public async Task StartAsync()
{
var orderBooks = await _matchingEngineClient.OrderBooks.GetAllAsync();
foreach (var orderBook in orderBooks)
{
var type = orderBook.IsBuy
? LimitOrderType.Buy
: LimitOrderType.Sell;
var limitOrders = orderBook.Levels
.Select(level => new LimitOrder
{
Id = level.OrderId,
Price = level.Price,
Volume = Math.Abs(level.Volume),
WalletId = level.WalletId,
Type = type
})
.ToList();
if (orderBook.IsBuy)
{
_orderBooksHandler.HandleBuy(orderBook.AssetPairId, orderBook.Timestamp, limitOrders);
}
else
{
_orderBooksHandler.HandleSell(orderBook.AssetPairId, orderBook.Timestamp, limitOrders);
}
}
_orderBooksSubscriber.Start();
}
public async Task StartAsync()
{
var orderBooks = await _matchingEngineClient.OrderBooks.GetAllAsync();
foreach (var orderBook in orderBooks)
{
var type = orderBook.IsBuy
? MyNoSql.OrderBookData.LimitOrderType.Buy
: MyNoSql.OrderBookData.LimitOrderType.Sell;
var limitOrders = orderBook.Levels
.Select(level => new MyNoSql.OrderBookData.LimitOrder
{
Id = Guid.Parse(level.OrderId),
Price = decimal.Parse(level.Price),
Volume = Math.Abs(decimal.Parse(level.Volume)),
WalletId = level.WalletId,
Type = type
})
.ToList();
_orderBooksHandler.Handle(orderBook.BrokerId, orderBook.Asset, orderBook.IsBuy, orderBook.Timestamp.ToDateTime(), limitOrders);
}
_orderBooksSubscriber.Start();
}
public async Task StartAsync()
{
await _candlesCache.InitializeAsync();
_orderBooksSubscriber.Start();
}