private void SessionOnQuoteDetailsChanged(OEC.API.Contract contract)
{
}
private string VerifyContract <T>(A.Contract contract, Dictionary <string, T> dic)
{
EnsureDictionary(dic, contract.Symbol);
return(contract.Symbol);
}
private void SessionOnPostAllocation(OEC.API.Order order, OEC.API.Contract contract, OEC.API.PostAllocationBlock allocation, PostAllocationCheckResult result)
{
}
public bool DiscardQuotesData(A.Contract contract)
{
//return !(_doms[VerifyContract(sec, _doms)] > 0);
return(false); // DOM require explicit subscription for each contract, so if data comes - it means there is subscription.
}
public bool DiscardTradesData(A.Contract contract)
{
//return _ticks[VerifyContract(sec, _ticks)] > 0;
return(false); // Ticks require explicit subscription for each contract, so if data comes - it means there is subscription.
}
private void SessionOnContractChanged(OEC.API.Contract contract)
{
}
public bool DiscardSecurityData(A.Contract contract)
{
return(!(_prices[VerifyContract(contract, _prices)] > 0));
}
private void SessionOnContractCreated(int requestId, OEC.API.Contract contract)
{
}
private static string GetBoardCode(string exchange, OEC.API.Contract contract, string defaultBoardCode)
{
return(exchange ?? contract.Exchange.Name ?? defaultBoardCode);
}
private void SessionOnIndexComponentsReceived(OEC.API.Contract contract)
{
ProcessContract(contract, contract.CurrentPrice, 0);
}
private void SessionOnPriceChanged(OEC.API.Contract contract, Price price)
{
ProcessContract(contract, price, 0);
}
private void SessionOnPriceTick(OEC.API.Contract contract, Price price)
{
ProcessContract(contract, 0);
}
