public void Add(string Symbol)
{
if (GetIndex(Symbol) == -1)
{
SymbolInfo instrument = Factory.Symbol.LookupSymbol(Symbol);
InstrumentReader reader = new InstrumentReader(m_OrderClient, m_Quotes, instrument);
readers.Add(reader);
if (m_Quotes.ConnectionState == enumConnectionState.csLoggedIn)
{
reader.Connect();
}
}
}
private void NewReader(SymbolInfo symbol)
{
if (debug)
{
log.Debug("NewReader for " + symbol + " with quote type " + symbol.QuoteType);
}
InstrumentReader reader = new InstrumentReader(m_OrderClient, m_Quotes, symbol);
reader.Receiver = receiver;
reader.Initialize();
readers.Add(reader);
if (m_Quotes.ConnectionState == enumConnectionState.csLoggedIn)
{
reader.Connect();
}
}
public Level2Collection(InstrumentReader reader, SymbolInfo instrument, enumMarketSide side)
{
this.instrument = instrument;
this.reader = reader;
this.side = side;
}