public void RegisterFilteredMarketDepth(Security security) { if (security == null) { throw new ArgumentNullException("security"); } if (TrySubscribe(_registeredFilteredMarketDepths, security)) { _connector.OnRegisterFilteredMarketDepth(security); } Subscribe(security, MarketDataTypes.MarketDepth); }
public void RegisterFilteredMarketDepth(Security security) { if (security == null) { throw new ArgumentNullException(nameof(security)); } if (TrySubscribe(_registeredFilteredMarketDepths, security)) { _connector.OnRegisterFilteredMarketDepth(security); } Subscribe(security, new MarketDataMessage { DataType = MarketDataTypes.MarketDepth, TransactionId = _connector.TransactionIdGenerator.GetNextId(), IsSubscribe = true, }.FillSecurityInfo(_connector, security)); }