private MarketDataSnapshotProcessor(ManageableMarketDataSnapshot snapshot, RemoteEngineContext remoteEngineContext, SnapshotLiveDataStreamInvalidater liveDataStream) { _snapshot = snapshot; _financialClient = remoteEngineContext.CreateFinancialClient(); _marketDataSnapshotMaster = _financialClient.MarketDataSnapshotMaster; _liveDataStream = liveDataStream; _temporarySnapshotUid = new Lazy <UniqueId>(() => _marketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, GetShallowCloneSnapshot())).UniqueId); _snapshotDataStream = new Lazy <SnapshotDataStreamInvalidater>(() => new SnapshotDataStreamInvalidater(_liveDataStream, remoteEngineContext, _temporarySnapshotUid.Value)); }
private MarketDataSnapshotProcessor(ManageableMarketDataSnapshot snapshot, RemoteEngineContext remoteEngineContext, SnapshotLiveDataStreamInvalidater liveDataStream) { _snapshot = snapshot; _financialClient = remoteEngineContext.CreateFinancialClient(); _marketDataSnapshotMaster = _financialClient.MarketDataSnapshotMaster; _liveDataStream = liveDataStream; _temporarySnapshotUid = new Lazy<UniqueId>(() => _marketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, GetShallowCloneSnapshot())).UniqueId); _snapshotDataStream = new Lazy<SnapshotDataStreamInvalidater>(() => new SnapshotDataStreamInvalidater(_liveDataStream, remoteEngineContext, _temporarySnapshotUid.Value)); }