private void OnNewSecurityTicksEvent(SecurityTicksNoSkip data) { _ticks = data; }
protected SecurityTicksNoSkip UpdateSecurityTick(string symbol, SecurityTicksNoSkip existingVal) { return existingVal; }
protected SecurityTicksNoSkip AddSecurityTick(string symbol) { var tick = new SecurityTicksNoSkip(symbol); _onAddComplete += tick.CompleteAdding; OnDataReceived += tick.OnDataReceived; return tick; }
protected override void SymbolReaderTaskWork() { // Tested independantly. See MarketDataReaderTest. var tick = new SecurityTicksNoSkip("AAA"); dataQueue.Add(tick); dataQueue.CompleteAdding(); }
public bool SymbolProcessorTaskWorkCancellationTest() { var tick = new SecurityTicksNoSkip("AAA"); dataQueue.Add(tick); if (null == _cts) _cts = new System.Threading.CancellationTokenSource(); _cts.Cancel(); base.OnNewDataReceived = Handler; tick.CompleteAdding(); dataQueue.CompleteAdding(); SymbolProcessorTaskWork(); return (!_dataReceived && IsCancellationRequested); }
internal void DataReceived(SecurityTicksNoSkip data) { dataQueue.Add(data); }