private void Handle(MarketBestBidOfferUpdateMessage msg)
{
if (msg.Tick is null)
{
return;
}
_logger.LogInformation(
$"Market best bid/offer update {msg.ParseSymbolFromTopic()} | [symbol={msg.Tick.Symbol}] [quoteTime={msg.Tick.QuoteTime}] [bid={msg.Tick.Bid}] [bidSize={msg.Tick.BidSize}] [ask={msg.Tick.Ask}] [askSize={msg.Tick.AskSize}] [seqId={msg.Tick.SeqId}]");
}
private bool TryHandleUpdateMessages(string message)
{
if (MarketCandlestickUpdateMessage.TryParse(Serializer, message, out var marketCandlestick))
{
Streams.CandlestickUpdateSubject.OnNext(marketCandlestick);
return(true);
}
if (MarketDepthUpdateMessage.TryParse(Serializer, message, out var marketDepth))
{
Streams.DepthUpdateSubject.OnNext(marketDepth);
return(true);
}
if (MarketByPriceRefreshUpdateMessage.TryParse(Serializer, message, out var marketByPriceRefresh))
{
Streams.MarketByPriceRefreshUpdateSubject.OnNext(marketByPriceRefresh);
return(true);
}
if (MarketBestBidOfferUpdateMessage.TryParse(Serializer, message, out var marketBestBidOffer))
{
Streams.BestBidOfferUpdateSubject.OnNext(marketBestBidOffer);
return(true);
}
if (MarketTradeDetailUpdateMessage.TryParse(Serializer, message, out var marketTradeDetail))
{
Streams.TradeDetailUpdateSubject.OnNext(marketTradeDetail);
return(true);
}
if (MarketDetailsUpdateMessage.TryParse(Serializer, message, out var marketDetails))
{
Streams.MarketDetailsUpdateSubject.OnNext(marketDetails);
return(true);
}
return(false);
}
