Samples.Roll.RollSellSide.OnBid C# (CSharp) Method

OnBid() protected method

protected OnBid ( Instrument instrument, Bid bid ) : void
instrument Instrument
bid FastQuant.Bid
return void
        protected override void OnBid(Instrument instrument, Bid bid)
        {
            if (instrument.Id == currentFuturesContract.Id)
            {
                Bid rootBid = new Bid(bid.DateTime, 0, rootInstrument.Id, bid.Price, bid.Size);

                // Emit bid to to BuySide strategy.
                EmitBid(rootBid);
            }
        }