static IDisposable SubscribeOrderbookSource(RealtimeSourceFactory factory, BfProductCode productCode)
{
var source = factory.GetOrderBookSource(productCode);
return(source.Select(orderBook => orderBook.GetSnapshot(15)).Subscribe(obs =>
{
foreach (var ask in obs.Asks.Reverse())
{
Console.WriteLine($"Ask: P:{ask.Price} S:{ask.Size}");
}
Console.WriteLine($"Mid: P:{obs.MidPrice}");
foreach (var bid in obs.Bids.Reverse())
{
Console.WriteLine($"Bid: P:{bid.Price} S:{bid.Size}");
}
}));
}
static void RealtimeOrderBookSample(RealtimeSourceFactory factory)
{
var left = Console.CursorLeft;
var top = Console.CursorTop;
factory.GetOrderBookSource(BfProductCode.FXBTCJPY)
.Select(orderBook => orderBook.GetSnapshot(15)) // Take 15 orders from 300 orders
.Subscribe(obs =>
{
Console.SetCursorPosition(left, top);
foreach (var ask in obs.Asks.Reverse())
{
Console.WriteLine($"{ask.Size.ToString("##0.00000000#")} {ask.Price} ");
}
Console.WriteLine($"Mid: {obs.MidPrice}");
foreach (var bid in obs.Bids.Reverse())
{
Console.WriteLine($" {bid.Price} {bid.Size.ToString("##0.00000000#")}");
}
}).AddTo(_disposables);
}