Ejemplo n.º 1
0
        private async Task HandleRetrievedOrderBook(string symbol, GdaxOrderBook orderBook)
        {
            var orders = orderBook.Asks.Select(order =>
                                               _converters.GdaxOrderBookItemToOrderBookItem(symbol, false, order))
                         .Union(orderBook.Bids.Select(order =>
                                                      _converters.GdaxOrderBookItemToOrderBookItem(symbol, true, order)));

            await HandleOrderBookSnapshotAsync(symbol, DateTime.UtcNow, orders);

            _symbolsLastSequenceNumbers[symbol] = orderBook.Sequence;
        }