private void SessionOnQuoteDetailsChanged(OEC.API.Contract contract) { }
private string VerifyContract <T>(A.Contract contract, Dictionary <string, T> dic) { EnsureDictionary(dic, contract.Symbol); return(contract.Symbol); }
private void SessionOnPostAllocation(OEC.API.Order order, OEC.API.Contract contract, OEC.API.PostAllocationBlock allocation, PostAllocationCheckResult result) { }
public bool DiscardQuotesData(A.Contract contract) { //return !(_doms[VerifyContract(sec, _doms)] > 0); return(false); // DOM require explicit subscription for each contract, so if data comes - it means there is subscription. }
public bool DiscardTradesData(A.Contract contract) { //return _ticks[VerifyContract(sec, _ticks)] > 0; return(false); // Ticks require explicit subscription for each contract, so if data comes - it means there is subscription. }
private void SessionOnContractChanged(OEC.API.Contract contract) { }
public bool DiscardSecurityData(A.Contract contract) { return(!(_prices[VerifyContract(contract, _prices)] > 0)); }
private void SessionOnContractCreated(int requestId, OEC.API.Contract contract) { }
private static string GetBoardCode(string exchange, OEC.API.Contract contract, string defaultBoardCode) { return(exchange ?? contract.Exchange.Name ?? defaultBoardCode); }
private void SessionOnIndexComponentsReceived(OEC.API.Contract contract) { ProcessContract(contract, contract.CurrentPrice, 0); }
private void SessionOnPriceChanged(OEC.API.Contract contract, Price price) { ProcessContract(contract, price, 0); }
private void SessionOnPriceTick(OEC.API.Contract contract, Price price) { ProcessContract(contract, 0); }