public override uint CreateInstrument(uint iid, string symbol)
{
instruments[iid] = new ZInstrument(iid, symbol);
_instruments[iid] = new OME.Instrument(symbol);
var instrument = _instruments[iid];
_buyOrderBook[iid] = new OME.BuyOrders(instrument);
_sellOrderBook[iid] = new OME.SellOrders(instrument);
_trades[iid] = new OME.Trades(instrument);
//_tradeProcessor = _trades.TradeProcessingStrategy as Trades.InMemoryTradeProcessor;
return(iid);
}
// Expect 'symbol' as IQFeed Symbol ("@ESJ16", "@VXK16", "@VXQ17")
public override uint CreateInstrument(uint iid, string symbol)
{
instruments[iid] = new ZInstrument(iid, symbol);
_instruments[iid] = TranslateInstrument(symbol); // create new TTInstrument object
return(iid);
}
// Expect 'symbol' as IQFeed Symbol ("@ESJ16", "@VXK16", "@VXQ17")
public override uint CreateInstrument(uint iid, string symbol)
{
instruments[iid] = new ZInstrument(iid, symbol);
_instruments.Add(iid, TranslateInstrument(symbol));
return(iid);
}