private async Task ProcessRequest(Level1Request request)
{
if (!request.Online)
{
return;
}
if (!request.HasExpired())
{
Logger.Info("Not expired level 1 request for Symbol: {0}... ({1}), Until next expiration: {2} ms",
request.Symbol, _level1RequestQueue.InputCount, request.UntilExpiration.TotalMilliseconds);
request.Signal();
return;
}
// make a market request
Logger.Info("Requesting level 1 for Symbol: {0}... ({1})", request.Symbol, _level1RequestQueue.InputCount);
var level1MarketData = await _marketDataProvider.GetLevel1MarketDataAsync(request.Symbol);
request.Signal();
// persist the data
_level1MarketDataService.PersistLevel1MarketData(level1MarketData);
}
