public OrderAddUpdateSummaryMessage( Level2MessageType messageType, string symbol, UInt64 orderId, string mmid, Level2Side side, double price, int size, UInt64 orderPriority, int precision, TimeSpan orderTime, DateTime orderDate) { // message type can be any of 4 types, and we may get a lot of these, // so not bothering to check, for speed. MessageType = messageType; Symbol = symbol; OrderId = orderId; MMID = mmid; Side = side; Price = price; Size = size; OrderPriority = orderPriority; Precision = precision; OrderTime = orderTime; OrderDate = orderDate; }
public PriceLevelOrderMessage( Level2MessageType messageType, string symbol, UInt64 orderId, string mmid, Level2Side side, double price, int size, UInt64 orderPriority, int precision, TimeSpan orderTime, DateTime orderDate) : base(messageType, symbol, orderId, mmid, side, price, size, orderPriority, precision, orderTime, orderDate) { }
public PriceLevelDeleteMessage( Level2MessageType messageType, string symbol, Level2Side side, double price, TimeSpan time, DateTime date) { MessageType = messageType; Symbol = symbol; Side = Side; Price = price; Time = time; Date = date; }
public OrderDeleteMessage( Level2MessageType messageType, string symbol, UInt64 orderId, Level2Side side, TimeSpan orderTime, DateTime orderDate) { MessageType = messageType; Symbol = symbol; OrderId = orderId; Side = Side; OrderTime = OrderTime; OrderDate = orderDate; }
public static bool TryParse(string text, out Level2Side result) { if (text == "S") { result = Level2Side.Sell; return(true); } if (text == "B") { result = Level2Side.Buy; return(true); } return(Enum.TryParse <Level2Side>(text, out result)); }
public PriceLevelUpdateSummaryMessage( Level2MessageType messageType, string symbol, Level2Side side, double price, int size, int orderCount, int precision, TimeSpan time, DateTime date) { // message type can be any of 4 types, and we may get a lot of these, // so not bothering to check, for speed. MessageType = messageType; Symbol = symbol; Side = side; Price = price; Size = size; orderCount = orderCount; Precision = precision; Time = time; Date = date; }
public Level2(DateTime dateTime, byte providerId, int instrumentId, double price, int size, Level2Side side, Level2UpdateAction action, int position) : base(dateTime, providerId, instrumentId, price, size) { this.Side = side; this.Action = action; this.Position = position; }
public Level2(DateTime dateTime, byte providerId, int instrumentId, double price, int size, Level2Side side, Level2UpdateAction action, int position) : base(dateTime, providerId, instrumentId, price, size) { Side = side; Action = action; Position = position; }