public void RegisterFilteredMarketDepth(Security security)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (TrySubscribe(_registeredFilteredMarketDepths, security))
{
_connector.OnRegisterFilteredMarketDepth(security);
}
Subscribe(security, MarketDataTypes.MarketDepth);
}
public void RegisterFilteredMarketDepth(Security security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (TrySubscribe(_registeredFilteredMarketDepths, security))
{
_connector.OnRegisterFilteredMarketDepth(security);
}
Subscribe(security, new MarketDataMessage
{
DataType = MarketDataTypes.MarketDepth,
TransactionId = _connector.TransactionIdGenerator.GetNextId(),
IsSubscribe = true,
}.FillSecurityInfo(_connector, security));
}
