private void DepthMain()
{
PartialDepthMessage msg;
while (true)
{
try
{
if (DepthQueue.Count > 0 && DepthQueue.TryDequeue(out msg) && msg.Stream != null)
{
var stockID = msg.Stream.Substring(0, msg.Stream.IndexOf('@')).ToUpper();
if (MCallBack != null)
{
PriceDict[stockID] = msg.Asks.First().Price;
MCallBack.Invoke(stockID, msg);
}
Thread.Sleep(1);
}
else
{
Thread.Sleep(100);
}
}
catch { }
}
}
private void PartialDepthHandler(PartialDepthMessage message)
{
try
{
DepthQueue.Enqueue(message);
}
catch (Exception ex)
{
Program.logger.LogRunning("PartialDepthHandler Exception: {0}", ex.Message);
}
}
