public IcmTradeSessionConnector(FixConnectorConfiguration config, ILog log) : base(config, log)
{
_ordersHandler = new OrdersHandler(log, ExchangeName);
_jfdPositionsHandler = new IcmPositionsHandler(log, ExchangeName);
Handlers.Add(_ordersHandler);
Handlers.Add(_jfdPositionsHandler);
}
public void OnOrderMessage(OrderDto[] orders)
{
if (orders.Length == 0)
{
return;
}
ReplaceOrders(new List <OrderDto>(orders));
OrdersHandler?.Invoke(this);
}
