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FastQuant
MatchingEngine
OnLevel2
FastQuant.MatchingEngine.OnLevel2 C# (CSharp) Method
MatchingEngine Class Documentation
Show file
Open project: fastquant/fastquant.dll
OnLevel2()
public
method
public
OnLevel2
(
Level2Snapshot
snapshot
) :
void
snapshot
Level2Snapshot
return
void
public void OnLevel2(Level2Snapshot snapshot) { throw new NotImplementedException(); }
Same methods
MatchingEngine::
OnLevel2
(
Level2Update
update
) :
void
MatchingEngine
Connect
Disconnect
MatchingEngine
OnAsk
OnBar
OnBarOpen
OnBid
OnConnect
OnDisconnect
OnLevel2
OnTrade
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