public void Update(string brokerId, OrderBook orderBook)
{
var symbol = orderBook.Symbol;
_orderBooks.Update(brokerId, symbol, orderBook);
var entity = OrderBookEntity.GenerateEntity(brokerId, orderBook.Symbol);
entity.OrderBook = orderBook;
_dataWriter.InsertOrReplaceAsync(entity).GetAwaiter().GetResult();
}
// GetOrderBook
public async Task <OrderBook> GetOrderBook(string currency, TradingPair tradingPair, OrderType orderType, int depth)
{
string market = String.Format("{0}_{1}", currency, tradingPair.ToString());
using (var client = new HttpClient())
{
SetHttpClientProperties(client);
// create the URL string.
var url = string.Format("api/public/getorderbook?market={0}&type={1}&depth={2}", market, orderType.ToString(), depth);
// make the request
var response = await client.GetAsync(url);
// parse the response and return the data.
var jsonResponseString = await response.Content.ReadAsStringAsync();
OrderBookEntity orderBook = new OrderBookEntity();
try
{
orderBook = JsonConvert.DeserializeObject <OrderBookEntity>(jsonResponseString);
}
catch (Exception e)
{
throw new Exception(_ParseError, e);
}
// Check success message from server
if (orderBook.Success == false)
{
throw new Exception(_SuccessError);
}
return(orderBook.Result);
}
}
public OrderBookEntity OrderBook(string tenantId, string assetPairId)
{
var book = _orderBookDataReader.Get(OrderBookEntity.GeneratePartitionKey(tenantId), OrderBookEntity.GenerateRowKey(assetPairId));
return(book);
}
