using System;
 using cAlgo.API;
 
 
namespace cAlgo.Indicators
 {
     [Indicator(IsOverlay = false, ScalePrecision = 5, AccessRights = AccessRights.None)]
     public class Volume : Indicator
     {
         [Output("BidEntries", Color = Colors.Red, PlotType = PlotType.Histogram, Thickness = 5)]
         public IndicatorDataSeries BidResult { get; set; }
 
        [Output("AskEntries", Color = Colors.Blue, PlotType = PlotType.Histogram, Thickness = 5)]
         public IndicatorDataSeries AskResult { get; set; }
 
        MarketDepth GBPUSD;
 
        private int _askNo;
         private int _bidNo;
 
        protected override void Initialize()
         {
             GBPUSD = MarketData.GetMarketDepth(Symbol);
             GBPUSD.Updated += OnGbpUsdUpdated;
         }
 
        void OnGbpUsdUpdated()
         {
             _askNo = 0;
             _bidNo = 0;
 
            var index = MarketSeries.Close.Count - 1;
 

            for (var i = 0; i < AskResult.Count; i++)
                 AskResult[i] = double.NaN;
 
            foreach (var entry in GBPUSD.AskEntries)
             {
                 AskResult[index - _askNo] = (-1) * entry.Volume;
                 _askNo++;
             }
 
            for (var i = 0; i < BidResult.Count; i++)
                 BidResult[i] = double.NaN;
 
            foreach (var entry in GBPUSD.BidEntries)
             {
                 BidResult[index - _bidNo] = entry.Volume;
                 _bidNo++;
             }
         }
 
        public override void Calculate(int index) { }
 
   }
}