private void NewTickTimer(object sender, ElapsedEventArgs e)
{
_timer.Stop();
foreach (var security in Generators)
{
NewTick?.Invoke(security.Value.GenerateNewTick());
}
_timer.Start();
}
private void Api_OnTickerUpdate(object sender, Quote e)
{
if (NewTick == null)
{
return;
}
_securitiesById.TryGetValue(e.Id, out var instrument);
if (instrument == null)
{
Logger.Warning($"TickerUpdate: available {Name} instruments list does not contain {e.Id}", null);
return;
}
var time = DateTime.UtcNow;
var prevTime = DateTime.MinValue;
if (!_tickTimestamps.TryGetValue(instrument.Symbol, out prevTime) || prevTime < time)
{
_tickTimestamps[instrument.Symbol] = time;
NewTick?.Invoke(GetCombinedTick(instrument, e, time));
}
}
private void OnNewTick(ModelEventArgs args) => NewTick?.Invoke(this, args);
private void OnNewTick(Tick tick) => NewTick?.Invoke(this, tick);
