Give Connection some use, added magic comment to i-mic-rts.rb

lib/connection.rb

@@ -1,9 +1,23 @@
 class IMICRTS
   class Connection
     def initialize(*args)
+      @pending_orders = []
+    end
+
+    def add_order(order)
+      @pending_orders.push(order)
     end
 
     def update
+      data = @pending_orders.sort_by { |order| order.tick_id }.map do |order|
+
+        # Order serialized size in bytes + serialized order data
+        [order.serialized_order.length].pack("n") + order.serialized_order
+      end.join
+
+      # p data if data.length > 0
+
+      @pending_orders.clear
     end
   end
 end