private void EmitTradeTick(Symbol symbol, string[] entries)
{
try
{
var time = Time.UnixTimeStampToDateTime(double.Parse(entries[0], NumberStyles.Float, CultureInfo.InvariantCulture));
var price = decimal.Parse(entries[1], NumberStyles.Float, CultureInfo.InvariantCulture);
var amount = decimal.Parse(entries[2], NumberStyles.Float, CultureInfo.InvariantCulture);
lock (_brokerage.TickLocker)
{
_brokerage.EmitTick(new Tick
{
Value = price,
Time = time,
Symbol = symbol,
TickType = TickType.Trade,
Quantity = Math.Abs(amount)
});
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}
private void EmitTradeTick(Symbol symbol, DateTime time, decimal price, decimal amount)
{
try
{
lock (_brokerage.TickLocker)
{
_brokerage.EmitTick(new Tick
{
Value = price,
Time = time,
Symbol = symbol,
TickType = TickType.Trade,
Quantity = Math.Abs(amount)
});
}
}
catch (Exception e)
{
Log.Error(e);
throw;
}
}