internal static OrderbookSnapshot FromProto(Msgs.OrderbookSnapshot o)
{
var asks = (o.Asks.Count > 0 ? o.Asks.Select(x => FromProto(x)) : EmptyOrders);
var bids = o.Bids.Count > 0 ? o.Bids.Select(x => FromProto(x)) : EmptyOrders;
return(new OrderbookSnapshot(o.StockId, DateTimeOffset.FromUnixTimeMilliseconds(o.TimeIssued), o.AskQuantity, o.BidQuantity, asks.ToList(), bids.ToList()));
}
internal static Msgs.OrderbookSnapshot ToProto(OrderbookSnapshot o)
{
var obs = new Msgs.OrderbookSnapshot()
{
AskQuantity = o.AskQuantity,
BidQuantity = o.BidQuantity,
StockId = o.StockId,
TimeIssued = o.Timestamp.ToUnixTimeMilliseconds()
};
if (o.Asks.Count > 0)
{
obs.Asks.AddRange(o.Asks.Select(x => ToProto(x)));
}
if (o.Bids.Count > 0)
{
obs.Bids.AddRange(o.Bids.Select(x => ToProto(x)));
}
return(obs);
}
