public void PublishOnTickEvent(Symbol symbol, cAlgo.API.Positions _positions, cAlgo.API.PendingOrders _orders, DateTime timeStamp, bool isBackTesting = false) { MessageConverter.ParseOpenPositions(_positions, out Positions positions); MessageConverter.ParsePendingOrders(_orders, out Orders orders); Tick tick = new Tick() { Code = symbol.Code, Ask = symbol.Ask, Bid = symbol.Bid, Digits = symbol.Digits, PipSize = symbol.PipSize, TickSize = symbol.TickSize, Spread = symbol.Spread, //Calculated as the difference between the last bid and last offer prices received TimeStamp = timeStamp.ToBinary() }; Publisher.TickEvent(tick, positions, orders, isBackTesting); }
public void PublishOnPositionClosed(cAlgo.API.Position _postion, double closePrice, cAlgo.API.Positions _positions, cAlgo.API.PendingOrders _orders, DateTime closeTime, bool isBackTesting = false) { MessageConverter.ParseOpenPositions(_positions, out Positions positions); MessageConverter.ParsePendingOrders(_orders, out Orders orders); MessageConverter.ParseClosedPosition(_postion, closePrice, closeTime, out Position position); Publisher.PositionClosedEvent(position, positions, orders, isBackTesting); }