/// <summary>
/// Orderbook subscription handler
/// </summary>
/// <param name="jt"></param>
private void ProcessOrderbookMessage(JToken jt)
{
var payload = jt["result"]["data"]["value"].Children();
foreach (var instrument in payload)
{
var item = instrument.First();
OrderbookUpdate t = new OrderbookUpdate
{
InstrumentId = item.Value <int>("instrumentId"),
IsSnapshot = item.Value <bool>("isSnapshot"),
Asks = TransformOrderBookRaw(item["asks"]),
Bids = TransformOrderBookRaw(item["bids"]),
};
Orderbook?.Invoke(this, t);
}
}