public static UpdateSummaryMessage <float> ToFloat(this IUpdateSummaryMessage <double> message)
{
return(new UpdateSummaryMessage <float>(
message.Symbol,
message.MMID,
(float)message.Bid,
(float)message.Ask,
message.BidSize,
message.AskSize,
DateTime.Now + message.BidTime,
message.Date,
message.ConditionCode,
DateTime.Now + message.AskTime,
message.BidInfoValid,
message.AskInfoValid,
message.EndOfMessageGroup));
}
public static UpdateSummaryMessage <float> ToFloat(this IUpdateSummaryMessage <decimal> message)
{
return(new UpdateSummaryMessage <float>(
message.Symbol,
(float)message.MostRecentTrade,
message.MostRecentTradeSize,
DateTime.Now + message.MostRecentTradeTime,
message.MostRecentTradeMarketCenter,
message.TotalVolume,
(float)message.Bid,
message.BidSize,
(float)message.Ask,
message.AskSize,
(float)message.Open,
(float)message.High,
(float)message.Low,
(float)message.Close,
message.MessageContents,
message.MostRecentTradeConditions));
}
private void Level1ClientOnSummary(IUpdateSummaryMessage msg)
{
Console.WriteLine(msg);
}
private void Level1ClientOnSummary(IUpdateSummaryMessage msg)
{
Console.WriteLine(msg.DynamicFields); // dynamic message here
}
