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protected override void OnMarketData(MarketDataEventArgs e)
{
if(e.MarketDataType == MarketDataType.Last)
{
if(e.Price = e.Ask)
{
buyspassive += e.VolumePassive;
}
if(e.Price > e.Ask)
{
buysagg += e.VolumeAggresive;
}
else if (e.Price <= e.Bid)
{
sells += e.Volume;
}
}
}
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