private void Handle(ConditionalOrderTriggerFailureMessage msg)
{
if (msg.Data is null)
{
return;
}
_logger.LogInformation(
$"Conditional order trigger failure on {msg.Data.Symbol} | [orderSide={msg.Data.OrderSide}] [failureTime={msg.Data.OrderTriggeringFailureTime}] [errorCode={msg.Data.ErrorCode}] [errorMessage={msg.Data.ErrorMessage}]");
}
private bool TryHandleOrderUpdateMessages(string message)
{
if (ConditionalOrderTriggerFailureMessage.TryParse(
Serializer,
message,
out var conditionalOrderTriggerFailureMessage))
{
Streams.ConditionalOrderTriggerFailureMessageSubject.OnNext(conditionalOrderTriggerFailureMessage);
return(true);
}
if (ConditionalOrderCanceledMessage.TryParse(Serializer, message, out var conditionalOrderCanceledMessage))
{
Streams.ConditionalOrderCanceledMessageSubject.OnNext(conditionalOrderCanceledMessage);
return(true);
}
if (OrderSubmittedMessage.TryParse(Serializer, message, out var conditionalSubmittedMessage))
{
Streams.OrderSubmittedMessageSubject.OnNext(conditionalSubmittedMessage);
return(true);
}
if (OrderTradedMessage.TryParse(Serializer, message, out var orderTradedMessage))
{
Streams.OrderTradedMessageSubject.OnNext(orderTradedMessage);
return(true);
}
if (OrderCanceledMessage.TryParse(Serializer, message, out var orderCanceledMessage))
{
Streams.OrderCanceledMessageSubject.OnNext(orderCanceledMessage);
return(true);
}
return(false);
}
