private static async Task<MarketDepth> GetBestBid(IExchange exchange, MarketId marketId)
{
Book book = await exchange.GetMarketDepth(marketId);
MarketDepth bestBid = null;
foreach (MarketDepth bid in book.Bids)
{
if (null == bestBid
|| bid.Price > bestBid.Price)
{
bestBid = bid;
}
}
return bestBid;
}
private static async Task<MarketDepth> GetBestAsk(IExchange exchange, MarketId marketId)
{
Book book = await exchange.GetMarketDepth(marketId);
MarketDepth bestAsk = null;
foreach (MarketDepth ask in book.Asks)
{
if (null == bestAsk
|| ask.Price < bestAsk.Price)
{
bestAsk = ask;
}
}
return bestAsk;
}