Example #1
0
        protected virtual IList <MarketDataVM> SubMDSuccessAction(PBMarketDataList marketList)
        {
            var ret = new List <MarketDataVM>();

            foreach (var md in marketList.MarketData)
            {
                MarketDataVM mktVM = FindMarketData(md.Contract);

                if (mktVM != null)
                {
                    if (mktVM.OpenValue == 0)
                    {
                        UpdateMarketDataVM(mktVM, md);
                    }

                    if (string.IsNullOrEmpty(mktVM.Exchange))
                    {
                        mktVM.Exchange = md.Exchange;
                    }

                    ret.Add(mktVM);
                }
            }

            return(ret);
        }
Example #2
0
 private void SubMDSuccessAction(PBMarketDataList obj)
 {
 }