internal static OrderExecutionOrderBookContract ToContract(this IOrderExecutionOrderBook orderBook)
{
return(new OrderExecutionOrderBookContract
{
OrderId = orderBook.OrderId,
ExternalOrderId = orderBook.ExternalOrderId,
OrderBook = orderBook.OrderBook.ToContract(),
});
}
public static OrderExecutionOrderBookEntity Create(IOrderExecutionOrderBook orderBook)
{
return(new OrderExecutionOrderBookEntity
{
OrderId = orderBook.OrderId,
ExternalOrderId = orderBook.ExternalOrderId,
Spread = orderBook.Spread,
ExchangeName = orderBook.OrderBook.ExchangeName,
AssetPairId = orderBook.OrderBook.AssetPairId,
Timestamp = orderBook.OrderBook.Timestamp,
Asks = orderBook.OrderBook.Asks.ToJson(),
Bids = orderBook.OrderBook.Bids.ToJson(),
});
}
public async Task AddAsync(IOrderExecutionOrderBook orderBook)
{
using (var conn = new SqlConnection(_connectionString))
{
try
{
var entity = OrderExecutionOrderBookEntity.Create(orderBook);
var sql = $"insert into {TableName} ({GetColumns}) values ({GetFields})";
await conn.ExecuteAsync(sql, entity);
}
catch (Exception ex)
{
var msg = $"Error {ex.Message} \n" +
$"Entity <{nameof(OrderExecutionOrderBookEntity)}>: \n" +
orderBook.ToJson();
_log?.WriteWarning(nameof(ExecutionOrderBookRepository), nameof(AddAsync), msg);
throw new Exception(msg, ex);
}
}
}
