public BfxTransaction(BfxMarket market)
{
Market = market;
Id = Guid.NewGuid();
OpenTime = market.ServerTime;
_derived = GetType().Name == nameof(BfxParentTransaction) ? "Parent" : "Child";
}
public BfxTickerSource(BfxMarket market)
{
// If market is FX_BTC_JPY, get BTC_JPT ticker to calculate realtime SFD rate.
if (market.ProductCode == BfProductCode.FXBTCJPY)
{
_source = Observable.Create <BfxTicker>(observer =>
{
// Merge order book, native ticker and market health(REST)
market.RealtimeSource.GetOrderBookSource(market.ProductCode).CombineLatest
(
market.RealtimeSource.GetTickerSource(BfProductCode.FXBTCJPY),
market.RealtimeSource.GetTickerSource(BfProductCode.BTCJPY),
(ob, fxbtcjpy, btcjpy) =>
{
if (fxbtcjpy.Timestamp > _lastServerTime)
{
_lastServerTime = fxbtcjpy.Timestamp;
_serverTimeDiff = fxbtcjpy.Timestamp - DateTime.UtcNow;
}
return(new BfxTicker(ob, fxbtcjpy, btcjpy, _serverTimeDiff));
}
)
.Subscribe(observer).AddTo(_disposables);
return(_disposables.Dispose);
});
}
else
{
_source = Observable.Create <BfxTicker>(observer =>
{
// Merge order book, native ticker and market health(REST)
market.RealtimeSource.GetOrderBookSource(market.ProductCode).CombineLatest
(
market.RealtimeSource.GetTickerSource(market.ProductCode),
(ob, nt) =>
{
if (nt.Timestamp > _lastServerTime)
{
_lastServerTime = nt.Timestamp;
_serverTimeDiff = nt.Timestamp - DateTime.UtcNow;
}
return(new BfxTicker(ob, nt, _serverTimeDiff));
}
)
.Subscribe(observer).AddTo(_disposables);
return(_disposables.Dispose);
});
}
}
public BfxParentTransaction(BfxMarket market, BfxParentOrder order)
: base(market)
{
_order = order;
}
public BfxChildTransaction(BfxMarket market, BfxChildOrder order)
: base(market)
{
_order = order;
}
public BfxChildTransaction(BfxMarket market, BfxChildOrder order, BfxParentTransaction parent)
: base(market)
{
_order = order;
Parent = parent;
}
