Quote from chaostheory:
This is fine for real time data.
Again, like my last message, any system built like this will likely need some testing if not to develop a strategy, to at least verify that all the calculations in the strategy are giving expected results.
To do that over even a vew months required millions of ticks of real time data.
C# events (because I tried this) don't work for that.
It's because they are comparatively an extremely slow method for firing events when you do them in a loop 2 millions times.
Try it. Set up a little C# program that does nothing but fire an event to another class. Then execute that 2 millions times and measure the results.
It will take at least an hour or more.
Then do the same program with a simple call back method instead of an event. Run it a million times.
It will take on a couple of seconds.
If you want to use a really fast system for testing and deploying a trading system then there's only one viable solution out there that I know of that passes the muster in performance.
