private static void Display(OrderBookCacheEventArgs args) { lock (_sync) { Console.SetCursorPosition(0, 0); args.OrderBook.Print(Console.Out, 10); // limit to 10. Console.WriteLine(); Console.WriteLine(_message.PadRight(119)); } }
private static void OnOrderBookUpdated(object sender, OrderBookCacheEventArgs e) { // NOTE: object 'sender' is IOrderBookCache (live order book)... // e.OrderBook is a clone/snapshot of the live order book. var top = e.OrderBook.Top; if (top == null) { return; } lock (Program.ConsoleSync) { Console.WriteLine($" {top.Symbol} - Bid: {top.Bid.Price:.00000000} | {top.MidMarketPrice():.00000000} | Ask: {top.Ask.Price:.00000000} - Spread: {top.Spread():.00000000}"); } }
private static void ReceiveOrderBook(OrderBookCacheEventArgs evt) { var orderBook = evt.OrderBook; PrintOrderBook(orderBook); }