private void SaveQuoteProc(object sender, ElapsedEventArgs e)
{
var timer = sender as Timer;
timer.Stop();
var dictBuffer = new Dictionary <Tuple <string, DateTime>, Tuple <double, double> >();
while (!_queQuote.IsEmpty)
{
QuoteInfoEventArgs item = null;
_queQuote.TryDequeue(out item);
var dayFormat = item.Timestamp;
var key = new Tuple <string, DateTime>(item.Symbol, dayFormat);
if (!dictBuffer.ContainsKey(key))
{
dictBuffer[key] = new Tuple <double, double>(item.Ask, item.Bid);
}
}
var items = dictBuffer.Select(i => new Tuple <string, double, double, DateTime>
(i.Key.Item1, i.Value.Item1, i.Value.Item2, i.Key.Item2));
UpdateQuote(items);
if (EnableRunning)
{
timer.Start();
}
}
void WhenNewQuote(object sender, QuoteInfoEventArgs e)
{
var handler = OnNewQuote;
if (handler != null)
{
handler(sender, e);
}
}
void WhenNewQuote(object sender, QuoteInfoEventArgs e)
{
_queQuote.Enqueue(e);
}
