private Entities.OrderBook KuCoinOrderBookToOrderBook(Entities.KuCoinEntities.OrderBookResponse orderBookResponse)
{
var orderBook = new Entities.OrderBook
{
lastUpdateId = orderBookResponse.timestamp,
asks = KuCoinOrdersToBinanceOrders(orderBookResponse.sells),
bids = KuCoinOrdersToBinanceOrders(orderBookResponse.buys)
};
return(orderBook);
}
private Entities.OrderBook GDAXOrderBookToOrderBook(Entities.GDAX.OrderBookResponse orderBookResponse)
{
var orderBook = new Entities.OrderBook
{
lastUpdateId = orderBookResponse.sequence,
asks = GDAXOrdersToBinanceOrders(orderBookResponse.sells),
bids = GDAXOrdersToBinanceOrders(orderBookResponse.buys)
};
return(orderBook);
}
/// <summary>
/// Get OrderBook
/// </summary>
/// <param name="symbol">Symbol of orderbook</param>
/// <returns>OrderBook object</returns>
public Entities.OrderBook GetOrderBook(string symbol)
{
Entities.OrderBook orderBook = null;
int i = 0;
if (_thisExchange == Exchange.BINANCE)
{
orderBook = _bianceRepo.GetOrderBook(symbol).Result;
while (orderBook == null && i < 3)
{
orderBook = _bianceRepo.GetOrderBook(symbol).Result;
i++;
}
}
else if (_thisExchange == Exchange.GDAX)
{
var gdaxBook = _gdaxRepo.GetOrderBook(symbol).Result;
while (gdaxBook == null && i < 3)
{
gdaxBook = _gdaxRepo.GetOrderBook(symbol).Result;
i++;
}
if (gdaxBook != null)
{
orderBook = GDAXOrderBookToOrderBook(gdaxBook);
}
}
else if (_thisExchange == Exchange.KUCOIN)
{
var kuBook = _kuRepo.GetOrderBook(symbol).Result;
while (kuBook == null && i < 3)
{
kuBook = _kuRepo.GetOrderBook(symbol).Result;
i++;
}
if (kuBook != null)
{
orderBook = KuCoinOrderBookToOrderBook(kuBook);
}
}
return(orderBook);
}
