Exemple #1
0
        private void HandleUpdateMessage(JToken response)
        {
            var channel = response.SelectToken("channel").ToString();

            switch (channel)
            {
            case "orderbook":
                OnMarketDepthEvent(_marketDepthCreator.Update(response));
                break;

            case "trades":
                OnTradeEvent(_tradesCreator.Create(response));
                break;

            case "ticker":
                break;

            case "fills":
                OnMyTradeEvent(_tradesCreator.CreateMyTrade(response));
                break;

            case "orders":
                var order = _orderCreator.Create(response);
                if (order.State == OrderStateType.Done)
                {
                    _orderCreator.RemoveMyOrder(order);
                }
                OnOrderEvent(order);
                break;

            default:
                SendLogMessage("Unhandeled channel :" + channel, LogMessageType.System);
                break;
            }
        }
Exemple #2
0
        private void HandleUpdateMessage(JToken response)
        {
            var channel      = response.SelectToken("channel").ToString();
            var data         = response.SelectToken("data");
            var securityName = response.SelectToken("market")?.ToString();

            switch (channel)
            {
            case "orderbook":
                HandleUpdateMarketDepthMessage(data, securityName);
                break;

            case "trades":
                var trades = _tradesCreator.Create(data, securityName);
                foreach (var trade in trades)
                {
                    OnTradeEvent(trade);
                }
                break;

            case "ticker":
                break;

            case "fills":
                OnMyTradeEvent(_tradesCreator.CreateMyTrade(data));
                break;

            case "orders":
                HandleUpdateOrderMessage(data);
                break;

            default:
                SendLogMessage("Unhandeled channel :" + channel, LogMessageType.System);
                break;
            }
        }