Exemplo n.º 1
0
 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;
 }
Exemplo n.º 2
0
 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,
     });
 }
Exemplo n.º 3
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 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;
 }
Exemplo n.º 4
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 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));
 }
Exemplo n.º 5
0
 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));
 }