public async Task <SelectedSymbolsChanges> UpdateAsync(TimeSlice slice)
{
if (NextSwapTime < Algo.Market.Time)
{
NextSwapTime = Algo.Market.Time + UpdatePeriod;
var filtered = OnUpdate(slice);
var removedSymbols =
(from sym in _SymbolsSelected.Values where !filtered.Any(s => s.Key == sym.Key) select sym)
.ToArray();
var added = (from sym in filtered where !_SymbolsSelected.ContainsKey(sym.Key) select sym).ToArray();
//remove unused symbols
foreach (var sym in removedSymbols)
{
_SymbolsSelected.Remove(sym.Key);
}
//add new symbols
foreach (var sym in added)
{
ISymbolFeed feed = await Algo.GetSymbolFeed(sym.Key);
_SymbolsSelected.Add(feed.Symbol.Key, feed.Symbol as SymbolInfo);
}
var retVal = new SelectedSymbolsChanges(added.ToArray(), removedSymbols.ToArray());
return(retVal);
}
return(SelectedSymbolsChanges.None);
}
public virtual void OnSymbolsChanged(SelectedSymbolsChanges changes)
{
}
public override void OnSymbolsChanged(SelectedSymbolsChanges changes)
{
}
public abstract Task OnSymbolsChanged(SelectedSymbolsChanges changes);
