private bool TryHandlePullResponses(string message)
{
if (MarketCandlestickPullResponse.TryParse(Serializer, message, out var marketCandlestick))
{
Streams.CandlestickPullSubject.OnNext(marketCandlestick);
return(true);
}
if (MarketDepthPullResponse.TryParse(Serializer, message, out var marketDepth))
{
Streams.DepthPullSubject.OnNext(marketDepth);
return(true);
}
if (MarketTradeDetailPullResponse.TryParse(Serializer, message, out var marketTradeDetail))
{
Streams.TradeDetailPullSubject.OnNext(marketTradeDetail);
return(true);
}
if (MarketDetailsPullResponse.TryParse(Serializer, message, out var marketDetails))
{
Streams.MarketDetailsPullSubject.OnNext(marketDetails);
return(true);
}
return(false);
}
private void Handle(MarketDepthPullResponse msg)
{
var len = Math.Min(Math.Min(10, msg.Data?.Bids.Length ?? 0), msg.Data?.Asks.Length ?? 0);
for (var i = 0; i < len; ++i)
{
var bid = msg.Data !.Bids[i];
var ask = msg.Data !.Asks[i];
_logger.LogInformation(
$"Market depth update {msg.ParseSymbolFromTopic()} | [bid {i}: price={bid.Price} size={bid.Size}] [ask {i}: price={ask.Price} size={ask.Size}]");
}
}
