private void ProcessUpdate(OrderBookUpdate upd)
{
if (_previousUpdateEventTime < upd.EventTime)
{
foreach (var updAsk in upd.Asks)
{
if (updAsk.Value == 0)
{
AskBook.Remove(updAsk.Key);
}
else
{
AskBook[updAsk.Key] = updAsk.Value;
}
}
foreach (var updBid in upd.Bids)
{
if (updBid.Value == 0)
{
BidBook.Remove(updBid.Key);
}
else
{
BidBook[updBid.Key] = updBid.Value;
}
}
_previousUpdateEventTime = upd.EventTime;
var handler = OnOrderbookUpdated;;
if (handler != null)
{
var arg = new OrderBookUpdatedArgs {
UpdateTime = upd.EventTime
};
handler(this, arg);
}
}
else
{
SetState(RealtimeOrderBookState.OutOfSync);
throw new WebsocketStreamOutOfSyncException(string.Format("Websocket stream out of sync for {0}", Symbol));
}
}
public ActionResult RequestBook([Bind(Include = "ID,FirstName,TitleName")] AskBook Askbook)
{
return(View(Askbook));
}