private void L1OnFundamentalMsg(IQMessageArgs args)
{
L1FundamentalMsg msg;
L1FundamentalMsg.Parse(args, out msg);
InstrumentSubscription subscription;
using (instrumentSubscriptionsLock.Lock())
{
if (!instrumentSubscriptionsByCode.TryGetValue(msg.Symbol, out subscription))
{
return;
}
}
switch (subscription.SecurityType)
{
case SecurityType.FUTURE:
case SecurityType.FOPTION:
break;
default:
subscription.InstrumentParams.PriceStepValue = subscription.InstrumentParams.PriceStep;
break;
}
var shouldTransmit = subscription.Update(ref msg);
if (shouldTransmit)
{
OnMessageReceived(subscription.InstrumentParams);
}
}
public bool Update(ref L1FundamentalMsg msg)
{
Confirm();
using (syncRoot.Lock())
{
InstrumentParams.DecimalPlaces = msg.DecimalPlaces;
InstrumentParams.PriceStep = msg.PriceStep;
InstrumentParams.PriceStepValue = msg.PriceStepValue;
return(true);
}
}
