private MarketDataSnapshotProcessor(ManageableMarketDataSnapshot snapshot, RemoteEngineContext remoteEngineContext, SnapshotLiveDataStreamInvalidater liveDataStream)
{
_snapshot = snapshot;
_financialClient = remoteEngineContext.CreateFinancialClient();
_marketDataSnapshotMaster = _financialClient.MarketDataSnapshotMaster;
_liveDataStream = liveDataStream;
_temporarySnapshotUid = new Lazy <UniqueId>(() => _marketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, GetShallowCloneSnapshot())).UniqueId);
_snapshotDataStream = new Lazy <SnapshotDataStreamInvalidater>(() => new SnapshotDataStreamInvalidater(_liveDataStream, remoteEngineContext, _temporarySnapshotUid.Value));
}
private MarketDataSnapshotProcessor(ManageableMarketDataSnapshot snapshot, RemoteEngineContext remoteEngineContext, SnapshotLiveDataStreamInvalidater liveDataStream)
{
_snapshot = snapshot;
_financialClient = remoteEngineContext.CreateFinancialClient();
_marketDataSnapshotMaster = _financialClient.MarketDataSnapshotMaster;
_liveDataStream = liveDataStream;
_temporarySnapshotUid = new Lazy<UniqueId>(() => _marketDataSnapshotMaster.Add(new MarketDataSnapshotDocument(null, GetShallowCloneSnapshot())).UniqueId);
_snapshotDataStream = new Lazy<SnapshotDataStreamInvalidater>(() => new SnapshotDataStreamInvalidater(_liveDataStream, remoteEngineContext, _temporarySnapshotUid.Value));
}
