private IReadOnlyCollection <string> ValidateQuote(MtQuoteMessage quote)
{
var errors = new List <string>();
if (quote == null)
{
errors.Add("Argument 'Order' is null.");
}
else
{
if (string.IsNullOrEmpty(quote.Instrument))
{
errors.Add("Empty 'Instrument'");
}
if (quote.Date.Kind != DateTimeKind.Utc)
{
errors.Add($"Invalid 'Date' Kind (UTC is required): '{quote.Date.Kind}'");
}
if (_skipEodQuote && (quote?.IsEod ?? false))
{
errors.Add($"Skipping EOD quote");
}
}
return(errors);
}
private async Task ProcessQuoteAsync(MtQuoteMessage quote)
{
try
{
var validationErrors = ValidateQuote(quote);
if (validationErrors.Any())
{
var message = string.Join("\r\n", validationErrors);
await _log.WriteWarningAsync(nameof(MtQuotesSubscriber), nameof(ProcessQuoteAsync), quote.ToJson(), message);
return;
}
await _candlesManager.ProcessMtQuoteAsync(new MtQuoteDto
{
AssetPair = quote.Instrument,
Ask = quote.Ask,
Bid = quote.Bid,
Timestamp = quote.Date
});
}
catch (Exception)
{
await _log.WriteWarningAsync(nameof(MtQuotesSubscriber), nameof(ProcessQuoteAsync), quote.ToJson(), "Failed to process quote");
throw;
}
}
