private void HandleOnBarOpenFromBus(OnBarOpenMessage barMessage) { if (!QuoteClientEnabled) return; if (null != barMessage && null != barMessage.Bar && null != barMessage.Instrument) { if (ValidateInstrument(barMessage.Instrument) && ValidateBar(barMessage.Bar)) { var convertedAndAddedBar = ConvertAndFlushBar(barMessage.Bar); ProcessBar(convertedAndAddedBar); LoggingUtility.WriteTraceFormat(this, "QUOTE CLIENT - Received BarOpen: {0}", convertedAndAddedBar); } } }
private void PublishOpenBar(Bar bar) { string topic = Instrument.Symbol.ToUpperInvariant(); OnBarOpenMessage message = new OnBarOpenMessage {Bar = ConvertBar(bar), Instrument = ConvertInstrument()}; Bus.Publish(message, topic); }