コード例 #1
0
        // -handler All Trades-
        void AllTradesChannel_LoadedLineEvent(object sender, DdeInputDataQuikLib.DDEChannelsMarketEventArgs e)
        {
            DataTradesExchenge dataTrades;
            double             volume      = e.Quantity;
            double             volume_buy  = 0;
            double             volume_sell = 0;

            if (e.Operation == "Купля")
            {
                volume_buy = e.Quantity;
            }
            else
            {
                volume_sell = e.Quantity;
            }

            dataTrades = new DataTradesExchenge(e.Price, Convert.ToDateTime(e.Date + " " + e.Time), volume, volume_buy, volume_sell);

            exchangeInfomation.DataTradesExcheng  = dataTrades;
            exchangeInfomation.CountOpenPosition += ConvertQtyToOperation(e.Quantity, e.Operation);
            speedTrades.TradesSpeed(e.Time, e.TimeMsc);
            speedTick.TickSpeedMeasure(e.Time, e.TimeMsc, e.Price, e.Operation);
            speedTradesTick.SpeedTradesTickMeasure(e.Time, e.TimeMsc, e.Price);
            speedTradesAvgDayli.TradesSpeedAvDaily(e.Time);
            marketTrend.TrendMeasure(e.Price);
        }
コード例 #2
0
 // -handler Current table-
 void currentTableChannel_LoadedLineEvent(object sender, DdeInputDataQuikLib.DDEChannelsMarketEventArgs e)
 {
     exchangeInfomation.DataMarketParametrExchenge    = new DataMarketCurrentParametrExchenge(e.Securyti, (double)e.Bid, (double)e.Offer);
     exchangeInfomation.DataConstatntParametrExchenge = new DataConstatntCurrentParametrExchenge(e.Securyti, (double)e.StepPrice);
 }