public void StreamMarketData(NewDataReceivedEvent newdatahandler)
{
if (null == newdatahandler)
throw new ArgumentNullException();
OnNewDataReceived = newdatahandler;
var symbolReaderTask = new Task(SymbolReaderTaskWork);
symbolReaderTask.Start();
var symbolProcessorTask = new Task(SymbolProcessorTaskWork);
symbolProcessorTask.Start();
symbolReaderTask.Wait();
dataQueue.CompleteAdding();
symbolProcessorTask.Wait();
_cts.Dispose();
_cts = null;
}
public void PublishSymbolTicks(NewDataReceivedEvent publisher, CancellationToken token)
{
if (null == publisher)
throw new ArgumentNullException("publisher callback required");
foreach (var data in SymbolTicks.GetConsumingEnumerable())
{
if (token.IsCancellationRequested)
break;
if (Processors.Any())
{
foreach (var processor in Processors)
if (!processor.ProcessSecurity(data))
break;
}
if (null != publisher)
publisher((SymbolTick)data);
}
SymbolTicks.CompleteAdding();
}
