public override void Handle(CGateAdapter.Messages.Volat.CgmVolat message)
{
var code = instrumentResolver.GetShortIsinByIsinId(message.IsinId);
if (string.IsNullOrEmpty(code))
{
EnqueuePendingMessage(message);
return;
}
var ip = instrumentParamsEmitter.GetUpdatedInstrumentParams(message);
if (ip != null)
{
EnqueueTransportMessage(ip);
}
}
public InstrumentParams GetUpdatedInstrumentParams(CGateAdapter.Messages.Volat.CgmVolat message)
{
var ip = GetUpdatedInstrumentParams(message.IsinId);
if (ip == null)
{
return(null);
}
ip.Vola = (decimal)message.Volat;
if (string.IsNullOrEmpty(ip.Instrument.Code))
{
return(null);
}
return(ip.Clone());
}
