protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
while (!stoppingToken.IsCancellationRequested)
{
// Fetch data from BINANCE API for BTC/EUR pair
var orderBookBtcEur =
await _fetchDataService.FetchOrderBookDataFromUrl("https://api.binance.com/api/v3/depth?symbol=BTCEUR&limit=1000");
// Fetch data from BINANCE API for BTC/USDC pair
var orderBookBtcUsd =
await _fetchDataService.FetchOrderBookDataFromUrl("https://api.binance.com/api/v3/depth?symbol=BTCUSDC&limit=1000");
// Calculate market depth
// Calculate order book depth for BTCEUR
var calculatedOrderBookDepthBtcEur = await _calculationService.CalculateOrderBookDepth(orderBookBtcEur);
// Calculate order book market depth for BTCUSDC
var calculatedOrderBookDepthBtcUsd = await _calculationService.CalculateOrderBookDepth(orderBookBtcUsd);
var serializedBtcEurOrderBookDepthDto = JsonSerializer.Serialize(calculatedOrderBookDepthBtcEur);
var serializedBtUsdOrderBookDepthDto = JsonSerializer.Serialize(calculatedOrderBookDepthBtcUsd);
// Notify clients connected to SignalR hub
// Notify all clients subscribed to BTCEUR
await _orderBookHub.Clients.Group("BTCEUR").UpdateOrderBook(calculatedOrderBookDepthBtcEur);
// Notify all clients subscribed to BTCUSDC
await _orderBookHub.Clients.Group("BTCUSD").UpdateOrderBook(calculatedOrderBookDepthBtcUsd);
// Save returned data to file system
// For the sake of simplicity and purpose of the challenge we will write audit log to file system
// In the real case we would write audit to the database
using (var sw = File.CreateText($"{_env.ContentRootPath}/Audit/{DateTimeOffset.Now.ToUnixTimeSeconds()}_BTCEUR.txt"))
{
await sw.WriteAsync(serializedBtcEurOrderBookDepthDto);
}
using (var sw = File.CreateText($"{_env.ContentRootPath}/Audit/{DateTimeOffset.Now.ToUnixTimeSeconds()}_BTCUSD.txt"))
{
await sw.WriteAsync(serializedBtUsdOrderBookDepthDto);
}
await Task.Delay(1000);
}
}
public async Task FetchDataFromUrl_ShouldThrowExceptionIfInvalidUrl()
{
await Should.ThrowAsync <Exception>(_fetchDataService.FetchOrderBookDataFromUrl("test"));
}