public IncrementalUpdateQueue(IIncrementalUpdateDataProvider provider)
 {
     Queue = new IncrementalUpdateInfo[200];
     for (int i = 0; i < 200; i++)
     {
         Queue[i] = new IncrementalUpdateInfo()
         {
             Provider = provider
         }
     }
     ;
 }
Example #2
0
        protected internal void RaiseOnChanged(IncrementalUpdateInfo info)
        {
            OrderBookEventArgs e = new OrderBookEventArgs()
            {
                Update = info
            };

            if (OnChanged != null)
            {
                OnChanged(this, e);
            }
        }