示例#1
0
        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));
            }
        }
示例#2
0
        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}");
            }
        }
示例#3
0
        private static void ReceiveOrderBook(OrderBookCacheEventArgs evt)
        {
            var orderBook = evt.OrderBook;

            PrintOrderBook(orderBook);
        }