public static BidAskClientContract ToClientContract(this InstrumentBidAskPairContract src)
{
return(new BidAskClientContract
{
Id = src.Id,
Date = src.Date,
Bid = src.Bid,
Ask = src.Ask
});
}
private void PriceReceived(InstrumentBidAskPairContract price)
{
if (!_subscriptionHistory.ContainsKey(price.Id))
{
_subscriptionHistory.Add(price.Id, 0);
}
var received = _subscriptionHistory[price.Id];
_subscriptionHistory[price.Id] = received + 1;
//LogInfo($"Price received:{price.Instrument} Ask/Bid:{price.Ask}/{price.Bid}");
}
private Task ProcessPrice(InstrumentBidAskPairContract instrumentBidAskPair)
{
lock (_lastPrices)
{
if (!_lastPrices.ContainsKey(instrumentBidAskPair.Id))
{
_lastPrices.Add(instrumentBidAskPair.Id, instrumentBidAskPair);
}
else
{
_lastPrices[instrumentBidAskPair.Id] = instrumentBidAskPair;
}
}
return(Task.FromResult(0));
}
