Exemple #1
0
        private FullMarketTick Twiddle(NewMarketData data)
        {
            var marketdata = new FullMarketTick();

            marketdata.Type              = MarketDataType.MarketData;
            marketdata.Exchange          = data.Exchange;
            marketdata.InstrumentToken   = Twiddle(data.InstrumentToken);
            marketdata.AverageTradePrice = Twiddle(data.AverageTradePrice);
            marketdata.BestAskQty        = Twiddle(data.BestAskQty);
            marketdata.BestBidPrice      = Twiddle(data.BestBidPrice);
            marketdata.BestBidQty        = Twiddle(data.BestBidQty);
            marketdata.BestAskPrice      = Twiddle(data.BestAskPrice);
            marketdata.ExchangeTimeStamp = Twiddle(data.ExchangeTimeStamp);
            marketdata.ClosePrice        = Twiddle(data.ClosePrice);
            marketdata.HighPrice         = Twiddle(data.HighPrice);
            marketdata.OpenPrice         = Twiddle(data.OpenPrice);
            marketdata.Volume            = Twiddle(data.Volume);
            marketdata.LowPrice          = Twiddle(data.LowPrice);
            marketdata.YearlyHigh        = Twiddle(data.YearlyHigh);
            marketdata.YearlyLow         = Twiddle(data.YearlyLow);
            marketdata.LastTradeQty      = Twiddle(data.LastTradeQty);
            marketdata.LastTradeTime     = Twiddle(data.LastTradeTime);
            marketdata.LastTradedPrice   = Twiddle(data.LastTradedPrice);
            marketdata.TotalBuyQty       = Twiddle(data.TotalBuyQty);
            marketdata.TotalSellQty      = Twiddle(data.TotalSellQty);
            return(marketdata);
        }
Exemple #2
0
        private void OnPriceFeedReceiveEvent(FullMarketTick price)
        {
            var handler = PriceUpdateEvent;

            handler?.Invoke(price);
        }