public void onTick(JTick tick)
{
var reTicks = new List <Tick>();
if (tick.time.before(Dates.daysAgo(2, Dates.now())))
{
return;
}
var tickTime = date(tick.time);
if (doOHLTicks)
{
reTicks.Add(new Tick(tick.open, 0, tickTime));
var openCloserToLow = tick.open - tick.low <= tick.high - tick.open;
if (openCloserToLow)
{
reTicks.Add(new Tick(tick.low, 0, tickTime));
reTicks.Add(new Tick(tick.high, 0, tickTime));
}
else
{
reTicks.Add(new Tick(tick.high, 0, tickTime));
reTicks.Add(new Tick(tick.low, 0, tickTime));
}
doOHLTicks = false;
}
reTicks.Add(new Tick(tick.last, (ulong)tick.volume, tickTime));
foreach (var reTick in reTicks)
{
doOnTick(reTick);
}
}
void safeProcessTick(TickListener listener, JTick t)
{
try {
listener.onTick(t);
} catch (Exception e) {
LogC.err(symbol.name + " failed processing " + t, e);
}
}
public void onTick(JTick t)
{
lastTick = t;
each(listeners, listener => safeProcessTick(listener, t));
}
public void onTick(JTick tick)
{
doOnPartialBar(new Bar(tick));
}
