internal SubscriptionMessage WithMarketDataFilter(MarketDataFilter marketDataFilter) { if (marketDataFilter != null) { MarketDataFilter = marketDataFilter; } return(this); }
private void MergeFields(MarketDataFilter other) { InitializedFields(); if (other?.Fields != null) { Fields.UnionWith(other.Fields); } }
public async Task Subscribe(MarketFilter marketFilter, MarketDataFilter dataFilter) { _requestId++; var subscriptionMessage = new SubscriptionMessage("marketSubscription", _requestId) .WithMarketFilter(marketFilter) .WithMarketDataFilter(dataFilter); await Writer.WriteLineAsync(subscriptionMessage.ToJson()); _subscriptionMessages.Add(_requestId, subscriptionMessage); }
private void MergeLadderLevels(MarketDataFilter other) { if (other?.LadderLevels == null) { return; } if (LadderLevelsEmpty()) { LadderLevels = other.LadderLevels; } if (LadderLevels != null) { LadderLevels = Math.Max((int)LadderLevels, (int)other.LadderLevels); } }
public void Merge(MarketDataFilter other) { MergeFields(other); MergeLadderLevels(other); }