IObservable <RfqResponse> IRfqServiceClient.RequestQuote(RfqRequest request)
{
return(Observable.Create <RfqResponse>(o =>
{
_inFlightRfqs.Add(request.QuoteId, o);
TraderAppEntities.RfqRequest mappedRequest = new TraderAppEntities.RfqRequest(
request.QuoteId,
new TraderAppEntities.CurrencyPair(request.CurrencyPair.IsoCode, request.CurrencyPair.Precision),
request.Notional
);
_requests.OnNext(mappedRequest);
return () =>
{
_quoteClosed.OnNext(request.QuoteId);
};
}));
}
public RfqReceivedEvent(RfqRequest request)
{
Request = request;
}
