private void HandleOnQuoteFromBus(OnQuoteMessage quoteMessage)
{
if (IsOrderInCompletedState())
{
return;
}
if (null != quoteMessage && null != quoteMessage.Quote && null != quoteMessage.Instrument)
{
if (ValidateInstrument(quoteMessage.Instrument) && ValidateQuote(quoteMessage.Quote))
{
var convertedAndAddedQuote = ConvertAndFlushQuote(quoteMessage.Quote);
numberOfQuotes++;
OnQuote(convertedAndAddedQuote);
if (numberOfQuotes % 10 == 0 && !IsOrderInCompletedState())
{
LoggingUtility.WriteInfoFormat(this, "QUOTE CLIENT - Received Quote: {0}", convertedAndAddedQuote);
}
}
}
}
private void PublishQuote(Quote quote)
{
string topic = Instrument.Symbol.ToUpperInvariant();
OnQuoteMessage message = new OnQuoteMessage {Quote = ConvertQuote(quote), Instrument = ConvertInstrument()};
Bus.Publish(message, topic);
}