Cleaning up

When you shut down your application, you should detach all event handlers and call the Dispose method for each instance of the TradeSubscription and FillsSubscription classes. For example:

m_ts.OrderAdded -= m_ts_OrderAdded;
m_ts.OrderDeleted -= m_ts_OrderDeleted;
m_ts.OrderFilled -= m_ts_OrderFilled;
m_ts.OrderRejected -= m_ts_OrderRejected;
m_ts.OrderUpdated -= m_ts_OrderUpdated;
m_ts.OrderUpdated -= m_ts_OrderStatusUnknown;
m_ts.OrderUpdated -= m_ts_OrderTimeout;

m_ts.Dispose();

m_fs.FillAdded -= m_fs_FillAdded;
m_fs.FillBookDownload -= m_fs_FillBookDownload;
m_fs.FillListEnd -= m_fs_FillListEnd;
m_fs.FillListStart -= m_fs_FillListStart;

m_fs.Dispose();