How to get ask, bid using OnMarketDepth method
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask&& e.Operation == Operation.Update)
askPrice = e.Price;
else if (e.MarketDataType == MarketDataType.Bid && e.Operation == Operation.Update)
bidPrice = e.Price;
Does it right code?
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