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); }
private void OnPriceFeedReceiveEvent(FullMarketTick price) { var handler = PriceUpdateEvent; handler?.Invoke(price); }