public void OnOrderChange(ChangeMessage <OrderMarketChange> changeMessage)
{
if (changeMessage.IsStartOfNewSubscription)
{
//clear cache
_markets.Clear();
}
if (changeMessage.Items != null)
{
//lazy build events
List <OrderMarketChangedEventArgs> batch = BatchOrderMarketsChanged == null ? null : new List <OrderMarketChangedEventArgs>(changeMessage.Items.Count);
foreach (OrderMarketChange marketChange in changeMessage.Items)
{
bool isImage = marketChange.FullImage == true;
if (isImage)
{
// Clear market from cache if it is being re-imaged
OrderMarket removed;
_markets.TryRemove(marketChange.Id, out removed);
}
OrderMarket market = OnOrderMarketChange(marketChange);
if (IsOrderMarketRemovedOnClose && market.IsClosed)
{
//remove on close
OrderMarket removed;
_markets.TryRemove(market.MarketId, out removed);
}
//lazy build events
if (batch != null || OrderMarketChanged != null)
{
OrderMarketChangedEventArgs arg = new OrderMarketChangedEventArgs()
{
Change = marketChange, OrderMarket = market
};
if (OrderMarketChanged != null)
{
DispatchOrderMarketChanged(arg);
}
if (batch != null)
{
batch.Add(arg);
}
}
}
if (batch != null)
{
DispatchBatchOrderMarketsChanged(new BatchOrderMarketsChangedEventArgs()
{
Changes = batch
});
}
}
}
private void DispatchOrderMarketChanged(OrderMarketChangedEventArgs args)
{
try
{
OrderMarketChanged.Invoke(this, args);
}
catch (Exception e)
{
Trace.TraceError("Error dispatching event: {0}", e);
}
}
