Exemple #1
0
        private void _Subscire_ReceiveReady(object sender, NetMQSocketEventArgs e)
        {
            var msg = subscriber.ReceiveMultipartMessage();

            if (msg.FrameCount == 0)
            {
                return;
            }
            MarketData data = MarketData.Parser.ParseFrom(msg.Pop().ToByteArray());

            var type = data.Type;

            if (type == MarketData.Types.Type.Stock)
            {
                OnStockQuoteUpdated?.Invoke(Transfer(data.StockData));
            }
            else if (type == MarketData.Types.Type.Transaction)
            {
                OnTransactionUpdated?.Invoke(Transfer(data.TransactionData));
            }
            else if (type == MarketData.Types.Type.Order)
            {
                OnOrderUpdated?.Invoke(Transfer(data.OrderData));
            }
            else if (type == MarketData.Types.Type.Queue)
            {
                OnOrderQueueUpdated?.Invoke(Transfer(data.QueueData));
            }
        }
Exemple #2
0
        private void UpdateTransaction()
        {
            if (HasInvalidValues())
            {
                return;
            }

            transactionManager.UpdateAsync(Transaction);

            OnTransactionUpdated?.Invoke(this, EventArgs.Empty);
        }