public async Task DoWork(IBaseSocketExchange baseExchange, CancellationToken token)
{
var pairs = dbService.GetArbitragePairs("market", baseExchange.Name, counterExchange.Name).Select(p => new ArbitragePair(p));
SocketTradeHandler handler = ProcessTrade;
foreach (var pair in pairs)
{
baseExchange.RegisterPair(pair, handler);
}
baseExchange.SubscribeTrades(token);
Parallel.ForEach(pairs, pair =>
{
try
{
ProcessOrderBook(baseExchange, pair, token).Wait();
}
catch (Exception ex)
{
logger.Error(ex);
}
});
await Task.FromResult(0);
}
public void RegisterPair(ArbitragePair pair, SocketTradeHandler handler)
{
if (!_pairs.TryAdd(pair.Symbol, pair))
{
throw new Exception("Duplicate pair");
}
if (!_handlers.TryAdd(pair.Symbol, handler))
{
throw new Exception("Duplicate handler");
}
}
