internal SubscriptionMessage WithMarketDataFilter(MarketDataFilter marketDataFilter)
{
if (marketDataFilter != null)
{
MarketDataFilter = marketDataFilter;
}
return(this);
}
private void MergeFields(MarketDataFilter other)
{
InitializedFields();
if (other?.Fields != null)
{
Fields.UnionWith(other.Fields);
}
}
public async Task Subscribe(MarketFilter marketFilter, MarketDataFilter dataFilter)
{
_requestId++;
var subscriptionMessage = new SubscriptionMessage("marketSubscription", _requestId)
.WithMarketFilter(marketFilter)
.WithMarketDataFilter(dataFilter);
await Writer.WriteLineAsync(subscriptionMessage.ToJson());
_subscriptionMessages.Add(_requestId, subscriptionMessage);
}
private void MergeLadderLevels(MarketDataFilter other)
{
if (other?.LadderLevels == null)
{
return;
}
if (LadderLevelsEmpty())
{
LadderLevels = other.LadderLevels;
}
if (LadderLevels != null)
{
LadderLevels = Math.Max((int)LadderLevels, (int)other.LadderLevels);
}
}
public void Merge(MarketDataFilter other)
{
MergeFields(other);
MergeLadderLevels(other);
}