async void ProcessLiveOrderMessage(JObject jobj)
{
dynamic m = jobj;
if ((decimal)m.sequence != 1m + _lastSequenceNumber)
{
await BuildBookAsync();
return;
}
BookUpdateReceived?.Invoke(this, new GdaxWebSocketMessageEventArgs(jobj));
_lastSequenceNumber = m.sequence;
string type = m.type;
switch (type)
{
case "received":
ProcessReceivedMessage(jobj);
break;
case "open":
ProcessOpenMessage(jobj);
break;
case "done":
ProcessDoneMessage(jobj);
break;
case "match":
ProcessMatchMessage(jobj);
break;
case "change":
ProcessChangeMessage(jobj);
break;
case "error":
ProcessErrorMessage(jobj);
break;
default:
return;
}
var newInsideMarket = new InsideMarket(_bids.GetBest(), _asks.GetBest());
if (!_insideMarket.Equals(newInsideMarket))
{
var args = new InsideMarketChangedEventArgs(_instrument, newInsideMarket, _insideMarket);
_insideMarket = newInsideMarket;
InsideMarketChanged?.Invoke(this, args);
}
}
public void Start()
{
if (Interlocked.CompareExchange(ref _keepRunning, 1, 0) == 0)
{
_workerThread = new Thread(() =>
{
while (_keepRunning != 0)
{
try
{
var json = _client.GetLevel1Book(_instrument.Symbol).Result;
InsideMarket oldInsideMarket = _insideMarket;
_insideMarket = new InsideMarket(GetPriceSize(json, "bids"),
GetPriceSize(json, "asks"));
if (!oldInsideMarket.Equals(_insideMarket))
{
InsideMarketChanged?.Invoke(
this,
new InsideMarketChangedEventArgs(_instrument, oldInsideMarket, _insideMarket));
}
Thread.Sleep(_timeout);
}
catch (Exception ex)
{
// ignore for now
Console.WriteLine(ex.Message);
}
}
});
_workerThread.Start();
}
}
