private Task ProcessBestBidAsk(BestBidAsk bestBidAsk)
{
// If Price is zero/null publish exception to support slack channel
// and discard entry
if (bestBidAsk.BestAsk == null || bestBidAsk.BestAsk <= 0 ||
bestBidAsk.BestBid == null || bestBidAsk.BestBid <= 0)
{
//log
//LogWarning("ProcessBestBidAsk", string.Format("Received BestBidAsk with price zero [0], BestBidAsk discarded. {0}", bestBidAsk));
// Discard it
return(Task.FromResult(0));
}
InstrumentPrice assetbid = new InstrumentPrice()
{
Instrument = bestBidAsk.Asset,
Source = bestBidAsk.Source,
Ask = bestBidAsk.BestAsk.Value,
Bid = bestBidAsk.BestBid.Value,
Date = bestBidAsk.Timestamp,
ReceiveDate = DateTime.UtcNow
};
OnMessageReceived(assetbid);
return(Task.FromResult(0));
}
private Task PrimaryMessageReceived_BestBidAsk(BestBidAsk bestBidAsk)
{
//Message received, update timestamp.
_primaryStreamLastMessageTimeStamp = DateTime.UtcNow;
//Console.WriteLine(bestBidAsk);
// Filter Asset from Primary Stream Configuration File
if (!_primaryGameInstruments.Contains(bestBidAsk.Asset))
{
// Not in allowed assets list, discard entry
return(Task.FromResult(0));
}
else
{
return(ProcessBestBidAsk(bestBidAsk));
}
}
