public override void OnUpdate(int itemPos, string itemName, IUpdateInfo update)
{
try
{
L1LsPriceData priceData = L1LsPriceUpdateData(itemPos, itemName, update);
foreach (var data in (from MarketData mktData in MarketData where itemName.Contains(mktData.Id) select mktData).ToList())
{
var curTime = Config.ParseDateTimeUTC(priceData.UpdateTime).AddHours(time_offset_hours);
if (Config.PublishingOpen(curTime))
{
data.FireTick(curTime, priceData); // Timestamps from IG are GMT (i.e. equivalent to UTC)
}
}
}
catch (SEHException exc)
{
Log.Instance.WriteEntry("Market data update interop error: " + exc.ToString() + ", Error code: " + exc.ErrorCode, EventLogEntryType.Error);
}
catch (Exception ex)
{
Log.Instance.WriteEntry("Market data update error: " + ex.ToString(), System.Diagnostics.EventLogEntryType.Error);
throw;
}
}
public void FireTick(DateTime updateTime, L1LsPriceData value)
{
FireTick(updateTime, new Price(value));
}
public Price(L1LsPriceData priceData)
{
this.Bid = priceData.Bid.Value;
this.Offer = priceData.Offer.Value;
this.Volume = priceData.Volume;
}
