private void HandleOrder(OrderResponse response)
{
if (response == null)
{
// weird state, do nothing
return;
}
var orders = ConvertOrder(response);
switch (response.OrderStatus)
{
case OrderStatus.Undefined:
break;
case OrderStatus.Active:
case OrderStatus.Pending:
case OrderStatus.Open:
OrderCreatedSubject.OnNext(orders);
break;
case OrderStatus.Executed:
case OrderStatus.PartiallyFilled:
case OrderStatus.Canceled:
case OrderStatus.All:
case OrderStatus.Rejected:
case OrderStatus.Done:
case OrderStatus.Settled:
OrderUpdatedSubject.OnNext(orders);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
private void HandleOrders(OrderResponse response)
{
if (response?.Data == null || !response.Data.Any())
{
// weird state, do nothing
return;
}
var orders = ConvertOrders(response.Data);
if (response.Action == BitmexAction.Partial)
{
// received snapshot, stream
OrderSnapshotSubject.OnNext(orders);
return;
}
foreach (var order in orders)
{
if (response.Action == BitmexAction.Insert)
{
OrderCreatedSubject.OnNext(order);
}
else
{
OrderUpdatedSubject.OnNext(order);
}
}
}
private void HandleOrder(Order response)
{
if (response == null)
{
// weird state, do nothing
return;
}
var orders = ConvertOrder(response);
switch (response.OrderStatus)
{
case OrderStatus.Undefined:
break;
case OrderStatus.Active:
OrderCreatedSubject.OnNext(orders);
break;
case OrderStatus.Executed:
case OrderStatus.PartiallyFilled:
case OrderStatus.Canceled:
case OrderStatus.PostOnlyCanceled:
case OrderStatus.RsnPosReduceFlip:
case OrderStatus.RsnPosReduceIncr:
case OrderStatus.InsufficientBalance:
case OrderStatus.InsufficientMargin:
OrderUpdatedSubject.OnNext(orders);
break;
default:
throw new ArgumentOutOfRangeException();
}
}