void EWrapper.updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size) { UpdateMktDepthL2?.Invoke(tickerId, position, marketMaker, operation, side, price, size); }
public virtual void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size) { UpdateMktDepthL2?.Invoke(this, new UpdateMktDepthL2Args(tickerId, position, marketMaker, operation, side, price, size)); }
void IEWrapper.UpdateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size, bool isSmartDepth) { UpdateMktDepthL2?.Invoke(new DeepBookMessage(tickerId, position, operation, side, price, size, marketMaker, isSmartDepth)); }
public void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size, bool isSmartDepth) { UpdateMktDepthL2?.Invoke(new UpdateMktDepthL2Message(tickerId, position, marketMaker, operation, side, price, size, isSmartDepth)); }