示例#1
0
        void raw_GotTick(TradeLink.API.Tick t)
        {
            if (!syms.Contains(t.symbol))
            {
                syms.Add(t.symbol);
            }
            tickcount++;
            bool viol = t.datetime < lasttime;

            GOODTIME &= !viol;
            lasttime  = t.datetime;
        }
示例#2
0
 void execute_GotTick(TradeLink.API.Tick t)
 {
     tickcount++;
     // generate fills periodically
     if (fillcount >= desiredfills)
     {
         return;
     }
     if (tickcount % 50 == 0)
     {
         bool side = fillcount % 2 == 0;
         execute.SimBroker.sendOrder(new MarketOrder(t.symbol, side, 100));
     }
 }
示例#3
0
 static void HistSource_gotTick(TradeLink.API.Tick t)
 {
     _tw.newTick(t);
 }
示例#4
0
 void h_GotTick(TradeLink.API.Tick t)
 {
     tickcount++;
     bt.newTick(t);
 }
示例#5
0
 public void gotTick(TradeLink.API.Tick tick)
 {
     textBox1.Text += "DEPTH=" + tick.depth + " SYM=" + tick.symbol + " BID=" + tick.bid +
                      " BIDSIZE=" + tick.BidSize + " ASK=" + tick.ask + " ASKSIZE=" + tick.AskSize + "/n";
 }