protected async Task HandleOrdebookSnapshotAsync(string pair, DateTime timeStamp, IEnumerable <OrderBookItem> orders)
{
var orderBookSnapshot = new OrderBookSnapshot(ExchangeName, pair, timeStamp);
orderBookSnapshot.AddOrUpdateOrders(orders);
if (ExchangeConfiguration.SaveOrderBooksToAzure)
{
await OrderBookSnapshotsRepository.SaveAsync(orderBookSnapshot);
}
_orderBookSnapshots[pair] = orderBookSnapshot;
await PublishOrderBookSnapshotAsync(pair);
}
protected async Task HandleOrderBookSnapshotAsync(string pair, DateTime timeStamp, IEnumerable <OrderBookItem> orders)
{
var orderBookSnapshot = new OrderBookSnapshot(ExchangeName, pair, timeStamp, Log, ExchangeConfiguration.SupportedCurrencySymbols);
orderBookSnapshot.AddOrUpdateOrders(orders);
if (await orderBookSnapshot.DetectNegativeSpread())
{
ScheduleSnapshotRefresh();
}
else
{
CancelSnapshotRefresh();
}
_orderBookSnapshots[pair] = orderBookSnapshot;
await PublishOrderBookSnapshotAsync(pair);
}
protected bool TryGetOrderBookSnapshot(string pair, out OrderBookSnapshot orderBookSnapshot)
{
return(_orderBookSnapshots.TryGetValue(pair, out orderBookSnapshot));
}
