public void StartWaitForData(MarketDataSubscription.Level level)
{
if (!realtimeDataTimer.IsRunning)
{
realtimeDataTimer.Reset();
realtimeDataTimer.Start();
_Log.Debug().PrintFormat("InstrumentSubscription({0}) - waiting for realtime {1} data", Instrument, level);
}
}
private void RequestMarketDataSubscription(InstrumentSubscription subscription, MarketDataSubscription.Level level)
{
var marketDataSubscription = new MarketDataSubscription
{
contract_id = subscription.ContractId,
level = (uint)level
};
subscription.StartWaitForData(level);
using (requestBatchLock.Lock())
{
requestBatch.Add(marketDataSubscription);
}
}
