private void OnNewSecurityTicksEvent(SecurityTicksNoSkip data)
{
_ticks = data;
}
protected SecurityTicksNoSkip UpdateSecurityTick(string symbol, SecurityTicksNoSkip existingVal)
{
return existingVal;
}
protected SecurityTicksNoSkip AddSecurityTick(string symbol)
{
var tick = new SecurityTicksNoSkip(symbol);
_onAddComplete += tick.CompleteAdding;
OnDataReceived += tick.OnDataReceived;
return tick;
}
protected override void SymbolReaderTaskWork()
{
// Tested independantly. See MarketDataReaderTest.
var tick = new SecurityTicksNoSkip("AAA");
dataQueue.Add(tick);
dataQueue.CompleteAdding();
}
public bool SymbolProcessorTaskWorkCancellationTest()
{
var tick = new SecurityTicksNoSkip("AAA");
dataQueue.Add(tick);
if (null == _cts)
_cts = new System.Threading.CancellationTokenSource();
_cts.Cancel();
base.OnNewDataReceived = Handler;
tick.CompleteAdding();
dataQueue.CompleteAdding();
SymbolProcessorTaskWork();
return (!_dataReceived && IsCancellationRequested);
}
internal void DataReceived(SecurityTicksNoSkip data)
{
dataQueue.Add(data);
}