protected override void SymbolProcessorTaskWork()
{
MarketDataLogger.EnableFileLogging(ProviderId);
var thirdpartyprocessor = new ThirdPartyDelayProcessor();
try
{
Parallel.ForEach(dataQueueAggregator.GetConsumingEnumerable(), data =>
{
data.Processors.Add(new AverageProcessor(data.Symbol));
data.Processors.Add(thirdpartyprocessor);
data.PublishSymbolTicks(PublishMarketData);
});
}
catch (AggregateException e)
{
foreach (var t in e.InnerExceptions)
{
Trace.WriteLine("\n-------------------------------------------------\n{0}", t.ToString());
}
}
finally
{
MarketDataLogger.Dispose();
}
}
protected virtual void SymbolProcessorTaskWork()
{
var delay = new ThirdPartyDelayProcessor();
Parallel.ForEach(dataQueue.GetConsumingEnumerable(), (data, loopState) =>
{
if (IsCancellationRequested)
return; // loopState.Stop();
data.Processors.Add(delay);
data.PublishSymbolTicks(OnNewDataReceived, _cts.Token);
});
}