private void Receive(object sender, MessageReceivedEventArgs e)
{
try
{
ExecutionTickerReply reply = JsonConvert.DeserializeObject <ExecutionTickerReply>(e.Message);
if (reply != null)
{
EventHandler <ExecutionTickerReply> executionHandler = ExecutionUpdate;
if (executionHandler != null)
{
executionHandler(this, reply);
}
EventHandler <OrderReply> quoteHandler = OrderUpdate;
if (quoteHandler != null)
{
quoteHandler(this, reply.Order);
}
}
}
catch (SocketException ex)
{
//reconnect
}
catch (Exception ex)
{
Error(sender, new ErrorEventArgs(new Exception("Unsupported message received.\nex: " + ex.Message + "\nMessage: " + e.Message)));
}
}
private void UpdateExecution(ExecutionTickerReply reply)
{
EventHandler <ExecutionTickerReply> handler = ExecutionUpdated;
if (handler != null)
{
handler(null, reply);
}
_dataAccess.UpdateExecution(reply);
}
private void ExecutionUpdated(object sender, ExecutionTickerReply executionTickerReply)
{
UpdateOrder(executionTickerReply.Order);
// Logic here to determine compeditors orders
}
public void UpdateExecution(ExecutionTickerReply execution)
{
}
