is EUR/USD m_rates[sSymbol].dBid = dBid; m_rates[sSymbol].m_dtTime = CFATCommon.m_dtCurTime; } return(base.OnTick()); }