示例#1
0
        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];
        }
示例#2
0
        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;
        }
示例#3
0
 public PrevPrice(int time, PriceQty Bids, PriceQty Asks)
 {
     this.time = time;
     this.Bids = Bids;
     this.Asks = Asks;
 }
示例#4
0
 public void SetAskDepth(int priceDepth)
 {
     asks = new PriceQty[priceDepth];
 }
示例#5
0
 public PrevPrice(int time)
 {
     this.time = time;
     Bids = new PriceQty(0, 0);
     Asks = new PriceQty(0, 0);
 }