public void Imbalance()
{
// make sure we have none sent
Assert.AreEqual(0, imbalances);
// send one
s.newImbalance(new ImbalanceImpl(SYM, "NYSE", 100000, 154000, 0, 0, 0));
// make sure we got it
Assert.AreEqual(1, imbalances);
}
void stiQuote_OnSTIQuoteUpdate(ref structSTIQuoteUpdate q)
{
Tick k = new TickImpl(q.bstrSymbol);
k.bid = (decimal)q.fBidPrice;
k.ask = (decimal)q.fAskPrice;
k.bs = q.nBidSize / 100;
k.os = q.nAskSize / 100;
if (q.bstrExch != "*")
{
k.ex = q.bstrExch;
}
if (q.bstrBidExch != "*")
{
k.be = q.bstrBidExch;
}
if (q.bstrAskExch != "*")
{
k.oe = q.bstrAskExch;
}
int now = Convert.ToInt32(q.bstrUpdateTime);
k.date = Util.ToTLDate(DateTime.Now);
int sec = now % 100;
k.time = now;
k.trade = (decimal)q.fLastPrice;
k.size = q.nLastSize;
tl.newTick(k);
if ((q.bValidMktImb == 0) || !imbalance)
{
return;
}
tl.newImbalance(new ImbalanceImpl(k.symbol, k.ex, q.nMktImbalance, k.time, 0, 0, 0));
}