Exemplo n.º 1
0
        /// <summary>
        /// Добавить новый стакан.
        /// </summary>
        /// <param name="depth">Новый стакан.</param>
        protected virtual void AddMarketDepth(MarketDepth depth)
        {
            if (depth == null)
            {
                throw new ArgumentNullException("depth");
            }

            //Trace.WriteLine("MDA " +dc.Security+":"+dc._DebugId+":"+ dc.LastChangeTime.ToString("HHmmss.fff"));
            if (depth.Bids.Length > 0 || depth.Asks.Length > 0)
            {
                _depthsBuffer.Add(depth.Security, depth.Clone());
            }
        }
Exemplo n.º 2
0
 private void OnDepthChanged()
 {
     RaiseNewValue(new MarketDepthIndicatorValue(_depth.Clone(), _getPart));
 }