public FeedTickL2View(TTFeedTickLevel2 tick) { Symbol = tick.Symbol; Timestamp = tick.Timestamp.ToString("u"); BestBid = tick.BestBid.ToShortString(); BestAsk = tick.BestAsk.ToShortString(); Bids = string.Join(" ", tick.Bids.Select(b => b.ToShortString())); Asks = string.Join(" ", tick.Asks.Select(a => a.ToShortString())); }
public static void GetTicksLevel2(TickTraderWebClient client) { // Account feed ticks level2 List <TTFeedTickLevel2> ticksLevel2 = client.GetAllTicksLevel2(); foreach (var t in ticksLevel2) { Console.WriteLine("{0} level2 book depth: {1}", t.Symbol, Math.Max(t.Bids.Count, t.Asks.Count)); } TTFeedTickLevel2 tickLevel2 = client.GetTickLevel2(ticksLevel2[0].Symbol).FirstOrDefault(); if (tickLevel2 != null) { Console.WriteLine("{0} level2 book depth: {1}", tickLevel2.Symbol, Math.Max(tickLevel2.Bids.Count, tickLevel2.Asks.Count)); } }