public void WhenLimitOrderUpdated(object sender, LimitOrderEventArgs e) { var orderId = e.LimitOrder.OrderId; if (orderIdToClientIdMap.TryGetValue(orderId, out string clientId) && clientIdToClientSecretMap.TryGetValue(clientId, out string clientSecret)) { var message = e.LimitOrder.ToString(); OnPrivateMessageUpdated?.Invoke(this, new PrivateMessageEventArgs(clientSecret, message)); } }
private void ProcessMessage(ZMessage message) { var key = message[0].ReadString(); var data = message[1].ReadString(); if (IsPublicOrderbookKey(key)) { OnPublicOrderbookUpdated?.Invoke(this, data); } else if (IsPublicTradeKey(key)) { OnPublicTradeUpdated?.Invoke(this, data); } else if (IsPrivateOrderKey(key)) { OnPrivateMessageUpdated?.Invoke(this, data); } }