private void client_UpdateMktDepth(object sender, UpdateMarketDepthEventArgs e)
{
if (debug)
{
log.Debug("Tick ID: " + e.TickerId + " Tick Side: " + EnumDescConverter.GetEnumDescription(e.Side) +
" Tick Size: " + e.Size + " Tick Price: " + e.Price + " Tick Position: " + e.Position +
" Operation: " + EnumDescConverter.GetEnumDescription(e.Operation));
}
}
/// <summary>
/// Raised when New Quote Prices are received
/// </summary>
private void OnUpdateMarketDepth(object sender, UpdateMarketDepthEventArgs eventArgs)
{
try
{
lock (_lock)
{
MarketDepthSide type = eventArgs.Side;
if (type.Equals(MarketDepthSide.Ask))
{
Tick tick = _tickList[eventArgs.TickerId];
_ask.Security.Symbol = tick.Security.Symbol;
_ask.AskSize = eventArgs.Size;
_ask.AskPrice = eventArgs.Price;
_ask.DateTime = DateTime.Now;
if (TickArrived != null)
{
TickArrived(_ask);
}
}
else if (type.Equals(MarketDepthSide.Bid))
{
Tick tick = _tickList[eventArgs.TickerId];
_bid.Security.Symbol = tick.Security.Symbol;
_bid.BidSize = eventArgs.Size;
_bid.BidPrice = eventArgs.Price;
_bid.DateTime = DateTime.Now;
if (TickArrived != null)
{
TickArrived(_bid);
}
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "OnUpdateMarketDepth");
}
}
static void client_UpdateMktDepth(object sender, UpdateMarketDepthEventArgs e)
{
Console.WriteLine("Tick ID: " + e.TickerId + " Tick Side: " + EnumDescConverter.GetEnumDescription(e.Side) +
" Tick Size: " + e.Size + " Tick Price: " + e.Price + " Tick Position: " + e.Position +
" Operation: " + EnumDescConverter.GetEnumDescription(e.Operation));
}