/* Example of subscribing/unsubscribing to market depth from an Add On. The concept can be carried over

to any NinjaScript object you may be working on. */

public class MyAddOnTab : NTTabPage

{

    private MarketDepth<MarketDepthRow> marketDepth;

    public MyAddOnTab()

    {

         // Subscribe to market data. Snapshot data is provided right on subscription

         // Note: "instrument" is a placeholder in this example, you will need to replace          

         // with a valid Instrument object through various methods or properties available depending

         // on the NinjaScript type you are working with (e.g., Bars.Instrument or Instrument.GetInstrument()

         marketDepth = new MarketDepth<MarketDepthRow>(instrument);

         marketDepth.Update += OnMarketDepth;

    }

    // This method is fired on market depth events and after the snapshot data is updated.

    private void OnMarketDepth(object sender, MarketDepthEventArgs e)

    {

         // Print the Ask's price ladder

        for (int i = 0; i < marketDepth.Asks.Count; i++)

         {

              NinjaTrader.Code.Output.Process(string.Format("Position: {0} Price: {1} Volume: {2}", i,

                   marketDepth.Asks[i].Price, marketDepth.Asks[i].Volume), PrintTo.OutputTab1);

         }

    }

    // Called by TabControl when tab is being removed or window is closed

    public override void Cleanup()

    {

         // Make sure to unsubscribe to the market data subscription

      if (marketDepth != null)

              marketDepth.Update -= OnMarketDepth;

    }

    // Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.

}