public override void EndElement(string endElement)
{
if (!(this.ElementName == endElement))
{
return;
}
string[] strArray = this.Content.Split(OrderBookEventHandler.PipeDelimiter);
long instrumentId = OrderBookEventHandler.ParseLong(strArray[0]);
long timestap = OrderBookEventHandler.ParseTimestap(strArray[1]);
Decimal output1;
bool hasValuationBidPrice = OrderBookEventHandler.TryParseDecimal(strArray[7], out output1);
Decimal output2;
bool hasValuationAskPrice = OrderBookEventHandler.TryParseDecimal(strArray[8], out output2);
Decimal output3;
bool hasLastTradedPrice = OrderBookEventHandler.TryParseDecimal(strArray[9], out output3);
Decimal output4;
bool hasDailyHighestTradedPrice = OrderBookEventHandler.TryParseDecimal(strArray[5], out output4);
Decimal output5;
bool hasDailyLowestTradedPrice = OrderBookEventHandler.TryParseDecimal(strArray[6], out output5);
List <PricePoint> prices1 = OrderBookEventHandler.ParsePrices(strArray[2]);
List <PricePoint> prices2 = OrderBookEventHandler.ParsePrices(strArray[3]);
Decimal marketClosePrice;
long marketClosePriceTimestamp;
bool marketClose = OrderBookEventHandler.TryParseMarketClose(strArray[4], out marketClosePrice, out marketClosePriceTimestamp);
this.MarketDataChanged(new OrderBookEvent(instrumentId, hasValuationBidPrice, hasValuationAskPrice, output1, output2, prices1, prices2, marketClose, marketClosePrice, marketClosePriceTimestamp, hasLastTradedPrice, output3, hasDailyHighestTradedPrice, output4, hasDailyLowestTradedPrice, output5, timestap));
}
private static bool TryParseMarketClose(string payload, out Decimal marketClosePrice, out long marketClosePriceTimestamp)
{
if (payload.Length == 0)
{
marketClosePrice = new Decimal(0);
marketClosePriceTimestamp = 0L;
return(false);
}
string[] strArray = payload.Split(OrderBookEventHandler.SemicolonDelimiter);
if (strArray[0].Length == 0)
{
marketClosePrice = new Decimal(0);
marketClosePriceTimestamp = 0L;
return(false);
}
marketClosePrice = Decimal.Parse(strArray[0], (IFormatProvider)DefaultHandler.NumberFormat);
marketClosePriceTimestamp = OrderBookEventHandler.ParseTimestap(strArray[1]);
return(true);
}
