C# casting getMarketDepth()

[ivars211]

Hello everyone,

I have spent whole day today trying to get ba.getMarketDepth() to work properly. From the help it says that the COM interface should be returning an Array of MarketDepthSelection, but it looks like it is not the case. It returns an Object.


When going into Object within debug I can see that it is in fact an Array of MarketDepthSelection inside the Object itself.


The problem is, I cannot seem to find a way to cast that Object into an MarketDepthSelection array.

I have tried the following, but all of them give InvalidCastException:

Code: Select all

Object aa = ba.getMarketDepth();
           
            //aa.GetType();
           
            if (aa != null)
            {
                BettingAssistantCom.Application.MarketDepthSelection[] sections = Array.ConvertAll((BettingAssistantCom.Application.MarketDepthSelection[])aa, s => (MarketDepthSelection)s); // doesn't work
                BettingAssistantCom.Application.MarketDepthSelection[] sections = (BettingAssistantCom.Application.MarketDepthSelection[])aa; // doesn't work
}



I bet there is a some simple solution that I am not aware off and couldn't find on google. I really hope so.

Thank you.

[ivars211]

Well, that took me only around 7 hours to figure out. Coming from C++ background doesn't help.
The solution that works is to cast it to IEnumerable first and then access it from there, i.e.

Code: Select all

Object aa = ba.getMarketDepth();

if (aa is IEnumerable)
                {
                    IEnumerable myIE = (IEnumerable)aa;
                    foreach(MarketDepthSelection select in myIE)
                    {
                        Debug.WriteLine(select.selection + " "+select.lastPriceMatched);
                    }
                }


Which for some of you would seem obvious, but not for me!

[ivars211]

Is there any reason why COM ba.getMarketDepth request takes around 250ms on average? Is it just me, or it is so slow by design?
In comparison:
getPrices - 1ms
getAllTradedVolume - 70ms

Thanks