public void OnEvent(FxPricingEvent data, long sequence, bool endOfBatch)
{
_replica.Publish((ev) =>
{
ev.Ask = data.Ask;
ev.Bid = data.Bid;
ev.CcyPair = data.CcyPair;
ev.Marketplace = data.Marketplace;
ev.Timestamp = data.Timestamp;
});
}
public void PublishBatch(int count)
{
_fxPricingEngine.Publish(Enumerable.Range(0, count)
.Select(_ => new Action <FxPricingEvent>((ev) => Next(ev)))
.ToArray());
}
