private async Task PublishOrderBookAndTickPrice(OrderBook orderBook)
{
if (IsStale(orderBook))
{
_log.Info("Stale instrument.", new { orderBook.Asset });
return;
}
InternalMetrics.OrderBookOutCount
.WithLabels(orderBook.Asset)
.Inc();
InternalMetrics.OrderBookOutDelayMilliseconds
.WithLabels(orderBook.Asset)
.Set((DateTime.UtcNow - orderBook.Timestamp).TotalMilliseconds);
await _orderBookPublisher.PublishAsync(orderBook);
var tickPrice = TickPrice.FromOrderBook(orderBook);
InternalMetrics.QuoteOutCount
.WithLabels(tickPrice.Asset)
.Inc();
InternalMetrics.QuoteOutSidePrice
.WithLabels(tickPrice.Asset, "ask")
.Set((double)tickPrice.Ask);
InternalMetrics.QuoteOutSidePrice
.WithLabels(tickPrice.Asset, "bid")
.Set((double)tickPrice.Bid);
await _tickPricePublisher.PublishAsync(tickPrice);
}
private async Task PublishOrderBookAsync(OrderBook orderBook)
{
if (!orderBook.IsEmpty)
{
await _orderBookPublisher.PublishAsync(_exchangeName, orderBook);
await _tickPricePublisher.PublishAsync(TickPrice.FromOrderBook(_exchangeName, orderBook));
}
}
