private void ProcessOrderBookUpdate(CBookParams bookParam, JArray jArrOrderBookUpdate) { _perf.StartOrdeBookUpd(); decimal price = (decimal)jArrOrderBookUpdate[0]; long count = (long)jArrOrderBookUpdate[1]; decimal amount = (decimal)jArrOrderBookUpdate[2]; /* * _dictStockStor[bookParam.Instrument].Update(CBfxUtils.GetPrecInt(bookParam.Precision), * price,count, amount); * */ _dictStockStor[bookParam.Instrument].Update( new CBfxStockStorUpdStock { amount = amount, count = count, prec = CBfxUtils.GetPrecInt(bookParam.Precision), price = price } ); _perf.EndOrderBookUpd(); }
private void ProcessOrderBookSnapshot(CBookParams bookParam, JArray jArrOrderBook) { _perf.StartOrdeBookSnapshot(); /* * _dictStockStor[bookParam.Instrument].UpdateBySnapshot(CBfxUtils.GetPrecInt(bookParam.Precision), * jArrOrderBook); */ _dictStockStor[bookParam.Instrument].UpdateBySnapshot (new CBfxStockStorMsgUpdSnap { prec = CBfxUtils.GetPrecInt(bookParam.Precision), jArrOrderBook = jArrOrderBook }); _perf.EndOrderBookSnapshot(); }