private void InitPricingSession(List <Symbol> symbols)
{
var assets = symbols.Select(s => WellKnown.Assets[s]).ToList();
pricingSession = new PricingSession(context, assets);
pricingSession.OnStatus += HandleOnStatus;
pricingSession.OnData += (s, e) =>
{
UpdatePricingHeartbeat(e.Data.DateTimeUtc);
switch (e.Data.Kind)
{
case ResponseKind.BadPrice:
OnBadPrice?.Invoke(this, Lambda.Funcify((BadPriceResponse)e.Data,
d => new BadPriceArgs(d.Json, d.Results)));
break;
case ResponseKind.Price:
var bidAsk = ((PriceResponse)e.Data).BidAsk;
OnBidAsk?.Invoke(this, new BidAskArgs(bidAsk));
chunker.HandleBidAsk(bidAsk);
break;
case ResponseKind.Heartbeat:
OnHeartbeat?.Invoke(this, new HeartbeatArgs(
StreamKind.Pricing, e.Data.DateTimeUtc));
break;
default:
throw new ArgumentOutOfRangeException(nameof(e.Data.Kind));
}
};
}
public void Disconnect()
{
if (pricingSession != null)
{
pricingSession.Disconnect();
pricingSession = null;
}
}
