private void MarketGatewayOnMarketDataUpdated(object sender, ApiMarketDataUpdateEventArgs apiMarketDataUpdateEventArgs)
{
// Adapts the external API feed format to the SOR domain format
var marketDataUpdatedArgs = new MarketDataUpdatedArgs(apiMarketDataUpdateEventArgs.OriginMarketName, apiMarketDataUpdateEventArgs.MarketPrice, apiMarketDataUpdateEventArgs.QuantityOnTheMarket);
this.RaiseMarketDataUpdate(marketDataUpdatedArgs);
}
private void RaiseMarketDataUpdate(MarketDataUpdatedArgs args)
{
var onInstrumentMarketDataUpdated = this.InstrumentMarketDataUpdated;
if (onInstrumentMarketDataUpdated != null)
{
onInstrumentMarketDataUpdated(this, args);
}
}
public void Subscribe(string marketName)
{
var internalMarket = this.gateways.First(m => m.Key == marketName).Value;
// Raise the first event
var marketDataUpdatedArgs = new MarketDataUpdatedArgs(internalMarket.MarketName, internalMarket.SellPrice, internalMarket.SellQuantity);
this.RaiseMarketDataUpdate(marketDataUpdatedArgs);
}
private void InstrumentMarketDataUpdated(object sender, MarketDataUpdatedArgs marketDataUpdatedArgs)
{
this.lastMarketUpdates[marketDataUpdatedArgs.MarketName] = new MarketInfo(marketDataUpdatedArgs.MarketName, marketDataUpdatedArgs.Quantity, marketDataUpdatedArgs.Price);
}
