Market Depth

Hey,

do I need the Calculate() for market depth? Because you have the MarketDepthUpdate(). How those instances interact with each other? Is the MarketDepthUpdated also called at each tick event?

My code is follows: After each 7 ticks we build the mean bid/ask and cumulate for those 7 ticks the volume etc. We compare of each 7 tick bar if the bid or ask volume is larger and mark each bar with 1 or -1 (sell or buy) if bid vol is larger than ask vol.

To include this data I have to add each stae to the indicatorsseriesresult Rersult. How can I do this (Add, Append ?)?

using System;
using System.Text;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using System.Collections.Generic;
namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class domind : Indicator
    {



        [Output("Result")]
        public IndicatorDataSeries states { get; set; }


        double sum_bid = 0;
        double sum_ask = 0;
        double bid_vol = 0;
        double ask_vol = 0;
        int i = 1;
        int state;
        double magn = 0;

        //       List<int> states = new List<int>();

        private MarketDepth _marketDepth;
        public override void Calculate(int index)
        {

        }
        protected override void Initialize()
        {
            _marketDepth = MarketData.GetMarketDepth(Symbol);
            // subscribe to event Updated
            _marketDepth.Updated += MarketDepthUpdated;
        }
        void MarketDepthUpdated()
        {
            foreach (var entry in _marketDepth.BidEntries)
            {

                if (i < 8)
                {
                    i++;
                    double dVolume = Math.Round(entry.Volume / 1000000.0, 2);

                    double entryPrice = entry.Price;
                    sum_bid = sum_bid + entryPrice;
                    bid_vol += dVolume;

                }
                else
                {
                    if (bid_vol > ask_vol)
                    {
                        state = -1;
                        magn += state;
                        states.Append(state);
                    }
                    else
                    {
                        state = 1;
                        magn += state;
                        states.Add(state);
                    }
                    i = 1;
                    bid_vol = 0;
                }
            }
            foreach (var entry in _marketDepth.AskEntries)
            {
                if (i < 8)
                {
                    i++;
                    double dVolume = Math.Round(entry.Volume / 1000000.0, 2);
                    double entryPrice = entry.Price;
                    sum_ask = sum_ask + entryPrice;
                    ask_vol += dVolume;
                }
                else
                {
                    if (bid_vol > ask_vol)
                    {
                        state = -1;
                        magn += state;
                        states.Add(state);
                    }
                    else
                    {
                        state = 1;
                        magn += state;
                        states.Add(state);

                    }
                    i = 1;
                    ask_vol = 0;
                }


            }


        }
    }
}