private void OrderBookHandler(OrderBookData data)
{
if (!TrackedSymbol.Equals(data.Symbol))
{
return;
}
SpotPrice = data.MarkPrice;
LastTradePrice = data.LastTradePrice;
LastTradeQuantity = data.LastTradeQuantity;
Asks = new ConcurrentDictionary <decimal, decimal>(data.Asks);
Bids = new ConcurrentDictionary <decimal, decimal>(data.Bids);
LastFullUpdateTimestamp = DateTime.Now;
OrderBookUpdated?.Invoke(this);
}
private void MarketStateUpdateHandler(MarketStateUpdateData data)
{
if (!TrackedSymbol.Equals(data.Symbol))
{
return;
}
LastTradePrice = data.LastTradePrice;
LastTradeQuantity = data.LastTradeQuantity;
PayoutPerContract = data.PayoutPerContract;
FundingRate = data.FundingRate;
FundingTime = data.FundingTime;
SpotPrice = data.SpotPrice;
OhlcvReceivedEvent?.Invoke(data.Ohlcvs);
}
private void OrderBookUpdateHandler(OrderBookFullUpdateData data)
{
if (!TrackedSymbol.Equals(data.Symbol))
{
return;
}
LastTradePrice = data.LastTradePrice;
LastTradeQuantity = data.LastTradeQuantity;
SpotPrice = data.MarkPrice;
foreach (Tuple <decimal, decimal> ask in data.AskUpdates)
{
if (ask.Item2 == 0)
{
if (Asks.ContainsKey(ask.Item1))
{
Asks.TryRemove(ask.Item1, out _);
}
}
else
{
Asks[ask.Item1] = ask.Item2;
}
}
foreach (Tuple <decimal, decimal> bid in data.BidUpdates)
{
if (bid.Item2 == 0)
{
if (Bids.ContainsKey(bid.Item1))
{
Bids.TryRemove(bid.Item1, out _);
}
}
else
{
Bids[bid.Item1] = bid.Item2;
}
}
LastTrades = data.Trades;
LastFullUpdateTimestamp = data.LastFullTimestamp;
OrderBookUpdatedList?.Invoke(data.BidUpdates, data.AskUpdates);
OrderBookUpdated?.Invoke(this);
}
