public FeedTick ToFeedTick(Quote quote)
{
this.records.Clear();
this.FillRecords(FxPriceType.Bid, quote.Bids);
this.FillRecords(FxPriceType.Ask, quote.Asks);
if (!string.IsNullOrEmpty(quote.Id))
{
var id = FeedTickId.Parse(quote.Id);
this.index = id.Index;
}
else if (this.lastUsedTimeStamp < quote.CreatingTime)
{
this.index = 0;
}
this.lastUsedTimeStamp = quote.CreatingTime;
var result = new FeedTick(quote.Symbol, quote.CreatingTime, this.index, this.records);
++this.index;
return(result);
}
public FeedTick ToFeedTick(Quote quote)
{
this.records.Clear();
this.FillRecords(FxPriceType.Bid, quote.Bids);
this.FillRecords(FxPriceType.Ask, quote.Asks);
if (!string.IsNullOrEmpty(quote.Id))
{
var id = FeedTickId.Parse(quote.Id);
this.index = id.Index;
}
else if (this.lastUsedTimeStamp < quote.CreatingTime)
{
this.index = 0;
}
this.lastUsedTimeStamp = quote.CreatingTime;
var result = new FeedTick(quote.Symbol, quote.CreatingTime, this.index, this.records);
++this.index;
return result;
}
