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()); }