public void Dispose() { this.RealtimeOrderBookSubscription.RealtimeMatch -= OnMatch; if (robsCreatedLocally) { RealtimeOrderBookSubscription.Dispose(); } }
public RealtimePriceClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription, CBAuthenticationContainer auth = null) { this.ProductString = ProductString; this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription; this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch; // should already be subscribed since robs is passed in }
public void Dispose() { this.RealtimeOrderBookSubscription.RealtimeOpen -= OnOpen; this.RealtimeOrderBookSubscription.RealtimeDone -= OnDone; this.RealtimeOrderBookSubscription.RealtimeMatch -= OnMatch; this.RealtimeOrderBookSubscription.RealtimeChange -= OnChange; this.RealtimeOrderBookSubscription.RealtimeReceived -= OnReceived; this.RealtimeOrderBookSubscription.RealtimeLastMatch -= OnLastMatch; this.RealtimeOrderBookSubscription.Heartbeat -= OnHeartbeat; this.RealtimeOrderBookSubscription.ConnectionClosed -= OnConnectionClosed; if (robsCreatedLocally) { RealtimeOrderBookSubscription.Dispose(); } }
public RealtimeOrderBookClient(string ProductString, RealtimeOrderBookSubscription realtimeOrderBookSubscription, CBAuthenticationContainer auth = null) { this.ProductString = ProductString; this.productOrderBookClient = new ProductOrderBookClient(auth); Sells = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>()); Buys = new ConcurrentObservableSortedDictionary <decimal, ObservableLinkedList <BidAskOrder> >(isMultithreaded: true, comparer: new DescendingComparer <decimal>()); this.RealtimeOrderBookSubscription = realtimeOrderBookSubscription; this.RealtimeOrderBookSubscription.RealtimeOpen += OnOpen; this.RealtimeOrderBookSubscription.RealtimeDone += OnDone; this.RealtimeOrderBookSubscription.RealtimeMatch += OnMatch; this.RealtimeOrderBookSubscription.RealtimeChange += OnChange; // not really used for anything except for their sequence number this.RealtimeOrderBookSubscription.RealtimeReceived += OnReceived; this.RealtimeOrderBookSubscription.RealtimeLastMatch += OnLastMatch; this.RealtimeOrderBookSubscription.Heartbeat += OnHeartbeat; this.RealtimeOrderBookSubscription.ConnectionClosed += OnConnectionClosed; }
public void Dispose() { RealtimeOrderBookSubscription.UnSubscribe(); }