public void onQuoteUpdate(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate quote,
MamdaQuoteRecap recap)
{
Console.WriteLine(
"Underlying quote: " +
quote.getBidSize() + "x" + quote.getBidPrice() + " " +
quote.getAskPrice() + "x" + quote.getAskSize() + " " +
"mid=" + recap.getQuoteMidPrice());
if (myPrintStrikes)
{
double lowStrike = -1.0;
double highStrike = -1.0;
Console.WriteLine(
" strikes within 15%: " + lowStrike + " " + highStrike);
}
}
public void onQuoteUpdate(
MamdaSubscription sub,
MamdaQuoteListener listener,
MamaMsg msg,
MamdaQuoteUpdate quote,
MamdaQuoteRecap recap)
{
Console.WriteLine(
"Underlying quote: " +
quote.getBidSize () + "x" + quote.getBidPrice () + " " +
quote.getAskPrice () + "x" + quote.getAskSize () + " " +
"mid=" + recap.getQuoteMidPrice ());
if (myPrintStrikes)
{
double lowStrike = -1.0;
double highStrike = -1.0;
Console.WriteLine(
" strikes within 15%: " + lowStrike + " " + highStrike);
}
}
