public void Update(MarketDataSnapshotFullRefresh entry)
{
lock (LockObject)
{
string securityID = entry.getSecurityID().getValue();
if (securityEntries.ContainsKey(securityID))
{
SecurityEntry securityEntry = securityEntries[securityID];
if (securityEntry.HasFutureContract())
{
securityEntry.UpdateMDEntry(entry, SideController);
RaizeChanged(securityEntry);
}
}
}
}
public virtual void onMessage( MarketDataSnapshotFullRefresh message, QuickFix.SessionID session )
{ throw new QuickFix.UnsupportedMessageType(); }
void InsertGroup(uint index, MarketDataSnapshotFullRefresh.NoMDEntries group, SideController sideController)
{
MDEntryGroups[index] = new Proposal(group, this, GetDatePair(), sideController);
}
internal void UpdateMDEntry(MarketDataSnapshotFullRefresh entry, SideController sideController)
{
MDReqID = entry.getMDReqID().getValue();
ClearGroups();
MDGroupCount = entry.getNoMDEntries().getValue();
MDEntryGroups = new MDEntryGroup[MDGroupCount];
MarketDataSnapshotFullRefresh.NoMDEntries group = new MarketDataSnapshotFullRefresh.NoMDEntries();
for (uint i = 0; i < MDGroupCount; i++)
{
entry.getGroup(i + 1, group);
InsertGroup(i, group, sideController);
}
IsMDUpdated = true;
}
public MDEntryGroup(MarketDataSnapshotFullRefresh.NoMDEntries group, SecurityEntry owner)
{
OwnerEntry = owner;
MDEntryType = group.getMDEntryType().getValue();
MDEntryPx = group.getMDEntryPx().getValue();
MDEntrySize = group.getMDEntrySize().getValue();
}
public virtual void onMessage(MarketDataSnapshotFullRefresh message, QuickFix.SessionID session)
{
throw new QuickFix.UnsupportedMessageType();
}
internal void ProcessMessage(string exchange, string symbol, MarketDataSnapshotFullRefresh entry)
{
Get(exchange, symbol).Update(entry);
RaizeChanged(Get(exchange, symbol));
}