public void WhenLimitOrderUpdated(object sender, LimitOrderEventArgs e)
{
var orderId = e.LimitOrder.OrderId;
if (orderIdToClientIdMap.TryGetValue(orderId, out string clientId) &&
clientIdToClientSecretMap.TryGetValue(clientId, out string clientSecret))
{
var message = e.LimitOrder.ToString();
OnPrivateMessageUpdated?.Invoke(this, new PrivateMessageEventArgs(clientSecret, message));
}
}
private void ProcessMessage(ZMessage message)
{
var key = message[0].ReadString();
var data = message[1].ReadString();
if (IsPublicOrderbookKey(key))
{
OnPublicOrderbookUpdated?.Invoke(this, data);
}
else if (IsPublicTradeKey(key))
{
OnPublicTradeUpdated?.Invoke(this, data);
}
else if (IsPrivateOrderKey(key))
{
OnPrivateMessageUpdated?.Invoke(this, data);
}
}
