private void SessionOnStiGreeksUpdate(ref structSTIGreeksUpdate structGreeksUpdate)
{
var message = new Level1ChangeMessage
{
SecurityId = new SecurityId
{
SecurityCode = structGreeksUpdate.bstrSymbol,
BoardCode = AssociatedBoardCode,
},
ServerTime = CurrentTime,
};
message.TryAdd(Level1Fields.Delta, (decimal)structGreeksUpdate.fDelta);
message.TryAdd(Level1Fields.Gamma, (decimal)structGreeksUpdate.fGamma);
message.TryAdd(Level1Fields.Theta, (decimal)structGreeksUpdate.fTheta);
message.TryAdd(Level1Fields.Vega, (decimal)structGreeksUpdate.fVega);
message.TryAdd(Level1Fields.Rho, (decimal)structGreeksUpdate.fRho);
message.TryAdd(Level1Fields.TheorPrice, (decimal)structGreeksUpdate.fTheoPrice);
message.TryAdd(Level1Fields.ImpliedVolatility, (decimal)structGreeksUpdate.fImpVol);
SendOutMessage(message);
}
private void SessionOnStiGreeksUpdate(ref structSTIGreeksUpdate structGreeksUpdate)
{
var message = new Level1ChangeMessage
{
SecurityId = new SecurityId
{
SecurityCode = structGreeksUpdate.bstrSymbol,
BoardCode = AssociatedBoardCode,
},
ServerTime = CurrentTime,
};
message.TryAdd(Level1Fields.Delta, (decimal)structGreeksUpdate.fDelta);
message.TryAdd(Level1Fields.Gamma, (decimal)structGreeksUpdate.fGamma);
message.TryAdd(Level1Fields.Theta, (decimal)structGreeksUpdate.fTheta);
message.TryAdd(Level1Fields.Vega, (decimal)structGreeksUpdate.fVega);
message.TryAdd(Level1Fields.Rho, (decimal)structGreeksUpdate.fRho);
message.TryAdd(Level1Fields.TheorPrice, (decimal)structGreeksUpdate.fTheoPrice);
message.TryAdd(Level1Fields.ImpliedVolatility, (decimal)structGreeksUpdate.fImpVol);
SendOutMessage(message);
}
