private void M_priceFeed_OnPriceUpdate(Tools.IQFeed.PriceUpdateIQ update)
{
//var sUpdate = string.Format("{0},{1},{2},{3},{4},{5}", update.Symbol, update.LastTradePrice, update.Bid, update.BidSize, update.Ask, update.AskSize);
// Prepend the CHANNEL (+space) to the string we will send:
var sUpdate = string.Format("{0} {1}", IQ_CHANNEL, update.ToString());
using (var updateFrame = new ZFrame(sUpdate))
{
//Console.WriteLine("OnPriceUpdate->" + sUpdate.ToString());
m_publisherSocket.Send(updateFrame);
}
long count;
if (m_publishCounts.TryGetValue(update.Symbol, out count))
m_publishCounts[update.Symbol] = ++count;
else
m_publishCounts[update.Symbol] = 1;
//m_publisherSocket.SendFrame(sUpdate); // NetMQ (when testing in place of ZeroMQ)
}
private void M_priceFeed_UpdatePrices(Tools.IQFeed.PriceUpdateIQ update)
{
//var sUpdate = string.Format("{0},{1},{2},{3},{4},{5}", update.Symbol, update.LastTradePrice, update.Bid, update.BidSize, update.Ask, update.AskSize);
var sUpdate = update.ToString();
m_pub.PublishAsync(IQ_CHANNEL, sUpdate);
//Console.WriteLine("PUB to channel {0} => {1}", GetChannel(update.Symbol), sUpdate);
//Console.Write("(PUB:{0}) ", update.Symbol);
long count;
if (m_publishCounts.TryGetValue(update.Symbol, out count))
{
m_publishCounts[update.Symbol] = ++count;
}
else
{
m_publishCounts[update.Symbol] = 1;
}
}