/**
* Executed when the strategy is started. Use this method to set up data flows and other
* initialization tasks.
*/
@Override
public void onStart() {
// equity
requestMarketData(
MarketDataRequestBuilder.newRequest()
.withSymbols(SYMBOLS)
.withProvider(MARKET_DATA_PROVIDER)
.withContent(Content.TOP_OF_BOOK)
.create());
// option
requestMarketData(
MarketDataRequestBuilder.newRequest()
.withSymbols(OPTION_OSI_SYMBOL)
.withAssetClass(AssetClass.OPTION)
.withProvider(MARKET_DATA_PROVIDER)
.withContent(Content.LATEST_TICK)
.create());
}
