Пример #1
0
 /// <summary>
 /// Subscribe the the specified orders (syncronously) with the configured
 /// HeartbeatMS, ConflationMS and MarketDataFilter.
 /// </summary>
 /// <param name="message"></param>
 public void MarketSubscription(MarketSubscriptionMessage message)
 {
     message.ConflateMs  = ConflateMs;
     message.HeartbeatMs = HeartbeatMs;
     if (MarketDataFilter != null)
     {
         message.MarketDataFilter = MarketDataFilter;
     }
     WaitFor(_processor.MarketSubscription(message));
 }
Пример #2
0
        /// <summary>
        /// Subscribe the the specified orders (syncronously) with the configured
        /// HeartbeatMS, ConflationMS and MarketDataFilter.
        /// </summary>
        /// <param name="message"></param>
        public void MarketSubscription(MarketSubscriptionMessage message)
        {
            foreach (var market in message.MarketFilter.MarketIds)
            {
                Log.Info($"MarketSubscription for {market}");
            }

            message.ConflateMs  = ConflateMs;
            message.HeartbeatMs = HeartbeatMs;
            if (MarketDataFilter != null)
            {
                message.MarketDataFilter = MarketDataFilter;
            }
            WaitFor(_processor.MarketSubscription(message));
        }