private string BookQuoteToString(BookQuote q)
{
string res = "";
try
{
int askCount = Math.Min(q.AskPrices.Length, q.AskPrices.Length);
string askItems = "";
for (int i = 0; i < askCount; i++)
{
if (askItems.Length > 0)
{
askItems += ",";
}
askItems += string.Format("{0}x{1}", q.FormatValue(q.AskPrices[i], NumericFormat.Default), q.AskSizes[i]);
}
int bidCount = Math.Min(q.BidPrices.Length, q.BidPrices.Length);
string bidItems = "";
for (int i = 0; i < bidCount; i++)
{
if (bidItems.Length > 0)
{
bidItems += ",";
}
bidItems += string.Format("{0}x{1}", q.FormatValue(q.BidPrices[i], NumericFormat.Default), q.BidSizes[i]);
}
res = string.Format("Symbol={0}\nTimestamp={1}\nAsks={2}\nBids={3}\nSource={4}\n",
q.Symbol, q.Timestamp.ToString("yyyy-MM-dd HH:mm:ss"), askItems, bidItems, Encoding.ASCII.GetString(q.Source));
}
catch (Exception ex)
{
res = "Error converting data from book quote to string: " + ex.Message;
}
return(res);
}
public static string BookQuoteToString(BookQuote q)
{
var res = "";
try
{
var askCount = Math.Min(q.AskPrices.Length, q.AskPrices.Length);
var askItems = "";
for (var i = 0; i < askCount; i++)
{
if (askItems.Length > 0)
{
askItems += ",";
}
askItems += $"{q.FormatValue(q.AskPrices[i], NumericFormat.Default)}x{q.AskSizes[i]}";
}
var bidCount = Math.Min(q.BidPrices.Length, q.BidPrices.Length);
var bidItems = "";
for (var i = 0; i < bidCount; i++)
{
if (bidItems.Length > 0)
{
bidItems += ",";
}
bidItems += $"{q.FormatValue(q.BidPrices[i], NumericFormat.Default)}x{q.BidSizes[i]}";
}
res =
$"Symbol={q.Symbol}\nTimestamp={q.Timestamp:yyyy-MM-dd HH:mm:ss}\nAsks={askItems}\nBids={bidItems}\nSource={Encoding.ASCII.GetString(q.Source)}\n";
}
catch (Exception ex)
{
res = "Error converting data from book quote to string: " + ex.Message;
}
return(res);
}
