void _api_OnTradeUpdate(object sender, BitMexTrade trade)
{
//update data cache
if (!_cache.Instruments.ContainsKey(trade.symbol))
{
Logging.Log("Market trade, but instrument not yet downloaded", trade.symbol, trade.price);
}
else
{
Logging.Log("Updating last price {0} {1}", trade.symbol, trade.price);
_cache.Instruments[trade.symbol].lastPrice = trade.price;
}
//no current subscription for this product
if (!_topics.ContainsKey(trade.symbol))
{
return;
}
Dictionary <Tuple <DataPoint, int>, Topic> productTopics = _topics[trade.symbol].TopicItems;
//update any last price/size subscriptions
Tuple <DataPoint, int> key = Tuple.Create(DataPoint.Last, 0);
if (productTopics.ContainsKey(key))
{
productTopics[key].UpdateValue(trade.price);
}
}
void _api_OnTradeUpdate(object sender, BitMexTrade trade)
{
//update data cache
if(!_cache.Instruments.ContainsKey(trade.symbol))
{
Logging.Log("Market trade, but instrument not yet downloaded", trade.symbol, trade.price);
}
else
{
Logging.Log("Updating last price {0} {1}", trade.symbol, trade.price);
_cache.Instruments[trade.symbol].lastPrice = trade.price;
}
//no current subscription for this product
if (!_topics.ContainsKey(trade.symbol))
return;
Dictionary<Tuple<DataPoint, int>, Topic> productTopics = _topics[trade.symbol].TopicItems;
//update any last price/size subscriptions
Tuple<DataPoint, int> key = Tuple.Create(DataPoint.Last, 0);
if (productTopics.ContainsKey(key))
productTopics[key].UpdateValue(trade.price);
}