Exemplo n.º 1
0
 public void ApplyCapturedEvent(DateTime time)
 {
     if (CaptureDataHistory.Items.Count == 0)
     {
         return;
     }
     while (CaptureDataHistory.CurrentItem != null)
     {
         TickerCaptureDataInfo info = CaptureDataHistory.CurrentItem;
         if (info.Time != time)
         {
             return;
         }
         if (info.StreamType == CaptureStreamType.OrderBook)
         {
             OrderBook.IsDirty = !info.DataValid;
         }
         Exchange.ApplyCapturedEvent(this, info);
         CaptureDataHistory.MoveNext();
     }
     //while(CaptureDataHistory.Items.Count > 0) {
     //    TickerCaptureDataInfo info = CaptureDataHistory.Items[0];
     //    if(info.Time != time)
     //        return;
     //    Exchange.ApplyCapturedEvent(this, info);
     //    CaptureDataHistory.Items.RemoveAt(0);
     //}
 }
 protected internal override void ApplyCapturedEvent(Ticker ticker, TickerCaptureDataInfo info)
 {
     if (info.StreamType == CaptureStreamType.OrderBook)
     {
         OnOrderBookSocketMessageReceived(OrderBookSockets.FirstOrDefault(s => s.Ticker == ticker).Socket, new MessageReceivedEventArgs(info.Message));
     }
     else if (info.StreamType == CaptureStreamType.TradeHistory)
     {
         OnTradeHistorySocketMessageReceived(TradeHistorySockets.FirstOrDefault(s => s.Ticker == ticker).Socket, new MessageReceivedEventArgs(info.Message));
     }
 }
Exemplo n.º 3
0
 protected internal override void ApplyCapturedEvent(Ticker ticker, TickerCaptureDataInfo info) {
     throw new NotImplementedException();
 }