public IncrementalUpdateQueue(IIncrementalUpdateDataProvider provider)
{
Queue = new IncrementalUpdateInfo[200];
for (int i = 0; i < 200; i++)
{
Queue[i] = new IncrementalUpdateInfo()
{
Provider = provider
}
}
;
}
protected internal void RaiseOnChanged(IncrementalUpdateInfo info)
{
OrderBookEventArgs e = new OrderBookEventArgs()
{
Update = info
};
if (OnChanged != null)
{
OnChanged(this, e);
}
}