public static OrderBookLib.Exchange CreateExchange(IHubContext <TradesHub> hub, IHubContext <OrderBookHub> orderBookHub)
{
IMessageSerializer <OrderPlaced> serializer = new JsonMessageSerializer <OrderPlaced>();
var orderStore = new EventStore <OrderPlaced>("OrderPlaced.txt", serializer);
var exchange = new OrderBookLib.Exchange(orderStore);
exchange.OnNewTrades += (IReadOnlyCollection <OrderBookLib.Trade> trades) => HandleNewTrades(hub, trades);
exchange.OnOrderBookUpdated += (IReadOnlyCollection <OrderBookLib.OrderBookLine> orderBookAskLines, IReadOnlyCollection <OrderBookLib.OrderBookLine> orderBookBidLines) => HandleOrderBookUpdated(orderBookHub, orderBookAskLines, orderBookBidLines);
var cts = new CancellationTokenSource();
runTask = exchange.RunAsync(cts.Token);
return(exchange);
}
public OrdersController(IHubContext <OrderBookHub> orderBookHubContext, OrderBookLib.Exchange exchange)
{
_orderBookHubContext = orderBookHubContext;
_exchange = exchange;
}
