public override Task GetOrderbookUpdates(OrderbookUpdatesRequest request,
IServerStreamWriter <Orderbook> responseStream,
ServerCallContext context)
{
_orderBookUpdate.Add(responseStream);
return(Task.CompletedTask);
}
public override async Task GetOrderbookUpdates(OrderbookUpdatesRequest request,
IServerStreamWriter <Orderbook> responseStream,
ServerCallContext context)
{
Console.WriteLine($"New orderbook stream connect. peer:{context.Peer}");
var data = await _orderbooksService.GetAsync(request.AssetPairId);
var orderbooks = new List <Orderbook>();
foreach (var item in data)
{
var orderbook = _mapper.Map <Orderbook>(item);
orderbook.Asks.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(item.Asks));
orderbook.Bids.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(item.Bids));
orderbooks.Add(orderbook);
}
var streamInfo = new StreamInfo <Orderbook>
{
Stream = responseStream,
CancelationToken = context.CancellationToken,
Keys = new [] { request.AssetPairId },
Peer = context.Peer
};
var task = await _orderbookStreamService.RegisterStreamAsync(streamInfo, orderbooks);
await task;
}
public override Task GetOrderbookUpdates(OrderbookUpdatesRequest request,
IServerStreamWriter <Orderbook> responseStream,
ServerCallContext context)
{
Console.WriteLine($"New orderbook stream connect. peer:{context.Peer}");
var streamInfo = new StreamInfo <Orderbook>
{
Stream = responseStream,
Key = request.AssetPairId,
Peer = context.Peer
};
return(_orderbookUpdateService.RegisterStream(streamInfo));
}
public override async Task GetOrderbookUpdates(OrderbookUpdatesRequest request,
IServerStreamWriter <Orderbook> responseStream,
ServerCallContext context)
{
Console.WriteLine($"New orderbook stream connect. peer:{context.Peer}");
var assetPairIds = new List <string>();
if (!string.IsNullOrEmpty(request.AssetPairId))
{
assetPairIds.Add(request.AssetPairId);
}
else
{
assetPairIds = request.AssetPairIds?.ToList() ?? new List <string>();
}
var data = await _orderbooksService.GetAsync();
if (assetPairIds.Any())
{
data = data.Where(x => assetPairIds.Contains(x.AssetPairId, StringComparer.InvariantCultureIgnoreCase))
.ToList();
}
var orderbooks = new List <Orderbook>();
foreach (var item in data)
{
var orderbook = _mapper.Map <Orderbook>(item);
orderbook.Asks.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(item.Asks));
orderbook.Bids.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(item.Bids));
orderbooks.Add(orderbook);
}
var streamInfo = new StreamInfo <Orderbook>
{
Stream = responseStream,
CancelationToken = context.CancellationToken,
Keys = assetPairIds.ToArray(),
Peer = context.Peer
};
var task = await _orderbookUpdateService.RegisterStreamAsync(streamInfo, orderbooks);
await task;
}
static async Task UpdateThread(TradingApiClient client, string filter)
{
var reqiest = new OrderbookUpdatesRequest();
reqiest.AssetPairId = filter;
var stream = client.PublicApi.GetOrderbookUpdates(reqiest);
var token = new CancellationToken();
while (await stream.ResponseStream.MoveNext(token))
{
var update = stream.ResponseStream.Current;
foreach (Orderbook.Types.PriceVolume ask in update.Asks)
{
var price = decimal.Parse(ask.P);
if (ask.V == "0")
{
_ask.Remove(price);
}
else
{
_ask[price] = ask.V;
}
}
foreach (Orderbook.Types.PriceVolume bid in update.Bids)
{
var price = decimal.Parse(bid.P);
if (bid.V == "0")
{
_bid.Remove(price);
}
else
{
_bid[price] = bid.V;
}
}
}
}
