Exemple #1
0
        protected override void OnUpdate(SingleAdviser <int> adviser)
        {
            lock (obj)
            {
                foreach (string currSymbol in listSymbols)
                {
                    Level2 level2 = adviser.GetLevel2(currSymbol);
                    if (!level2.Exist || level2.HasBeenChanged)
                    {
                        continue;
                    }

                    LastTask = LastTask.ContinueWith(ant =>
                    {
                        DataFeedStorage dfs = dictKeyToStorage[GetKey(adviser.Tag, currSymbol)];
                        dfs.Import(level2.ToQuote().ToEnumerable(), false, true, true);
                    }
                                                     );
                    //listCodeToBankSaver[adviser.Tag].AddQuote(level2);
                }
            }
        }