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