public void Add(string Symbol)
 {
     if (GetIndex(Symbol) == -1)
     {
         SymbolInfo       instrument = Factory.Symbol.LookupSymbol(Symbol);
         InstrumentReader reader     = new InstrumentReader(m_OrderClient, m_Quotes, instrument);
         readers.Add(reader);
         if (m_Quotes.ConnectionState == enumConnectionState.csLoggedIn)
         {
             reader.Connect();
         }
     }
 }
        private void NewReader(SymbolInfo symbol)
        {
            if (debug)
            {
                log.Debug("NewReader for " + symbol + " with quote type " + symbol.QuoteType);
            }
            InstrumentReader reader = new InstrumentReader(m_OrderClient, m_Quotes, symbol);

            reader.Receiver = receiver;
            reader.Initialize();
            readers.Add(reader);
            if (m_Quotes.ConnectionState == enumConnectionState.csLoggedIn)
            {
                reader.Connect();
            }
        }
Beispiel #3
0
 public Level2Collection(InstrumentReader reader, SymbolInfo instrument, enumMarketSide side)
 {
     this.instrument = instrument;
     this.reader     = reader;
     this.side       = side;
 }