private void RaiseQuoteInquiryResponseReceived(RfqQuoteInquiryResponse response)
{
Logger.InfoFormat("Quote inquiry response received: {0}", response);
var handler = QuoteInquiryResponseReceived;
if (handler != null)
{
handler(this, new Event <RfqQuoteInquiryResponse>(response));
}
}
// quote from [email protected] to [email protected]:1 @ 57.3 for 200m // quote from [email protected] to [email protected]:1 @ 57.5 private static string ToQuoteMessage(RfqQuoteInquiryResponse quote) { var result = string.Format("quote from {0} to {1}:{2} @ {3}", quote.CounterParty, quote.RequestParty, quote.RequestId, string.Format(CultureInfo.InvariantCulture, "{0:N4}", quote.Price.Value)); if (quote.Quantity.HasValue) { result += " for " + ToHumanReadableQuantity(quote.Quantity.Value); } return(result); }
public static string ToMessage(this RfqQuoteInquiryResponse quote)
{
switch (quote.ResponseType)
{
// this one should not happen
case RfqResponseType.SetRequestId:
return(string.Format("id {0}:{1}", quote.RequestParty, quote.RequestId));
case RfqResponseType.Expired:
return(string.Format("expired {0}:{1}", quote.RequestParty, quote.RequestId));
case RfqResponseType.Error:
return(string.Format("error {0}:{1} {2}", quote.RequestParty, quote.RequestId, quote.ResponseMessage));
case RfqResponseType.Quote:
return(ToQuoteMessage(quote));
default:
throw new NotImplementedException();
}
}
public void SendQuoteInquiryResponse(RfqQuoteInquiryResponse quoteInquiryResponse)
{
Logger.InfoFormat("Sending quote inquiry response {0}", quoteInquiryResponse);
SendMessage(quoteInquiryResponse.RequestParty, quoteInquiryResponse.ToMessage());
}
public void SendQuoteInquiryResponse(RfqQuoteInquiryResponse quoteInquiryResponse)
{
Logger.InfoFormat("Sending quote inquiry response {0}", quoteInquiryResponse);
RaiseQuoteInquiryResponseReceived(quoteInquiryResponse);
}
