public void EmitHistoricalDataCancelled(global::OpenQuant.API.HistoricalDataRequest request)
{
if (this.HistoricalDataRequestCancelled != null)
{
HistoricalDataEventArgs args = new HistoricalDataEventArgs(request.request.RequestId, request.request.Instrument, this, 0);
this.HistoricalDataRequestCancelled(this, args);
}
}
public void EmitHistoricalDataError(global::OpenQuant.API.HistoricalDataRequest request, string message)
{
if (this.HistoricalDataRequestError != null)
{
HistoricalDataErrorEventArgs args = new HistoricalDataErrorEventArgs(request.request.RequestId, request.request.Instrument, this, 0, message);
this.HistoricalDataRequestError(this, args);
}
}
public void EmitHistoricalQuote(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double bid, int bidSize, double ask, int askSize)
{
if (this.NewHistoricalQuote != null)
{
SmartQuant.Data.Quote quote = new SmartQuant.Data.Quote(datetime, bid, bidSize, ask, askSize);
HistoricalQuoteEventArgs args = new HistoricalQuoteEventArgs(quote, request.request.RequestId, request.request.Instrument, this, 0);
this.NewHistoricalQuote(this, args);
}
}
public void EmitHistoricalTrade(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double price, int size)
{
if (this.NewHistoricalTrade != null)
{
SmartQuant.Data.Trade trade = new SmartQuant.Data.Trade(datetime, price, size);
HistoricalTradeEventArgs args = new HistoricalTradeEventArgs(trade, request.request.RequestId, request.request.Instrument, this, 0);
this.NewHistoricalTrade(this, args);
}
}
public void EmitHistoricalBar(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double open, double high, double low, double close, long volume)
{
if (this.NewHistoricalBar != null)
{
SmartQuant.Data.Bar bar;
if (request.request.DataType == HistoricalDataType.Daily)
{
bar = new Daily(datetime, open, high, low, close, volume, 0L);
}
else
{
bar = new SmartQuant.Data.Bar(datetime, open, high, low, close, volume, request.request.BarSize);
}
HistoricalBarEventArgs args = new HistoricalBarEventArgs(bar, request.request.RequestId, request.request.Instrument, this, 0);
this.NewHistoricalBar(this, args);
}
}
public void SendHistoricalDataRequest(SmartQuant.Providers.HistoricalDataRequest request)
{
global::OpenQuant.API.HistoricalDataRequest historicalDataRequest = new global::OpenQuant.API.HistoricalDataRequest(request);
this.historicalDataRequests.Add(request.RequestId, historicalDataRequest);
this.provider.CallRequestHistoricalData(historicalDataRequest);
}
public void SendHistoricalDataRequest(SmartQuant.Providers.HistoricalDataRequest request)
{
global::OpenQuant.API.HistoricalDataRequest historicalDataRequest = new global::OpenQuant.API.HistoricalDataRequest(request);
this.historicalDataRequests.Add(request.RequestId, historicalDataRequest);
this.provider.CallRequestHistoricalData(historicalDataRequest);
}
