Added option to set the MaxPriceLevels when requesting level 2 market data by prices#163
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amibar wants to merge 4 commits intomathpaquette:masterfrom
Open
Added option to set the MaxPriceLevels when requesting level 2 market data by prices#163amibar wants to merge 4 commits intomathpaquette:masterfrom
amibar wants to merge 4 commits intomathpaquette:masterfrom
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Hi,
This PR includes PR #162
I added an option to set the MaxPriceLevels retrieved when requesting level 2 market data by prices.
It's a built in option in the WPL request, just need to fill it.
This option is useful if you want to display the book and don't want to deal with too many levels of market data.
The method
ILevel2Client.ReqWatchMarketByPriceprototype changed from:void ReqWatchMarketByPrice(string symbol);to
void ReqWatchMarketByPrice(string symbol, int? maxPriceLevels = null);When maxPriceLevels = null it falls back to the original implemetation that doesn't provide this argument.
Ami