protected virtual void UnsubMDSuccessAction(SimpleStringTable strTbl) { foreach (var contract in strTbl.Columns[0].Entry) { WeakReference <MarketDataVM> mktVMRef; MarketDataMap.TryRemove(contract, out mktVMRef); } }
public void UnsubMarketData(IEnumerable <string> instrIDList) { var instr = new NamedStringVector(); instr.Name = (FieldName.INSTRUMENT_ID); foreach (string instrID in instrIDList) { instr.Entry.Add(instrID); } var sst = new SimpleStringTable(); sst.Columns.Add(instr); MessageWrapper?.SendMessage((uint)BusinessMessageID.MSG_ID_UNSUB_MARKETDATA, sst); }
public virtual void SendMessage(uint serialId, uint msgId, IEnumerable <ContractKeyVM> instrIDList) { var instr = new NamedStringVector(); instr.Name = (FieldName.INSTRUMENT_ID); foreach (var instrID in instrIDList) { instr.Entry.Add(instrID.Contract); } var sst = new SimpleStringTable(); sst.Header = new DataHeader { SerialId = serialId }; sst.Columns.Add(instr); MessageWrapper.SendMessage(msgId, sst); }
private void UnsubMDSuccessAction(SimpleStringTable obj) { }