private void Session_TablesUpdates(object sender, TablesUpdatesEventArgs e)
{
var responseFactory = _session.getResponseReaderFactory();
var responsGTablesUpdatesReader = responseFactory.createTablesUpdatesReader(e.Response);
for (int i = 0; i < responsGTablesUpdatesReader.Count; i++)
{
if (responsGTablesUpdatesReader.getUpdateTable(i) == O2GTableType.Offers)
{
if (responsGTablesUpdatesReader.getUpdateType(i) == O2GTableUpdateType.Update)
{
O2GOfferRow offer = responsGTablesUpdatesReader.getOfferRow(i);
var _offerID = offer.OfferID;
var _currentSymbol = offer.Instrument;
PriceUpdate pu = new PriceUpdate
{
Symbol = offer.Instrument,
TradeDateTime = offer.Time,
Price = (offer.Bid + offer.Ask) / 2,
Volume = offer.Volume,
Bid = offer.Bid,
Ask = offer.Ask
};
priceUpdates.Add(pu);
}
}
}
}
private void Session_TablesUpdates(object sender, TablesUpdatesEventArgs e)
{
var responseTablesUpdatesReader = _factory.createTablesUpdatesReader(e.Response);
Parallel.For(0, responseTablesUpdatesReader.Count, i =>
{
if (responseTablesUpdatesReader.getUpdateTable(i) == O2GTableType.Offers && responseTablesUpdatesReader.getUpdateType(i) == O2GTableUpdateType.Update)
{
var offer = responseTablesUpdatesReader.getOfferRow(i);
if (!string.IsNullOrEmpty(offer.Instrument))
{
var pu = new PriceUpdate
{
Symbol = offer.Instrument,
TradeDateTime = offer.Time,
Price = GetPrice(offer.Bid, offer.Ask),
Volume = offer.Volume,
Bid = offer.Bid,
Ask = offer.Ask,
High = offer.High,
Low = offer.Low
};
lock (priceUpdateObject)
{
var firstPriceUpdate = priceUpdates.FirstOrDefault(f => f.Symbol.Equals(pu.Symbol));
if (firstPriceUpdate != null)
{
firstPriceUpdate.Ask = pu.Ask;
firstPriceUpdate.Bid = pu.Bid;
firstPriceUpdate.Volume = pu.Volume;
firstPriceUpdate.PrevPrice = firstPriceUpdate.Price;
firstPriceUpdate.Price = pu.Price;
firstPriceUpdate.TradeDateTime = pu.TradeDateTime;
}
else
{
priceUpdates.Add(pu);
}
}
}
}
});
OnRowCountChange();
}
