private ApiCredentials GetCredentials(CexIoAdapterSettings settings, string token)
{
var s = settings.Clients.FirstOrDefault(x => x.InternalApiKey == token);
if (s == null)
{
return(null);
}
return(new ApiCredentials
{
ApiKey = s.ApiKey,
ApiSecret = s.ApiSecret,
UserId = s.UserId
});
}
public OrderbookPublishingService(
ILogFactory lf,
CexIoAdapterSettings settings)
{
_log = lf.CreateLog(this);
_logFactory = lf;
_orderBookSettings = settings.OrderBooks;
var rawOrderBooks = GetRawOrderBooks();
Session = OrderBooksSession.FromRawOrderBooks(
rawOrderBooks,
settings.ToCommonSettings(),
lf);
Session.TickPrices.Subscribe(x =>
{
foreach (var tickPrice in x)
{
InternalMetrics.QuoteOutCount
.WithLabels(tickPrice.Asset)
.Inc();
InternalMetrics.QuoteOutSidePrice
.WithLabels(tickPrice.Asset, "ask")
.Set((double)tickPrice.Ask);
InternalMetrics.QuoteOutSidePrice
.WithLabels(tickPrice.Asset, "bid")
.Set((double)tickPrice.Bid);
InternalMetrics.OrderBookOutCount
.WithLabels(tickPrice.Asset)
.Inc();
InternalMetrics.OrderBookOutDelayMilliseconds
.WithLabels(tickPrice.Asset)
.Set((DateTime.UtcNow - tickPrice.Timestamp).TotalMilliseconds);
}
});
}
public SpotController(CexIoAdapterSettings settings, ILogFactory logFactory)
{
_currencyMapping = settings.OrderBooks.CurrencyMapping;
_log = logFactory.CreateLog(this);
}
