public virtual void OnOrderBookChanged(OrderBookUpdate update) { }
public static void Add(Instrument instrument, OrderBookUpdate update) { SmartQuant.Instruments.Instrument instrument2 = Map.OQ_SQ_Instrument[instrument] as SmartQuant.Instruments.Instrument; SmartQuant.Instruments.DataManager.Add(instrument2, update.marketDepth); }
public static void Add(Instrument instrument, OrderBookUpdate update) { FreeQuant.Instruments.DataManager.Add(Map.OQ_FQ_Instrument[(object)instrument] as FreeQuant.Instruments.Instrument, update.marketDepth); }