public void Initialize(int count = 0)
{
try
{
_lock.EnterWriteLock();
var symbols = _historyClient.GetSupportedSymbols();
var periodicities = _historyClient.GetSupportedPeriodicities().Select(Periodicity.Parse).ToList();
foreach (var symbol in symbols)
{
_symbols.Add(symbol);
foreach (var periodicity in periodicities)
{
_periodicities.Add(periodicity);
var keyBid = new Tuple <string, Periodicity, FxPriceType>(symbol, periodicity, FxPriceType.Bid);
var keyAsk = new Tuple <string, Periodicity, FxPriceType>(symbol, periodicity, FxPriceType.Ask);
_cachedBars[keyBid] = new BarsHistoryCache(keyBid.Item1, keyBid.Item2, keyBid.Item3, _historyClient);
_cachedBars[keyAsk] = new BarsHistoryCache(keyAsk.Item1, keyAsk.Item2, keyAsk.Item3, _historyClient);
}
_cachedTicks[symbol] = new TicksHistoryCache(symbol, false, _historyClient);
_cachedLevel2[symbol] = new TicksHistoryCache(symbol, true, _historyClient);
}
}
finally
{
_lock.ExitWriteLock();
}
try
{
_lock.EnterReadLock();
foreach (var historyCache in _cachedBars.Values)
{
historyCache.InitializeCache(count);
}
foreach (var historyCache in _cachedTicks.Values)
{
historyCache.InitializeCache(count);
}
foreach (var historyCache in _cachedLevel2.Values)
{
historyCache.InitializeCache(count);
}
}
finally
{
_lock.ExitReadLock();
}
}
public static string[] GetSupportesSymbols()
{
return(_client.GetSupportedSymbols().ToArray());
}
