private void HandleOnQuoteFromBus(OnQuoteMessage quoteMessage) { if (IsOrderInCompletedState()) { return; } if (null != quoteMessage && null != quoteMessage.Quote && null != quoteMessage.Instrument) { if (ValidateInstrument(quoteMessage.Instrument) && ValidateQuote(quoteMessage.Quote)) { var convertedAndAddedQuote = ConvertAndFlushQuote(quoteMessage.Quote); numberOfQuotes++; OnQuote(convertedAndAddedQuote); if (numberOfQuotes % 10 == 0 && !IsOrderInCompletedState()) { LoggingUtility.WriteInfoFormat(this, "QUOTE CLIENT - Received Quote: {0}", convertedAndAddedQuote); } } } }
private void PublishQuote(Quote quote) { string topic = Instrument.Symbol.ToUpperInvariant(); OnQuoteMessage message = new OnQuoteMessage {Quote = ConvertQuote(quote), Instrument = ConvertInstrument()}; Bus.Publish(message, topic); }