private void RecoverAggregateData(MatchAggregatorSnapshot s) { _matchAggregate = new MatchAggregate(TickerSymbol, s.AvgPrice, s.AvgVolume); _priceUpdates.Enqueue(s.RecentPriceUpdates.ToArray()); _volumeUpdates.Enqueue(s.RecentVolumeUpdates.ToArray()); QueryOffset = s.QueryOffset; }
private void RecoverAggregateData(MatchAggregatorSnapshot s) { _matchAggregate = new MatchAggregate(TickerSymbol, s.RecentAvgPrice, s.RecentAvgVolume); if (s.RecentPriceUpdates != null && s.RecentPriceUpdates.Count > 0) { _priceUpdates.Enqueue(s.RecentPriceUpdates.ToArray()); } if (s.RecentVolumeUpdates != null && s.RecentVolumeUpdates.Count > 0) { _volumeUpdates.Enqueue(s.RecentVolumeUpdates.ToArray()); } }