public void Dispose()
{
this.RealtimeOrderBookSubscription.RealtimeMatch -= OnMatch;
if (robsCreatedLocally)
{
RealtimeOrderBookSubscription.Dispose();
}
}
public RealtimePriceClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription,
CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
// should already be subscribed since robs is passed in
}
public void Dispose()
{
this.RealtimeOrderBookSubscription.RealtimeOpen -= OnOpen;
this.RealtimeOrderBookSubscription.RealtimeDone -= OnDone;
this.RealtimeOrderBookSubscription.RealtimeMatch -= OnMatch;
this.RealtimeOrderBookSubscription.RealtimeChange -= OnChange;
this.RealtimeOrderBookSubscription.RealtimeReceived -= OnReceived;
this.RealtimeOrderBookSubscription.RealtimeLastMatch -= OnLastMatch;
this.RealtimeOrderBookSubscription.Heartbeat -= OnHeartbeat;
this.RealtimeOrderBookSubscription.ConnectionClosed -= OnConnectionClosed;
if (robsCreatedLocally)
{
RealtimeOrderBookSubscription.Dispose();
}
}
public RealtimeOrderBookClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription,
CBAuthenticationContainer auth = null)
{
this.ProductString = ProductString;
this.productOrderBookClient = new ProductOrderBookClient(auth);
Sells = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>());
Buys = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>());
this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription;
this.RealtimeOrderBookSubscription.RealtimeOpen += OnOpen;
this.RealtimeOrderBookSubscription.RealtimeDone += OnDone;
this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch;
this.RealtimeOrderBookSubscription.RealtimeChange += OnChange;
// not really used for anything except for their sequence number
this.RealtimeOrderBookSubscription.RealtimeReceived += OnReceived;
this.RealtimeOrderBookSubscription.RealtimeLastMatch += OnLastMatch;
this.RealtimeOrderBookSubscription.Heartbeat += OnHeartbeat;
this.RealtimeOrderBookSubscription.ConnectionClosed += OnConnectionClosed;
}
public void Dispose()
{
RealtimeOrderBookSubscription.UnSubscribe();
}