protected override void ExecuteCommand(GetDataFeedListRequest request) { var response = new GetDataFeedListResponse { DataFeeds = new List <DataFeed>() }; foreach (var itemPair in _dataFeedWorker.DataFeeds) { var res = Core.GetDatafeedSecurities(itemPair.Value.Name); response.DataFeeds.Add(new DataFeed { Name = itemPair.Value.Name, Symbols = new List <Security>(res.Select(q => new Security { DataFeed = itemPair.Value.Name, Symbol = q.Symbol, SecurityId = q.SecurityId, AssetClass = q.AssetClass, Digit = q.Digit, PriceIncrement = q.PriceIncrement, QtyIncrement = q.QtyIncrement })), IsStarted = itemPair.Value.IsStarted }); } response.User = request.User; PushResponse(response); }
internal void OnDataFeedList(GetDataFeedListResponse message) { DataFeedsList?.Invoke(this, new EventArgs<List<TradingService.DataFeed>>(message.DataFeeds)); }