public override async Task <OrderbookResponse> GetOrderbooks(OrderbookRequest request, ServerCallContext context)
{
var assetPairResult = await _validationService.ValidateAssetPairAsync(request.AssetPairId);
if (assetPairResult != null)
{
return(new OrderbookResponse
{
Error = new Error
{
Code = (int)assetPairResult.Code,
Message = assetPairResult.Message
}
});
}
var orderbooks = await _orderbooksService.GetAsync(request.AssetPairId, request.Depth);
var result = new OrderbookResponse();
foreach (var orderbook in orderbooks)
{
var resOrderBook = _mapper.Map <Orderbook>(orderbook);
resOrderBook.Asks.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(orderbook.Asks));
resOrderBook.Bids.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(orderbook.Bids));
result.Payload.Add(resOrderBook);
}
return(result);
}
public override async Task <OrderbookResponse> GetOrderbook(OrderbookRequest request, ServerCallContext context)
{
var orderbook = (await _orderbooksService.GetAsync(request.AssetPairId)).FirstOrDefault();
return(new OrderbookResponse {
Body = orderbook
});
}
public override async Task <Orderbook> GetOrderbook(OrderbookRequest request, ServerCallContext context)
{
var book = _marketDataService.OrderBook(DefaultTenantId, request.AssetPairId);
if (book == null || book.OrderBook == null)
{
return(new Orderbook
{
AssetPairId = request.AssetPairId,
Timestamp = Timestamp.FromDateTime(DateTime.UtcNow)
});
}
var response = new Orderbook
{
AssetPairId = book.OrderBook.Symbol,
Timestamp = Timestamp.FromDateTime(DateTime.SpecifyKind(book.OrderBook.Timestamp, DateTimeKind.Utc)),
Asks =
{
book.OrderBook.LimitOrders.Where(o => o.Volume < 0).OrderBy(o => o.Price).Select(o => new Orderbook.Types.PriceVolume
{
P = o.Price.ToString(CultureInfo.InvariantCulture),
V = Math.Abs(o.Volume).ToString(CultureInfo.InvariantCulture)
})
},
Bids =
{
book.OrderBook.LimitOrders.Where(o => o.Volume > 0).OrderByDescending(o => o.Price).Select(o => new Orderbook.Types.PriceVolume
{
P = o.Price.ToString(CultureInfo.InvariantCulture),
V = Math.Abs(o.Volume).ToString(CultureInfo.InvariantCulture)
})
}
};
return(response);
}
