public void HandleOrderBook(OrderBookPartialResponse response)
{
var ob = response.Data;
_bids = ob.Bids;
_asks = ob.Asks;
}
private void HandleSnapshot(OrderBookPartialResponse response)
{
// received snapshot, convert and stream
var levels = ConvertSnapshot(response.Data);
var bulk = new OrderBookLevelBulk(OrderBookAction.Insert, levels, CryptoOrderBookType.L2)
{
ExchangeName = ExchangeName,
ServerSequence = response.Data.LastUpdateId
};
StreamSnapshot(bulk);
}
/// <summary>
/// Request a new order book snapshot, will be fakely streamed via communicator (WebsocketClient)
/// Method doesn't throw exception, just logs it
/// </summary>
/// <param name="communicator">Target communicator</param>
/// <param name="pair">Target pair</param>
/// <param name="count">Max level count</param>
public async Task LoadSnapshot(BinanceWebsocketCommunicator communicator, string pair, int count = 1000)
{
CryptoValidations.ValidateInput(communicator, nameof(communicator));
var snapshot = await LoadSnapshotRaw(pair, count);
if (snapshot == null)
{
return;
}
OrderBookPartialResponse.StreamFakeSnapshot(snapshot, communicator);
}
private bool HandleObjectMessage(string msg)
{
var response = BinanceJsonSerializer.Deserialize <JObject>(msg);
// ********************
// ADD OBJECT HANDLERS BELOW
// ********************
return
(TradeResponse.TryHandle(response, Streams.TradesSubject) ||
AggregatedTradeResponse.TryHandle(response, Streams.TradeBinSubject) ||
OrderBookPartialResponse.TryHandle(response, Streams.OrderBookPartialSubject) ||
OrderBookDiffResponse.TryHandle(response, Streams.OrderBookDiffSubject)
);
}
private void HandleOrderBook(OrderBookPartialResponse response)
{
_orderBookStatsComputer.HandleOrderBook(response);
var stats = _orderBookStatsComputer.GetStats();
if (stats == OrderBookStats.NULL)
{
return;
}
_view.Bid = stats.Bid.ToString("#.00");
_view.Ask = stats.Ask.ToString("#.00");
_view.BidAmount = $"{stats.BidAmountPerc:###}%{Environment.NewLine}{FormatToMillions(stats.BidAmount)}";
_view.AskAmount = $"{stats.AskAmountPerc:###}%{Environment.NewLine}{FormatToMillions(stats.AskAmount)}";
}
