private async Task ProcessMessageAsync(OrderBook orderBook)
{
try
{
await _orderBookService.HandleAsync(orderBook.Source, Mapper.Map <Domain.OrderBook>(orderBook));
}
catch (Exception exception)
{
_log.Error(exception, "An error occurred during processing lykke order book", orderBook);
}
}
private async Task ProcessMessageAsync(OrderBook message)
{
try
{
var buyOrders = message.BidLevels
.Select(o => Order.CreateLimit(message.Source, TradeType.Buy, message.Asset, o.Key, o.Value, true))
.ToArray();
var sellOrders = message.AskLevels
.Select(o => Order.CreateLimit(message.Source, TradeType.Sell, message.Asset, o.Key, o.Value, true))
.ToArray();
await _fakeExchange.HandleExternalOrderBookAsync(message.Source, message.Asset, buyOrders, sellOrders);
}
catch (Exception exception)
{
_log.Error(exception, "An error occurred during processing lykke order book", message);
}
}
