private OrderBookAction RecognizeAction(RawBook book)
{
if (book.Price > 0)
{
return(OrderBookAction.Update);
}
return(OrderBookAction.Delete);
}
private OrderBookLevelBulk ConvertDiff(RawBook book)
{
var converted = ConvertLevel(book);
var action = RecognizeAction(book);
var bulk = new OrderBookLevelBulk(action, new[] { converted }, CryptoOrderBookType.L3);
FillBulk(book, bulk);
return(bulk);
}
private OrderBookLevel ConvertLevel(RawBook x)
{
return(new OrderBookLevel
(
x.OrderId.ToString(CultureInfo.InvariantCulture),
ConvertSide(x.Amount),
x.Price,
x.Amount,
null,
x.Pair
));
}
private void HandleBook(RawBook book)
{
BufferData(book);
}
private void OnSubscription(SubscribedResponse response)
{
_streams.SubscriptionSubject.OnNext(response);
var channelId = response.ChanId;
// ********************
// ADD HANDLERS BELOW
// ********************
switch (response.Channel)
{
case "ticker":
_channelIdToHandler[channelId] = (data, config) =>
Ticker.Handle(data, response, config, _streams.TickerSubject);
break;
case "trades":
//if pair is null means that is funding
if (response.Pair == null)
{
_channelIdToHandler[channelId] = (data, config) =>
Funding.Handle(data, response, config, _streams.FundingsSubject);
}
else
{
_channelIdToHandler[channelId] = (data, config) =>
Trade.Handle(data, response, config, _streams.TradesSubject,
_streams.TradesSnapshotSubject);
}
break;
case "candles":
_channelIdToHandler[channelId] = (data, config) =>
Candles.Handle(data, response, _streams.CandlesSubject);
break;
case "book":
if ("R0".Equals(response.Prec, StringComparison.OrdinalIgnoreCase))
{
_channelIdToHandler[channelId] = (data, config) =>
RawBook.Handle(data, response, config, _streams.RawBookSubject, _streams.RawBookSnapshotSubject, _streams.BookChecksumSubject);
}
else
{
_channelIdToHandler[channelId] = (data, config) =>
Book.Handle(data, response, config, _streams.BookSubject, _streams.BookSnapshotSubject, _streams.BookChecksumSubject);
}
break;
case "status":
if (response.Key.StartsWith("deriv"))
{
_channelIdToHandler[channelId] = (data, config) =>
DerivativePairStatus.Handle(data, response, _streams.DerivativePairSubject);
}
if (response.Key.StartsWith("liq"))
{
_channelIdToHandler[channelId] = (data, config) =>
LiquidationFeedStatus.Handle(data, response, _streams.LiquidationFeedSubject);
}
break;
//default:
// Log.Warning($"Missing subscription handler '{response.Channel}'");
// break;
}
}
