public void Run()
{
_ActiveBarrierOptionsByContract = GetActiveBarrierOptionsByContract();
var client = new FuturesQuoteClient();
client.Quotes += OnQuote;
}
public void Run()
{
_ActiveBarrierOptionsByContract = GetActiveBarrierOptionsByContract();
var client = new FuturesQuoteClient();
FuturesQuotesSource(client)
.Select(q => new QuoteWithContract(q))
.Where(IsValidContract)
.SelectMany(BarrierBreachNotices)
.Where(NoticeNotAlreadySent)
.Subscribe(NotifyTheHumans);
}
private static IObservable <FuturesQuote> FuturesQuotesSource(FuturesQuoteClient client)
{
return(Observable
.FromEvent <FuturesQuoteClient.QuoteHandler, FuturesQuote>(h => client.Quotes += h, h => client.Quotes -= h));
}
private static IObservable <FuturesQuote> FuturesQuotesSource(FuturesQuoteClient client)
{
// this is equivalent to FuturesQuoteClientWrapper, the reactive framework abstracts events for you :)
return(Observable
.FromEvent <FuturesQuoteClient.QuoteHandler, FuturesQuote>(h => client.Quotes += h, h => client.Quotes -= h));
}
public AntiCorruptionLayerObservableClient(FuturesQuoteClient client)
: this(FuturesQuotesSource(client))
{
}
