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));
}
}
