public void OnTick(long id, SymbolInfo anotherSymbol, Tick anotherTick) { if (trace) { log.Trace("Sending tick: " + anotherTick); } if (anotherSymbol.BinaryIdentifier >= lastTicks.Length) { ExtendLastTicks(); } if (ProviderSimulator.NextSimulateSymbolId >= currentTicks.Length) { ExtendCurrentTicks(); } var currentTick = currentTicks[id]; currentTick.TickIO.Inject(anotherTick.Extract()); currentTick.Symbol = anotherSymbol; currentTick.State = TickState.Tick; TryFindTick(); }
public void StartTick(Tick lastTick) { if (trace) { log.Trace("StartTick(" + lastTick + ")"); } currentTick.Inject(lastTick.Extract()); }
public void OnOpen(Tick tick) { if (trace) { log.Trace("OnOpen(" + tick + ")"); } isOpenTick = true; openTime = tick.Time; currentTick.Inject(tick.Extract()); }
public void StartTick(Tick lastTick) { if (trace) { log.Trace("StartTick(" + lastTick + ")"); } if (!lastTick.IsQuote && !lastTick.IsTrade) { throw new ApplicationException("tick w/o either trade or quote data? " + lastTick); } currentTick.Inject(lastTick.Extract()); hasCurrentTick = true; IsChanged = true; }
public void OnOpen(Tick tick) { if (trace) { log.Trace("OnOpen(" + tick + ")"); } isOpenTick = true; openTime = tick.Time; if (!tick.IsQuote && !tick.IsTrade) { throw new ApplicationException("tick w/o either trade or quote data? " + tick); } currentTick.Inject(tick.Extract()); hasCurrentTick = true; IsChanged = true; }