protected void UnsubTDSuccessAction(PBInstrumentList pbInstList)
{
foreach (var contract in pbInstList.Instrument)
{
WeakReference <ContractKeyVM> tdVMRef;
TradingDeskDataMap.TryRemove(new ContractKeyVM(contract.Exchange, contract.Contract), out tdVMRef);
}
}
public void SendMessage(uint serialId, uint msgId, IEnumerable <ContractKeyVM> instrIDList)
{
var instr = new PBInstrumentList();
foreach (var instrID in instrIDList)
{
instr.Instrument.Add(new PBInstrument {
Exchange = instrID.Exchange, Contract = instrID.Contract
});
}
instr.Header = new DataHeader {
SerialId = serialId
};
MessageWrapper.SendMessage(msgId, instr);
}
protected IList <ContractKeyVM> SubTDSuccessAction(PBInstrumentList instList)
{
var ret = new List <ContractKeyVM>();
foreach (var contract in instList.Instrument)
{
var contractKey = new ContractKeyVM(contract.Exchange, contract.Contract);
var tdVM = FindTradingDeskData(contractKey);
if (tdVM == null)
{
tdVM = contractKey;
TradingDeskDataMap[contractKey] = new WeakReference <ContractKeyVM>(tdVM);
}
ret.Add(tdVM);
}
return(ret);
}
public override void SendMessage(uint serialId, uint msgId, IEnumerable <ContractKeyVM> instrIDList)
{
var sst = new PBInstrumentList();
foreach (var instrID in instrIDList)
{
var pb = new PBInstrument {
Contract = instrID.Contract
};
if (!string.IsNullOrEmpty(instrID.Exchange))
{
pb.Exchange = instrID.Exchange;
}
sst.Instrument.Add(pb);
}
sst.Header = new DataHeader {
SerialId = serialId
};
MessageWrapper.SendMessage(msgId, sst);
}
