public ProcessNewQuoteCommand(InstrumentFeedState state, Quote quote, Action<Quote> onValidQuoteAction, Action<Quote> onInValidQuoteAction)
: base(state)
{
_quote = quote;
_onValidQuoteAction = onValidQuoteAction;
_onInValidQuoteAction = onInValidQuoteAction;
}
private bool IsValid(Quote quote)
{
return 0.00001 < quote.Bid && quote.Bid < quote.Offer && quote.Offer < 100000000;
}
private void OnValidQuote(Quote quote)
{
QuotesCache[quote.Instrument] = quote;
//TODO: can be throttled to publish bulks of quotes - currently let ZMQ do the job
_publisher.Publish(Constants.QuotesTopicName, BinarySerializer<Quote>.SerializeToByteArray(quote));
}
private void LogInvalidQuote(Quote quote)
{
//TODO: Use Serilog
Debug.WriteLine("Invalid Quote. Instrument={0}", quote.Instrument);
}
private void OnInvalidQuote(Quote quote)
{
LogInvalidQuote(quote);
}
