示例#1
0
 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;
 }
示例#2
0
        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());
            }
        }