public InstrumentParams GetUpdatedInstrumentParams(CGateAdapter.Messages.FutCommon.CgmCommon message)
{
var ip = GetUpdatedInstrumentParams(message.IsinId);
if (ip == null)
{
return(null);
}
ip.BestOfferPrice = (decimal)message.BestSell;
ip.BestBidPrice = (decimal)message.BestBuy;
ip.BestOfferQuantity = message.AmountSell;
ip.BestBidQuantity = message.AmountBuy;
ip.LastPrice = (decimal)message.Price; //last
// message.Amount;//last qty
// message.deal_time;//last time
// message.max_price;//
// message.min_price;
// message.open_price;
if (string.IsNullOrEmpty(ip.Instrument.Code))
{
return(null);
}
return(ip.Clone());
}
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);
}
}