bool IEnumerator.MoveNext()
{
while (_itemsEnumerator.MoveNext())
{
var item = _itemsEnumerator.Current;
if (_builder == null)
{
_builder = new OrderLogMarketDepthBuilder(new QuoteChangeMessage {
SecurityId = item.SecurityId, IsSorted = true
}, _maxDepth);
}
if (!_builder.Update(item))
{
continue;
}
if (Current != null && (_builder.Depth.ServerTime - Current.ServerTime) < _interval)
{
continue;
}
Current = (QuoteChangeMessage)_builder.Depth.Clone();
//Current.MaxDepth = _maxDepth;
return(true);
}
Current = null;
return(false);
}