public void Connect()
{
GetSnapshot();
_orderBook.OnMessage += (s, m) => _marketDataSender.Send(m);
_marketDataSender.Connect();
_server.Start();
}
public void TakeSnapshot()
{
lock (_orderBook)
{
var snapshotSender = new KafkaSender(_brokerIds, "MarketData.New");
snapshotSender.Connect();
_orderBook.Dump().ForEach(o => snapshotSender.Send(new Message(o)));
snapshotSender.Disconnect();
}
}
