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 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;
}
