//! [tickprice]
public virtual void tickPrice(int tickerId, int field, double price, TickAttrib attribs)
{
if (field == (int)TickType.BidPrice || field == (int)TickType.AskPrice)
{
var symbol = subscription.GetSymbolNameByRequestId(tickerId);
var tickType = (TickType)field;
quotes.AddOrUpdate(symbol, s => new Quote
{
Time = DateTimeOffset.UtcNow,
Symbol = symbol,
Ask = tickType == TickType.AskPrice ? price : 0,
Bid = tickType == TickType.BidPrice ? price : 0
}, (s, q) => new Quote
{
Time = DateTimeOffset.UtcNow,
Symbol = symbol,
Ask = tickType == TickType.AskPrice ? price : q.Ask,
Bid = tickType == TickType.BidPrice ? price : q.Bid
});
if (quotes.TryGetValue(symbol, out Quote quote))
{
if (quote.IsFilled())
{
queue.AddItem(quote);
}
}
}
}
public virtual void error(Exception e)
{
state.AddItem(e.Message);
logger.LogError("Exception thrown: {0}:{1}", e.GetType().Name, e.Message);
throw e;
}