private void ProcessOrderBookUpdate(CBookParams bookParam, JArray jArrOrderBookUpdate)
{
_perf.StartOrdeBookUpd();
decimal price = (decimal)jArrOrderBookUpdate[0];
long count = (long)jArrOrderBookUpdate[1];
decimal amount = (decimal)jArrOrderBookUpdate[2];
/*
* _dictStockStor[bookParam.Instrument].Update(CBfxUtils.GetPrecInt(bookParam.Precision),
* price,count, amount);
*
*/
_dictStockStor[bookParam.Instrument].Update(
new CBfxStockStorUpdStock
{
amount = amount,
count = count,
prec = CBfxUtils.GetPrecInt(bookParam.Precision),
price = price
}
);
_perf.EndOrderBookUpd();
}
private void ProcessOrderBookSnapshot(CBookParams bookParam, JArray jArrOrderBook)
{
_perf.StartOrdeBookSnapshot();
/*
* _dictStockStor[bookParam.Instrument].UpdateBySnapshot(CBfxUtils.GetPrecInt(bookParam.Precision),
* jArrOrderBook);
*/
_dictStockStor[bookParam.Instrument].UpdateBySnapshot
(new CBfxStockStorMsgUpdSnap
{
prec = CBfxUtils.GetPrecInt(bookParam.Precision),
jArrOrderBook = jArrOrderBook
});
_perf.EndOrderBookSnapshot();
}