public async Task <IEnumerable <OrderBookResult> > BuildOrderBook()
{
var assetPairs = (await _assetPairsRepository.GetAllAsync()).ToDictionary(itm => itm.Id);
var limitOrders = await _activeLimitOrdersRepository.GetAsync();
var result = new Dictionary <string, OrderBookResult>();
foreach (var limitOrder in limitOrders)
{
if (!assetPairs.ContainsKey(limitOrder.AssetPairId))
{
continue;
}
var assetPair = assetPairs[limitOrder.AssetPairId];
if (!result.ContainsKey(limitOrder.AssetPairId))
{
result.Add(limitOrder.AssetPairId, OrderBookResult.Create(assetPair));
}
var orderbook = result[limitOrder.AssetPairId];
orderbook.AddLimitOrder(limitOrder);
}
return(result.Values);
}
public async Task <IEnumerable <ConversionResult> > GetMarketAmountInBase(IEnumerable <AssetWithAmount> from,
string assetIdTo, OrderAction orderAction)
{
var limitOrdersTask = _activeLimitOrdersRepository.GetAsync();
var assetsDictTask = _assetsDict.GetDictionaryAsync();
var assetPairsTask = _assetPairsDict.Values();
var marketProfileTask = _bestPriceRepository.GetAsync();
var limitOrders = await limitOrdersTask;
var assetsDict = await assetsDictTask;
var assetPairs = await assetPairsTask;
var marketProfile = await marketProfileTask;
return(@from.Select(item => GetMarketAmountInBase(orderAction, limitOrders, item, assetIdTo, assetsDict, assetPairs, marketProfile)));
}
public static async Task <IEnumerable <ILimitOrder> > GetAsync(this IActiveLimitOrdersRepository repo, string assetPair, OrderAction action)
{
return((await repo.GetAsync(assetPair)).Where(x => action == OrderAction.Buy ? x.Volume > 0 : x.Volume < 0));
}
