public string DisplayOrderBook(string name)
{
Orders.OrderBook orderBook = OrderBookCollection.getInstrument(name);
OrderBookAggregator aggregator = new OrderBookAggregator(orderBook);
return(aggregator.AggregateAndDisplay());
}
public ApplicationLifetimeManager(IHostApplicationLifetime appLifetime,
ILogger <ApplicationLifetimeManager> logger,
MyServiceBusTcpClient serviceBusTcpClient,
OrderBookAggregator bookAggregator)
: base(appLifetime)
{
_logger = logger;
_serviceBusTcpClient = serviceBusTcpClient;
_bookAggregator = bookAggregator;
}
private IObservable <OrderBook> CombineWithSnapshot(
IObservable <IOrderBookMessage> changes,
string instrument)
{
return(changes.Scan(
OrderBookAggregator.CreateDefault(
_logFactory,
Name,
CexIoInstrument.ToLykkeInstrument(instrument, _orderBookSettings.CurrencyMapping)),
(context, ev) => context.ApplyChange(ev))
.Select(x => x.OrderBook));
}
