We get messages[as key-value pair] from the real time server in milli second intervals.
So basically, we send a list of tickers and every milli second, we get the response from the real time service as key-value pairs(ticker-price) that we need to display at the UI. We are using wpf datagrid to display data. In order to throttle the incoming messages, I was thinking that if the price received is the same as that displayed at the UI, we can ignore it. As flushing all these messages to the ui will slow down the performance.
Also, we may need some data structure to store the incoming messages, before pushing it to the UI. Can you suggest, what would be a good data structure to temporarily save these messages before flushing to UI.
Also,can you please guide me what would be the best approach for such a situation?
Thanks in advance.