private CryptoAction ConvertAction(BitmexAction side)
{
switch (side)
{
case BitmexAction.Undefined:
break;
case BitmexAction.Partial:
return(CryptoAction.Partial);
case BitmexAction.Insert:
return(CryptoAction.Insert);
case BitmexAction.Update:
return(CryptoAction.Update);
case BitmexAction.Delete:
return(CryptoAction.Delete);
default:
throw new ArgumentOutOfRangeException(nameof(side), side, null);
}
return(CryptoAction.Undefined);
}
private void HandleLiquidationSafe(BitmexAction action, Liquidation[] trades)
{
try
{
HandleLiquidation(action, trades);
}
catch (Exception e)
{
Log.Error(e, $"[Bitmex] Failed to handle trade info, error: '{e.Message}'");
}
}
private CryptoLiquidation ConvertLiquidation(BitmexAction action, Liquidation trade)
{
return(new CryptoLiquidation()
{
ExchangeName = "bitmex",
Amount = Convert.ToDouble(trade.leavesQty ?? 0),
AmountQuote = Convert.ToDouble(trade.leavesQty ?? 0 * trade.Price ?? 0),
Side = ConvertTradeSide(trade.Side ?? BitmexSide.Undefined),
Id = trade.OrderID,
Price = Convert.ToDouble(trade.Price ?? 0),
Timestamp = DateTime.Now,
Pair = trade.Symbol,
Liquidation = true,
Action = ConvertAction(action)
});
}
private OrderBookAction ConvertAction(BitmexAction action)
{
switch (action)
{
case BitmexAction.Insert:
return(OrderBookAction.Insert);
case BitmexAction.Update:
return(OrderBookAction.Update);
case BitmexAction.Delete:
return(OrderBookAction.Delete);
default:
return(OrderBookAction.Undefined);
}
}
private CryptoLiquidation[] ConvertLiquidation(BitmexAction action, Liquidation[] data)
{
return(data
.Select(x => ConvertLiquidation(action, x))
.ToArray());
}
private void HandleLiquidation(BitmexAction action, Liquidation[] trades)
{
LiquidationSubject.OnNext(ConvertLiquidation(action, trades));
}
