private void AddOrderBookFromCacheProvider(OrderBook orderBook)
{
if (!_assetPairs.ContainsKey(orderBook.AssetPair.Id))
{
return;
}
orderBook.SetAssetPair(_assetPairs[orderBook.AssetPair.Id]);
lock (_sync)
{
if (!_dirtyLykkeOrderBooks.ContainsKey(orderBook.AssetPair.Id))
{
_dirtyLykkeOrderBooks.Add(orderBook.AssetPair.Id, orderBook);
}
else
{
// Update half only if it doesn't exist
var dirtyOrderBook = _dirtyLykkeOrderBooks[orderBook.AssetPair.Id];
var newBids = dirtyOrderBook.Bids ?? orderBook.Bids;
var newAsks = dirtyOrderBook.Asks ?? orderBook.Asks;
var newOrderBook = new OrderBook(orderBook.Source, orderBook.AssetPair, newBids, newAsks, orderBook.Timestamp);
_dirtyLykkeOrderBooks[orderBook.AssetPair.Id] = newOrderBook;
}
}
MoveFromDirtyToMain(orderBook.AssetPair.Id);
}
public Task HandleAsync(OrderBook orderBook)
{
if (!_assetPairs.ContainsKey(orderBook.AssetPair.Id))
{
return(Task.CompletedTask);
}
orderBook.SetAssetPair(_assetPairs[orderBook.AssetPair.Id]);
lock (_sync)
{
if (!_dirtyLykkeOrderBooks.ContainsKey(orderBook.AssetPair.Id))
{
_dirtyLykkeOrderBooks.Add(orderBook.AssetPair.Id, orderBook);
}
else
{
// Update half even if it already exists
var dirtyOrderBook = _dirtyLykkeOrderBooks[orderBook.AssetPair.Id];
var newBids = orderBook.Bids ?? dirtyOrderBook.Bids;
var newAsks = orderBook.Asks ?? dirtyOrderBook.Asks;
var newOrderBook = new OrderBook(orderBook.Source, orderBook.AssetPair, newBids, newAsks, orderBook.Timestamp);
_dirtyLykkeOrderBooks[orderBook.AssetPair.Id] = newOrderBook;
}
}
MoveFromDirtyToMain(orderBook.AssetPair.Id);
return(Task.CompletedTask);
}
