public void Subscribe(Data.MarketData marketData)
{
Asset asset = GetPxAsset(marketData.Instrument);
if (asset == null)
{
LogEventArgs.ProcessEventArgs(new LogEventArgs(string.Format("{0}: Failed to subscribe to instrument '{1}': empty symbol map", m_NTconnection.Options.Name, marketData.Instrument.FullName), NinjaTrader.Cbi.LogLevel.Error, LogCategory.Connection));
return;
}
if (m_subscriptions.ContainsKey(asset.ExchangeCode))
{
return;
}
m_subscriptions.Add(asset.ExchangeCode, marketData);
// If this is the first time subscribe for quotes
if (m_subscriptions.Count == 1)
{
m_pxConnector.Send(pxNetAdapter.Request.MarketData.SubscribeForQuotes(m_token, m_userInfo.GUID), res => {
if (res.Error != null && !string.IsNullOrEmpty(res.Error.Code))
{
LogEventArgs.ProcessEventArgs(new LogEventArgs("Unable to subscribe to L1 data for instrument '" + marketData.Instrument.FullName + "': " + res.Error.Message, NinjaTrader.Cbi.LogLevel.Error));
}
});
}
}
public void Unsubscribe(Data.MarketData marketData)
{
string symbol = marketData.Instrument.MasterInstrument.GetProviderName(NinjaTrader.Cbi.Provider.Provider10).TrimStart(new char[] { '@' });
if (m_subscriptions.ContainsKey(symbol))
{
m_subscriptions.Remove(symbol);
}
}
