public Task HandleEventAsync(OrderPlaced anEvent)
{
_orderBook.AddOrder(anEvent.Order);
var trades = _orderBook.Match().ToList();
if (trades.Any())
{
OnNewTrades?.Invoke(trades);
}
OnOrderBookUpdated?.Invoke(_orderBook.GetTopAsks(1000), _orderBook.GetTopBids(1000));
return(Task.FromResult(0));
}
public IReadOnlyCollection <OrderBookLine> GetTopAsks(int quantity)
{
return(_orderBook.GetTopAsks(quantity));
}
