private Task ProcessMessageAsync(OrderBook orderBook)
{
// workaround for Lykke production
var internalAssetPair = orderBook.Asset.Replace("EOS", "EOScoin");
var sellLimitOrders = orderBook.Asks.Select(o => new Domain.LimitOrder
{
Price = o.Price,
Volume = o.Volume,
Type = Domain.LimitOrderType.Sell
});
var buyLimitOrders = orderBook.Bids.Select(o => new Domain.LimitOrder
{
Price = o.Price,
Volume = o.Volume,
Type = Domain.LimitOrderType.Buy
});
return(_b2C2OrderBookService.SetAsync(new Domain.OrderBook
{
AssetPairId = internalAssetPair,
Time = orderBook.Timestamp,
LimitOrders = sellLimitOrders.Concat(buyLimitOrders).ToArray()
}));
}
private async Task ProcessMessageAsync(OrderBook orderBook)
{
// workaround for Lykke production
var internalAssetPair = orderBook.Asset.Replace("EOS", "EOScoin");
var now = DateTime.UtcNow;
//_log.Info("B2C2 Order Book handled.", new
//{
// AssetPairId = orderBook.Asset,
// OrderBookTimestamp = orderBook.Timestamp,
// Now = now,
// Latency = (now - orderBook.Timestamp).TotalMilliseconds
//});
PrometheusMetrics.B2C2OrderBookLatency.Inc((now - orderBook.Timestamp).TotalMilliseconds);
var sellLimitOrders = orderBook.Asks.Select(o => new Domain.LimitOrder
{
Price = o.Price,
Volume = o.Volume,
Type = Domain.LimitOrderType.Sell
});
var buyLimitOrders = orderBook.Bids.Select(o => new Domain.LimitOrder
{
Price = o.Price,
Volume = o.Volume,
Type = Domain.LimitOrderType.Buy
});
var newOrderBook = new Domain.OrderBook
{
AssetPairId = internalAssetPair,
Time = orderBook.Timestamp,
LimitOrders = sellLimitOrders.Concat(buyLimitOrders).ToArray()
};
await _b2C2OrderBookService.SetAsync(newOrderBook);
await _marketMakerService.UpdateOrderBooksAsync(newOrderBook.AssetPairId);
}
private Task ProcessMessageAsync(OrderBook orderBook)
{
var sellLimitOrders = orderBook.Asks.Select(o => new Domain.LimitOrder
{
Price = o.Price,
Volume = o.Volume,
Type = Domain.LimitOrderType.Sell
});
var buyLimitOrders = orderBook.Bids.Select(o => new Domain.LimitOrder
{
Price = o.Price,
Volume = o.Volume,
Type = Domain.LimitOrderType.Buy
});
return(_b2C2OrderBookService.SetAsync(new Domain.OrderBook
{
AssetPairId = orderBook.Asset,
Time = orderBook.Timestamp,
LimitOrders = sellLimitOrders.Concat(buyLimitOrders).ToArray()
}));
}