private void BarsSubscribeTimerElapsed(object sender, ElapsedEventArgs e)
{
try {
var subscribers = ClientsCollection.GetAll();
foreach (var subscriber in subscribers)
{
List <BarsSubscription> bars = new List <BarsSubscription>();
lock (subscriber.Subscriptions.Bars)
{
bars.AddRange(subscriber.Subscriptions.Bars);
}
foreach (var barOptions in bars)
{
var response = new BarsSubscribeResponse
{
ID = barOptions.ID,
Symbol = barOptions.Symbol,
Bars = new List <Bar> {
DataProvider.GetBarUpdate(barOptions)
}
};
subscriber.SocketSession.Send(JsonSerializeHelper.Serialize(response));
}
}
}
catch (Exception ex)
{
Logger.Error(ex);
}
}
private void QuotesSubscribeTimerElapsed(object sender, ElapsedEventArgs e)
{
try
{
var subscribers = ClientsCollection.GetAll();
foreach (var subscriber in subscribers)
{
List <string> q = new List <string>();
lock (subscriber.Subscriptions.Quotes)
{
q.AddRange(subscriber.Subscriptions.Quotes);
}
if (q.Count == 0)
{
continue;
}
var quotes = new List <Quote>();
foreach (var symbol in q)
{
quotes.Add(DataProvider.GetQuoteUpdate(symbol));
}
if (quotes.Count > 0)
{
subscriber.SocketSession.Send(JsonSerializeHelper.Serialize(new QuotesSubscribeResponse {
Quotes = quotes
}));
}
}
}
catch (Exception ex)
{
Logger.Error(ex);
}
}