public async Task <OrderBook> OrderBook(string symbol)
{
var book = new OrderBook(symbol);
var depth = await _binance.GetOrderBook(symbol);
book.asks = depth.asks.Select((a, index) => new OrderBookEntry()
{
price = Convert.ToDecimal(a[0]), quantity = Convert.ToDecimal(a[1])
}).Take(25).ToList();
book.bids = depth.bids.Select((a, index) => new OrderBookEntry()
{
price = Convert.ToDecimal(a[0]), quantity = Convert.ToDecimal(a[1])
}).Take(25).ToList();
book.asks = Helper.SumOrderEntries(book.asks);
book.bids = Helper.SumOrderEntries(book.bids);
return(book);
}
