/// <summary>
/// Initiate data feed
/// </summary>
public override void Execute()
{
//Connect to Spark API if required
ApiControl.Instance.Connect();
//Get instance to exchange
Spark.Exchange exchangeRef;
if (ApiFunctions.GetSparkExchange(Exchange, out exchangeRef))
{
//Request all events for current day
Spark.Event sparkEvent = new Spark.Event();
if (Spark.GetAllExchangeEvents(ref exchangeRef, ref sparkEvent))
{
while (Spark.GetNextExchangeEvent(ref exchangeRef, ref sparkEvent, -1)) //Specifying -1 timeout will keep it waiting until end of day
{
RaiseEvent(new EventFeedArgs(sparkEvent, Spark.TimeToDateTime(sparkEvent.Time)));
}
}
//Release memory at end of day
Spark.ReleaseCurrentEvents();
}
}
