private void HandleUpdateOrderMessage(JToken data)
{
var order = _orderCreator.Create(data);
if (!_myOrders.ContainsKey(order.NumberMarket))
{
SendLogMessage($"Order with number {order.NumberUser} has been removed from the FTXServer cache.", LogMessageType.Error);
return;
}
var localOrder = _myOrders[order.NumberMarket];
if (order.State != localOrder.State)
{
if (order.State == OrderStateType.Done)
{
var currentTime = DateTime.Now;
if (localOrder.State == OrderStateType.Cancel)
{
localOrder.TimeCancel = currentTime;
SendLogMessage($"Order num {localOrder.NumberUser} is canceled.", LogMessageType.Trade);
}
else
{
localOrder.TimeDone = currentTime;
}
_myOrders.Remove(localOrder.NumberMarket);
}
localOrder.State = order.State;
OnOrderEvent(localOrder);
}
}
private void HandleUpdateMessage(JToken response)
{
var channel = response.SelectToken("channel").ToString();
switch (channel)
{
case "orderbook":
OnMarketDepthEvent(_marketDepthCreator.Update(response));
break;
case "trades":
OnTradeEvent(_tradesCreator.Create(response));
break;
case "ticker":
break;
case "fills":
OnMyTradeEvent(_tradesCreator.CreateMyTrade(response));
break;
case "orders":
var order = _orderCreator.Create(response);
if (order.State == OrderStateType.Done)
{
_orderCreator.RemoveMyOrder(order);
}
OnOrderEvent(order);
break;
default:
SendLogMessage("Unhandeled channel :" + channel, LogMessageType.System);
break;
}
}