public void Subscribe(Security security, MarketDataTypes type)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (security is IndexSecurity)
{
((IndexSecurity)security).InnerSecurities.ForEach(s => _connector.SubscribeMarketData(s, type));
}
else if (security is ContinuousSecurity)
{
SubscribeContinuous((ContinuousSecurity)security, type);
}
else
{
TrySubscribe(security, type);
}
}
public void Subscribe(Security security, MarketDataMessage message)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
var indexSecurity = security as IndexSecurity;
if (indexSecurity != null)
{
indexSecurity.InnerSecurities.ForEach(s => _connector.SubscribeMarketData(s, message));
}
//else if (security is ContinuousSecurity)
// SubscribeContinuous((ContinuousSecurity)security, message);
else
{
//TrySubscribe(security, message);
_pendingSubscriptions.Add(message.TransactionId, Tuple.Create((MarketDataMessage)message.Clone(), security));
_connector.SendInMessage(message);
}
}