public void Add(string symbol, long timestamp, double price, double volume)
{
lock (this)
{
//add to quote capture
if (!QuoteCaptures.ContainsKey(symbol))
{
var qc = new QuoteCapture(symbol);
qc.DataAdded += Qc_DataAdded;
QuoteCaptures.TryAdd(symbol, qc);
}
if (timestamp > QuoteCaptures[symbol].LastTime)
{
QuoteCaptures[symbol].Add(timestamp, price, volume);
}
}
}
public IQuoteCapture GetInMemoryQuoteCapture(string symbol)
{
return(QuoteCaptures.ContainsKey(symbol) ? QuoteCaptures[symbol] : null);
}