private async Task ProcessMessageAsync(OrderBookSnapshotEvent message)
{
if (message.OrderBook.IsBuy && _priceType == PriceType.Ask)
{
return;
}
if (!message.OrderBook.IsBuy && _priceType == PriceType.Bid)
{
return;
}
if (!message.OrderBook.Levels.Any())
{
return;
}
try
{
string priceValue;
if (_priceType == PriceType.Ask)
{
priceValue = message.OrderBook.Levels
.OrderBy(level => level.Price)
.First()
.Price;
}
else if (_priceType == PriceType.Bid)
{
priceValue = message.OrderBook.Levels
.OrderByDescending(level => level.Price)
.First()
.Price;
}
else
{
return;
}
var assetPairId = message.OrderBook.Asset;
var time = message.OrderBook.Timestamp.ToDateTime();
var price = decimal.Parse(priceValue);
await _pricesHandler.HandleAsync(assetPairId, time, (double)price);
}
catch (Exception exception)
{
_logger.LogError(exception, "An error occurred during processing order book. {@Message}",
message);
}
}
public async Task Initial_Update()
{
// arrange
var assetPairId = "BTCUSD";
var time = DateTime.UtcNow;
var price = 100.1d;
// act
await _handler.HandleAsync(assetPairId, time, price);
// assert
_candleServiceMock.Verify(o => o.AddAsync(It.IsAny <List <Candle> >()), Times.Once);
}