private void ProcessTick(ISerializedValue[] serializedData)
{
// Deserialize tick data
TickData tickData;
try
{
// Check if currenct pair is known
if (ReferenceEquals(TickConverter.GetCurrencyPair(serializedData), null))
{
Logger.Debug($"Received tick of unknown currency Pair '{ serializedData[0] }', skipping tick");
return;
}
// Convert tick
tickData = TickConverter.Convert(Exchange, serializedData);
Logger.Debug($"Received new tick: {tickData}");
}
catch (Exception e)
{
Logger.Error("Error deserializing tick data", e);
return;
}
// Notify subscribers
NotifySubscribers(tickData.CurrencyPair, s => s.OnTick(Exchange, tickData));
}