protected override void OnMarketData(Data.MarketDataEventArgs marketDataUpdate) { if (marketDataUpdate.IsReset) { CurrentValue = double.MinValue; } else if (marketDataUpdate.MarketDataType == Data.MarketDataType.Bid) { instrumentType = marketDataUpdate.Instrument.MasterInstrument.InstrumentType; CurrentValue = instrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume(marketDataUpdate.Volume) : marketDataUpdate.Volume; } }
public MasterInstrument(string n, Cbi.Exchange ex) { name = n; exchange = ex; instrumenttype = Cbi.InstrumentType.Future; }