//private readonly Dictionary<string, ShortOrderInfo> ordersByCode = new Dictionary<string, ShortOrderInfo>();
//private readonly Dictionary<string, SortedList<decimal, int>> ordersBySecurityAndPrice = new Dictionary<string, SortedList<decimal, int>>();
//private sealed class ShortOrderInfo
//{
// public string Security { get; set; }
// public BuySell Operation { get; set; }
// public long Quantity { get; set; }
// public decimal Price { get; set; }
//}
private void InfoClient_OnInfoOrder(InfoOrder order)
{
var security = order.security + "|" + order.board;
if (string.IsNullOrEmpty(security))
{
//Logger.DebugFormat("Получено обновление заявки с пустым полем security. OrderId: {0}", order.code);
return;
}
if (!buildersMap.TryGetValue(security, out var builder))
{
var instrument = connector.ResolveSymbolAsync(security).Result;
if (instrument == null)
{
return;
}
builder = new OrderBookBuilder(instrument);
buildersMap[security] = builder;
}
if (!builder.ProcessOrder(order))
{
return;
}
if (subscribedBooks.Contains(security))
{
OnMessageReceived(builder.BuildBook());
//TODO fire
}
}
public void SubscribeOrderBook(Instrument instrument)
{
var code = connector.ResolveInstrumentAsync(instrument).Result;
if (code == null)
{
return;
}
using (allInstrumentLock.WriteLock())
{
if (allInstruments.Contains(code))
{
subscribedBooks.Add(code);
if (buildersMap.TryGetValue(code, out var builder))
{
OnMessageReceived(builder.BuildBook());
}
else
{
builder = new OrderBookBuilder(instrument);
buildersMap[code] = builder;
}
}
}
}