public Task AskProcessor()
{
if (Token == null)
{
Token = new CancellationTokenSource();
}
AskProcessorTask = Task.Factory.StartNew(() =>
{
while (!Token.IsCancellationRequested)
{
foreach (var ask in AsksToProcess.ToArray())
{
long orderQuantity;
if (ask.Value.LockExecuteQuantity == 0)
{
if (GetQuote(ask.Value, out orderQuantity, maxLegDepth: ask.Value.MaxLegDepth) != null)
{
ask.Value.RealizeLockExecuteQuantiy();
ExecuteAsk(ask.Value, ask.Value.MaxLegDepth);
}
else
{
ask.Value.RealizeLockExecuteQuantiy();
}
}
ThreadSafeAsk tAsk;
AsksToProcess.TryRemove(ask.Key, out tAsk);
}
if (!Token.IsCancellationRequested)
{
Task.Delay(10000).Wait();
}
}
}, Token.Token);
return(AskProcessorTask);
}
private void ThreadSafeAsk_PropertyChanged(object sender, System.ComponentModel.PropertyChangedEventArgs e)
{
ThreadSafeAsk ask = (ThreadSafeAsk)sender;
AsksToProcess.AddOrUpdate(ask.AskID, ask, (k, a) => a);
}
