示例#1
0
        public static void GetPublicTicksLevel2(TickTraderWebClient client)
        {
            // Public feed ticks level2
            List <TTFeedTickLevel2> publicTicksLevel2 = client.GetPublicAllTicksLevel2();

            foreach (var t in publicTicksLevel2)
            {
                Console.WriteLine("{0} level2 book depth: {1}", t.Symbol, Math.Max(t.Bids.Count, t.Asks.Count));
            }

            TTFeedTickLevel2 publicTickLevel2 = client.GetPublicTickLevel2(publicTicksLevel2[0].Symbol).FirstOrDefault();

            if (publicTickLevel2 != null)
            {
                Console.WriteLine("{0} level2 book depth: {1}", publicTickLevel2.Symbol, Math.Max(publicTickLevel2.Bids.Count, publicTickLevel2.Asks.Count));
            }
        }