public LeOrderBook GetOrderBook(string symbol)
{
var data = _wsFtx.GetOrderBookById(symbol);
if (data == null)
{
return(null);
}
var book = new LeOrderBook()
{
Symbol = symbol,
Timestamp = data.GetTime().UtcDateTime,
Asks = data.asks.Select(LeOrderBookLevel.Create).Where(e => e != null).ToList(),
Bids = data.bids.Select(LeOrderBookLevel.Create).Where(e => e != null).ToList(),
Source = FtxConst.Name
};
return(book);
}
private static void UseFtxWsOrderBooks(ILoggerFactory loggerFactory)
{
var client = new FtxWsOrderBooks(loggerFactory.CreateLogger <FtxWsOrderBooks>(), new [] { "BTC/USD" });
client.Start();
bool log = true;
client.ReceiveUpdates = book =>
{
if (log)
{
Console.WriteLine($"Receive updates for {book.id}");
}
log = false;
return(Task.CompletedTask);
};
var cmd = Console.ReadLine();
while (cmd != "exit")
{
if (cmd == "count")
{
var books = client.GetOrderBooks().Count;
Console.WriteLine($"Count books: {books}");
}
else if (cmd == "reset")
{
client.Reset("BTC/USD").Wait();
}
else if (cmd == "time")
{
var book = client.GetOrderBookById("BTC/USD");
Console.WriteLine($"nw: {DateTimeOffset.UtcNow:O}");
Console.WriteLine($"t1: {book.GetTime():O}");
client.Reset("BTC/USD").Wait();
}
else
{
var orderBook = client.GetOrderBookById(cmd);
if (orderBook != null)
{
Console.WriteLine($"{orderBook.id} {orderBook.GetTime():O} {orderBook.asks.Count}|{orderBook.bids.Count}");
}
else
{
Console.WriteLine("Not found");
}
}
cmd = Console.ReadLine();
}
}
