private int GetBaseRequestId(Security security)
{
if (ActiveQuotes.Exists(x => x.Security == security))
{
return(ActiveQuotes.Find(x => x.Security == security).BaseReqId);
}
if (SnapShotQuotes.Exists(x => x.Security == security))
{
return(SnapShotQuotes.Find(x => x.Security == security).BaseReqId);
}
return(-1);
}
protected Security GetRequestSecurity(int reqId)
{
var baseId = (reqId - (reqId % 10));
if (ActiveQuotes.Exists(x => x.BaseReqId == baseId))
{
return(ActiveQuotes.Find(x => x.BaseReqId == baseId).Security);
}
if (SnapShotQuotes.Exists(x => x.BaseReqId == baseId))
{
return(SnapShotQuotes.Find(x => x.BaseReqId == baseId).Security);
}
return(null);
}
