private void ClientOnNewBookQuote(object sender, Client.NewBookQuoteEventArgs e) { SendOutMessage(new QuoteChangeMessage { SecurityId = new SecurityId { SecurityCode = e.BookQuote.Symbol, BoardCode = AssociatedBoardCode }, ServerTime = e.BookQuote.Timestamp.ApplyTimeZone(TimeHelper.Est), Bids = e.BookQuote.BidPrices.Select((p, i) => new QuoteChange(Sides.Buy, p.ToDecimal() ?? 0, e.BookQuote.BidSizes[i])).ToArray(), Asks = e.BookQuote.AskPrices.Select((p, i) => new QuoteChange(Sides.Sell, p.ToDecimal() ?? 0, e.BookQuote.AskSizes[i])).ToArray() }); }
private void _client_NewBookQuote(object sender, Client.NewBookQuoteEventArgs e) { NewBookQuote(e.BookQuote); }