protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Last)
{
if (e.Price >= e.Ask)
{
myProfile.AddAskVolume(e.Price, e.Volume);
}
else if (e.Price <= e.Bid)
{
myProfile.AddBidVolume(e.Price, e.Volume);
}
}
}
