protected override void ExecuteCommand(GetDataFeedListRequest request)
{
var response = new GetDataFeedListResponse {
DataFeeds = new List <DataFeed>()
};
foreach (var itemPair in _dataFeedWorker.DataFeeds)
{
var res = Core.GetDatafeedSecurities(itemPair.Value.Name);
response.DataFeeds.Add(new DataFeed
{
Name = itemPair.Value.Name,
Symbols = new List <Security>(res.Select(q => new Security
{
DataFeed = itemPair.Value.Name,
Symbol = q.Symbol,
SecurityId = q.SecurityId,
AssetClass = q.AssetClass,
Digit = q.Digit,
PriceIncrement = q.PriceIncrement,
QtyIncrement = q.QtyIncrement
})),
IsStarted = itemPair.Value.IsStarted
});
}
response.User = request.User;
PushResponse(response);
}
internal void OnDataFeedList(GetDataFeedListResponse message)
{
DataFeedsList?.Invoke(this, new EventArgs<List<TradingService.DataFeed>>(message.DataFeeds));
}
