public BidAskEvent(Product product, char bidAsk, int date, int time, int millSec = 0, int priceDepth = 1) : base(product, date, time, millSec) { this.bidAsk = bidAsk; if (priceDepth == 0) return; if (bidAsk == BidAsk.BID || bidAsk == BidAsk.BOTH) bids = new PriceQty[priceDepth]; if (bidAsk == BidAsk.ASK || bidAsk == BidAsk.BOTH) asks = new PriceQty[priceDepth]; }
public BidAskEvent(Product product, char bidAsk, int date, int time, int millSec, float queuePrice, int queueQty) : base(product, date, time, millSec) { this.bidAsk = bidAsk; PriceQty[] arr = new PriceQty[1]; arr[0] = new PriceQty(queuePrice, queueQty); if (bidAsk == BidAsk.BID) bids = arr; if (bidAsk == BidAsk.ASK || bidAsk == BidAsk.BOTH) asks = arr; }
public PrevPrice(int time, PriceQty Bids, PriceQty Asks) { this.time = time; this.Bids = Bids; this.Asks = Asks; }
public void SetAskDepth(int priceDepth) { asks = new PriceQty[priceDepth]; }
public PrevPrice(int time) { this.time = time; Bids = new PriceQty(0, 0); Asks = new PriceQty(0, 0); }