private InstrumentParams GetUpdatedInstrumentParams(int isinId)
{
InstrumentParams ip = null;
using (containerLock.UpgradableReadLock())
{
if (!mapIsinId2InstrumentParams.TryGetValue(isinId, out ip))
{
using (containerLock.WriteLock())
{
var code = instrumentResolver.GetShortIsinByIsinId(isinId);
if (!string.IsNullOrEmpty(code))
{
var data = instrumentResolver.GetInstrument(code);
if (!data.Equals(default(InstrumentData)))
{
ip = new InstrumentParams
{
Instrument = data.Instrument,
VolaTranslatedByFeed = true,
SessionEndTime = sessionEndTime
};
}
}
if (ip != null)
{
mapIsinId2InstrumentParams.Add(isinId, ip);
}
}
}
}
return(ip);
}
public override void Handle(CGateAdapter.Messages.FutCommon.CgmCommon message)
{
var code = instrumentResolver.GetShortIsinByIsinId(message.IsinId);
if (string.IsNullOrEmpty(code))
{
EnqueuePendingMessage(message);
return;
}
var ip = instrumentParamsEmitter.GetUpdatedInstrumentParams(message);
if (ip != null)
{
EnqueueTransportMessage(ip);
}
}
/// <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));
}