private async Task OnWebSocketOrderReceivedAsync(object sender,
GdaxWssOrderReceived order)
{
await _tradeHandler.Handle(new ExecutionReport(new Instrument(Name, order.ProductId),
order.Time, order.Price ?? 0, order.Size,
order.Side == GdaxOrderSide.Buy ? TradeType.Buy : TradeType.Sell,
order.OrderId.ToString(), OrderExecutionStatus.New));
}
private async Task OnWebSocketOrderReceivedAsync(object sender, GdaxWssOrderReceived order)
{
await HandleOrderEventAsync(order.ProductId, order.Sequence, OrderBookEventType.Add,
new OrderBookItem
{
Id = order.OrderId.ToString(),
IsBuy = order.Side == GdaxOrderSide.Buy,
Symbol = order.ProductId,
Price = order.Price ?? 0,
Size = order.Size
});
}