Added option to set the MaxPriceLevels when requesting level 2 market data by prices #163
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Hi,
This PR includes PR #162
I added an option to set the MaxPriceLevels retrieved when requesting level 2 market data by prices.
It's a built in option in the WPL request, just need to fill it.
This option is useful if you want to display the book and don't want to deal with too many levels of market data.
The method
ILevel2Client.ReqWatchMarketByPriceprototype changed from:void ReqWatchMarketByPrice(string symbol);to
void ReqWatchMarketByPrice(string symbol, int? maxPriceLevels = null);When maxPriceLevels = null it falls back to the original implemetation that doesn't provide this argument.
Ami