public class MyOrderSender : ResponseTemplate
{
const string MYEXCELFILE = "levels.csv";
const int ORDERSIZE = 100;
public void Reset()
{
int col = 0;
GenericTracker.CSVInitGeneric<bool>(MYEXCELFILE,ref SYMBOLS, col++);
GenericTracker.CSVCOL2Generic<decimal>(MYEXCELFILE,ref BUYPRICE, col++);
GenericTracker.CSVCOL2Generic<decimal>(MYEXCELFILE,ref SELLPRICE,col++);
foreach (string symbol in SYMBOLS)
{
sendorder(new BuyLimit(symbol,ENTRYSIZE,BUYPRICE[symbol]));
sendorder(new SellLimit(symbol,ENTRYSIZE,SELLPRICE[symbol]));
}
}
GenericTracker<bool> SYMBOLS = new GenericTracker<bool>();
GenericTracker<decimal> BUYPRICE = new GenericTracker<decimal>();
GenericTracker<decimal> SELLPRICE = new GenericTracker<decimal>();
}