private void ProcessExecution(Message message)
{
if (message.Type != MessageTypes.Execution)
{
return;
}
var execMsg = (ExecutionMessage)message;
var latency = LatencyManager.ProcessMessage(execMsg);
if (latency != null)
{
execMsg.Latency = latency;
}
if (execMsg.Commission == null)
{
execMsg.Commission = CommissionManager.ProcessExecution(execMsg);
}
}
void IMessageChannel.SendInMessage(Message message)
{
if (message.LocalTime.IsDefault())
{
message.LocalTime = _innerAdapter.CurrentTime.LocalDateTime;
}
if (message.Type == MessageTypes.Connect)
{
LatencyManager.Reset();
CommissionManager.Reset();
RiskManager.Reset();
}
else
{
LatencyManager.ProcessMessage(message);
ProcessRisk(message);
}
_innerAdapter.SendInMessage(message);
}
