private void SubscribeDepths(DepthSettings settings)
{
var connector = Connector;
if (!_initialized)
{
connector.MarketDepthReceived += TraderOnMarketDepthReceived;
_initialized = true;
}
foreach (var security in SecurityPicker.SelectedSecurities)
{
// create order book window
var window = new QuotesWindow
{
Title = security.Id + " " + LocalizedStrings.MarketDepth,
Security = security,
};
//window.DepthCtrl.UpdateDepth(connector.GetMarketDepth(security));
window.Show();
// subscribe on order book flow
var subscription = connector.SubscribeMarketDepth(security, settings?.From, settings?.To, buildMode: settings?.BuildMode ?? MarketDataBuildModes.LoadAndBuild, maxDepth: settings?.MaxDepth, buildFrom: settings?.BuildFrom);
_quotesWindows.SafeAdd(security).Add(window);
window.Closed += (s, e) =>
{
if (_appClosing)
{
return;
}
if (subscription.State.IsActive())
{
connector.UnSubscribe(subscription);
}
};
}
}
public DepthSettingsWindow()
{
InitializeComponent();
Settings = new DepthSettings();
}
