internal void Initialise(int numberOfRows, string secType, double tickSize) { this.mAsks = new List <ModelEntry>(numberOfRows); this.mBids = new List <ModelEntry>(numberOfRows); InProgress = true; mFormatPrice = PriceFormatter.GetPriceFormatter(secType, tickSize); mFormatAvgPrice = PriceFormatter.GetPriceFormatter(secType, tickSize, true); }
private void startMarketData(ContractDetails contractData, bool snapshot) { var id = mNextTickerId++; logMessage($"Starting ticker: id={id}; {contractToString(contractData.Contract)}"); mApi.reqMktData(id, contractData.Contract, "", snapshot, false, null); Ticker ticker = new Ticker(contractData) { ContractDetails = contractData, FormatPrice = PriceFormatter.GetPriceFormatter(contractData.Contract.SecType, contractData.MinTick * contractData.PriceMagnifier), IsSnapshot = true }; mTickers.Add(ticker); }