async void ProcessLiveOrderMessage(JObject jobj)
{
dynamic m = jobj;
if ((decimal)m.sequence != 1m + _lastSequenceNumber)
{
await BuildBookAsync();
return;
}
BookUpdateReceived?.Invoke(this, new GdaxWebSocketMessageEventArgs(jobj));
_lastSequenceNumber = m.sequence;
string type = m.type;
switch (type)
{
case "received":
ProcessReceivedMessage(jobj);
break;
case "open":
ProcessOpenMessage(jobj);
break;
case "done":
ProcessDoneMessage(jobj);
break;
case "match":
ProcessMatchMessage(jobj);
break;
case "change":
ProcessChangeMessage(jobj);
break;
case "error":
ProcessErrorMessage(jobj);
break;
default:
return;
}
var newInsideMarket = new InsideMarket(_bids.GetBest(), _asks.GetBest());
if (!_insideMarket.Equals(newInsideMarket))
{
var args = new InsideMarketChangedEventArgs(_instrument, newInsideMarket, _insideMarket);
_insideMarket = newInsideMarket;
InsideMarketChanged?.Invoke(this, args);
}
}
void InsideMarketChanged(object sender, InsideMarketChangedEventArgs e)
{
_self.Tell(e, _self);
}
