public TWSMarketDepthEventArgs(TWSClient client, int requestId, int position,
string marketMaker, IBOperation operation,
IBSide side, double price, int size)
: base(client)
{
RequestId = requestId;
Position = position;
MarketMaker = marketMaker;
Operation = operation;
Side = side;
Price = price;
Size = size;
}
protected void OnMarketDepthL2(int reqId, int position, string marketMaker, IBOperation operation, IBSide side,
double price, int size)
{
if (MarketDepthL2 != null)
MarketDepth(this, new TWSMarketDepthEventArgs(this) {
RequestId = reqId,
Position = position,
Operation = operation,
Side = side,
Price = price,
Size = size,
MarketMaker = marketMaker,
});
}
public TWSMarketDepthEventArgs(TWSClient client, int requestId, int position,
string marketMaker, IBOperation operation,
IBSide side, double price, int size)
: base(client)
{
RequestId = requestId;
Position = position;
MarketMaker = marketMaker;
Operation = operation;
Side = side;
Price = price;
Size = size;
}
protected void OnMarketDepthL2(int reqId, int position, string marketMaker, IBOperation operation, IBSide side, double price, int size)
{
if (MarketDepthL2 != null)
MarketDepthL2(this, new TWSMarketDepthEventArgs(this, reqId, position, marketMaker, operation, side, price, size));
}
protected void OnMarketDepth(int reqId, int position, IBOperation operation, IBSide side, double price, int size)
{
if (MarketDepth != null)
MarketDepth(this, new TWSMarketDepthEventArgs(this, reqId, position, String.Empty, operation, side, price, size));
}