for( int i=0; i<bids.Count && i<count; i++ ) { WriteLine("{0,15}\t{1}\t{2}\t{3}\t{4}\t\t{5,15}\t{6}\t{7}\t{8}\t{9}", disp(bids[i].MktMkrId), disp(bids[i].MktMkrBid), disp(bids[i].MktMkrBidsize), disp(bids[i].MktMkrBidTime), disp(bids[i].MktMkrStatus), disp(asks[i].MktMkrId), disp(asks[i].MktMkrAsk), disp(asks[i].MktMkrAsksize), disp(asks[i].MktMkrAskTime), disp(asks[i].MktMkrStatus) ); }Hi guys,
I have the code above which gives me line by lines each values.
I am looking for a way to make the aggregated Bid volume and aggregated Ask volume based on price.
So right now, the console gives me 20 writelines:
For example:
Writeline("Bid Size: 200 Bid Price: 5.12 Ask Price 5.17 Ask Size: 300"); //5.12 & 5.17
Writeline("Bid Size: 100 Bid Price: 5.12 Ask Price 5.17 Ask Size: 100"); //5.12 & 5.17
Writeline("Bid Size: 400 Bid Price: 5.12 Ask Price 5.17 Ask Size: 900"); //5.12 & 5.17
Writeline("Bid Size: 800 Bid Price: 5.11 Ask Price 5.18 Ask Size: 400"); //5.11 & 5.18
Writeline("Bid Size: 100 Bid Price: 5.11 Ask Price 5.18 Ask Size: 100"); //5.11 & 5.18
Writeline("Bid Size: 200 Bid Price: 5.10 Ask Price 5.19 Ask Size: 2000"); //5.10 & 5.19
How can i achieve the goal that the console gives me the aggregated volume based on price only?
Desired output:
Writeline("Bid Size: 700 Bid Price: 5.12 Ask Price 5.17 Ask Size: 1300"); // Aggregated
Writeline("Bid Size: 900 Bid Price: 5.11 Ask Price 5.18 Ask Size: 500"); // Aggregated
Writeline("Bid Size: 100 Bid Price: 5.10 Ask Price 5.19 Ask Size: 2000"); // Aggregated
Can anyone help or guide me please?
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