WebSocketClientOnMessageReceived(object sender, GdaxWebSocketMessageEventArgs eventArgs)
{
dynamic m = eventArgs.Message;
string type = m.type;
switch (type)
{
case "received":
ProcessReceivedMessage(eventArgs.Message);
break;
case "open":
ProcessOpenMessage(eventArgs.Message);
break;
case "done":
ProcessDoneMessage(eventArgs.Message);
break;
case "match":
ProcessMatchMessage(eventArgs.Message);
break;
case "change":
ProcessChangeMessage(eventArgs.Message);
break;
default:
return;
}
}
void SocketMessageReceived(object sender, GdaxWebSocketMessageEventArgs e)
{
if (e.Message["product_id"].ToString() == _instrument.Symbol)
{
if (_bookBuildingInProgress)
{
_pending.Enqueue(e.Message);
}
else
{
ProcessLiveOrderMessage(e.Message);
}
}
}