public BfTradingMarketTickerSource(BfTradingMarket market)
{
// If market is FX_BTC_JPY, get BTC_JPT ticker to calculate realtime SFD rate.
if (market.ProductCode == BfProductCode.FXBTCJPY)
{
_source = Observable.Create <BfTradingMarketTicker>(observer =>
{
// Merge order book, native ticker and market health(REST)
market.GetOrderBookSource().CombineLatest
(
market.RealtimeSource.GetTickerSource(BfProductCode.FXBTCJPY),
market.RealtimeSource.GetTickerSource(BfProductCode.BTCJPY),
Observable.Timer(TimeSpan.Zero, market.Config.MarketStatusConfirmInterval)
.Select(count => market.Client.GetMarketHealth(BfProductCode.FXBTCJPY).GetResult()),
(ob, fxbtcjpy, btcjpy, health) =>
{
if (fxbtcjpy.Timestamp > _lastServerTime)
{
_lastServerTime = fxbtcjpy.Timestamp;
_serverTimeDiff = _lastServerTime - DateTime.UtcNow;
}
return(new BfTradingMarketTicker(ob, fxbtcjpy, btcjpy, health, _serverTimeDiff));
}
)
.Subscribe(observer).AddTo(_disposables);
return(_disposables.Dispose);
});
}
else
{
_source = Observable.Create <BfTradingMarketTicker>(observer =>
{
// Merge order book, native ticker and market health(REST)
market.GetOrderBookSource().CombineLatest
(
market.RealtimeSource.GetTickerSource(market.ProductCode),
Observable.Timer(TimeSpan.Zero, market.Config.MarketStatusConfirmInterval)
.Select(count => market.Client.GetMarketHealth(market.ProductCode).GetResult()),
(ob, nt, health) =>
{
if (nt.Timestamp > _lastServerTime)
{
_lastServerTime = nt.Timestamp;
_serverTimeDiff = _lastServerTime - DateTime.UtcNow;
}
return(new BfTradingMarketTicker(ob, nt, health, _serverTimeDiff));
}
)
.Subscribe(observer).AddTo(_disposables);
return(_disposables.Dispose);
});
}
}
public BfxParentOrderTransactionState(BfTradingMarket market, BfParentOrderRequest request)
: base(request)
{
_market = market;
}
public BfxOrderFactory(BfTradingMarket market)
{
_market = market;
}
public BfxParentOrderTransaction(BfTradingMarket market, BfParentOrderRequest request)
{
DebugEx.EnterMethod();
_market = market;
State = new BfxParentOrderTransactionState(_market, request);
}
public BfxChildOrderTransactionState(BfTradingMarket market, BfChildOrderRequest request)
: base(request)
{
_market = market;
}
