/// <summary>
/// Создаёт объект на основе
/// </summary>
public CGateOrderBookUpdate(CgmOrdersAggr rowUpdate, string instrumentCode)
{
IsinId = rowUpdate.IsinId;
InstrumentCode = instrumentCode;
Type = CGateOrderBookUpdateType.RowUpdate;
ReplId = rowUpdate.ReplId;
ReplAct = rowUpdate.ReplAct;
Price = (decimal)rowUpdate.Price;
Quantity = rowUpdate.Volume;
ReplRev = rowUpdate.ReplRev;
Operation = rowUpdate.Dir == 1 ? OrderOperation.Buy : OrderOperation.Sell;
}
public override void Handle(CgmOrdersAggr record)
{
var code = instrumentResolver.GetShortIsinByIsinId(record.IsinId);
if (string.IsNullOrEmpty(code))
{
EnqueuePendingMessage(record);
return;
}
futOrderBookEmitter.Handle(record);
optOrderBookEmitter.Handle(record);
}
/// <summary>
/// Обработчик сообщения cgate об обновлении строки стакана
/// </summary>
public void Handle(CgmOrdersAggr record)
{
if (record.StreamName != streamName)
{
return;
}
var code = instrumentResolver.GetShortIsinByIsinId(record.IsinId);
if (string.IsNullOrEmpty(code))
{
throw new ArgumentException($"Can't resolve instrument code for isinId={record.IsinId}");
}
orderBooksUdatesQueue.Enqueue(new CGateOrderBookUpdate(record, code));
}
public void Handle(CgmOrdersAggr message)
{
}
