protected override Task ProcessTradingRuleOnBookTicker(TradingRuleProxy proxy, BookTicker ticker)
{
return(ProcessTradingRule(proxy, new PriceTicker {
Symbol = proxy.Symbol, Ask = ticker.AskPrice, Bid = ticker.BidPrice
}));
}
protected override Task ProcessTradingRuleOnPrice(TradingRuleProxy proxy, decimal price)
{
return(ProcessTradingRule(proxy, new PriceTicker {
Symbol = proxy.Symbol, LastPrice = price
}));
}
protected override Task ProcessTradingRuleOnPriceTicker(TradingRuleProxy proxy, PriceTicker ticker)
{
return(Task.CompletedTask);
}