public IQuote GetBestQuoteWithAvailableVolume(string symbol)
{
IList <T> quotes = null;
_lockManager.EnterRead(symbol);
try
{
quotes = StorageService.GetQuotesByPrice(symbol);
}
finally
{
_lockManager.ExitRead(symbol);
}
if (quotes == null || quotes.Count == 0)
{
return(null);
}
foreach (var quote in quotes)
{ // Candidate quote, is it better than the existing one (if there is an existing one)
if (!_quoteValidationPredicates.All(p => p(quote)))
{
_observer.OnCandidateQuoteMiss(quote);
continue;
}
// Quotes are already sorted from storage...first valid one we get is it
// Technically still a race condition here in that this quote might at this point be invalid/missing/changed...but I'm taking that as an ok for the implementation
// as the actual trade execution still ensures proper availability on a trade attempt, and the locking/checking/looping here is likely not worth it, since
// as soon as anything is returned to a consumer, it's out of date anyhow....
return(quote);
}
return(null);
}
