public override void InitializeOrdersPool(IList <Order> orders)
{
_list = orders;
// Rerender HTML observer
OrdersUpdate?.Invoke(GetAllOrders());
}
public async Task <IActionResult> PutOrders(long id, OrderDTO orderDTO)
{
var orderUpdate = new OrdersUpdate
{
Id = id,
OrderDTO = orderDTO
};
return(await orderUpdate.Excute());
}
/// <summary>
/// Orders subscription handler
/// </summary>
/// <param name="jt"></param>
private void ProcessOrdersMessage(JToken jt)
{
var payload = jt["result"]["data"]["value"]["payload"];
if (jt["result"]["data"]["value"].Value <string>("type") == "snapshot")
{
foreach (var item in payload.Children())
{
var order = item.First();
OrdersUpdate t = new OrdersUpdate
{
InstrumentId = order.Value <int>("instrument"),
AccountId = order.Value <long>("accountId"),
OrderId = order.Value <long>("id"),
Status = order.Value <string>("status"),
Side = order.Value <string>("side") == "BUY" ? Side.BUY : Side.SELL,
OrderType = order.Value <string>("type") == "LIMIT" ? OrderType.LIMIT : OrderType.POST_ONLY,
TimeInForce = order.Value <string>("timeInForce") == "GTC" ? TimeInForce.GTC : order.Value <string>("timeInForce") == "IOC" ? TimeInForce.IOC : TimeInForce.FOK,
InitialSize = order.Value <decimal>("initialSize"),
RemainingSize = order.Value <decimal>("remainingSize"),
Price = GetDecimal(order["price"]),
CreationTime = GetTimeUTC(order["creationTime"]),
UpdateTime = GetTimeUTC(order["updateTime"]),
IsSnapshot = true,
};
Orders?.Invoke(this, t);
}
}
else
{
var order = payload;
OrdersUpdate t = new OrdersUpdate
{
InstrumentId = order.Value <int>("instrument"),
AccountId = order.Value <long>("accountId"),
OrderId = order.Value <long>("id"),
Status = order.Value <string>("status"),
Side = order.Value <string>("side") == "BUY" ? Side.BUY : Side.SELL,
OrderType = order.Value <string>("type") == "LIMIT" ? OrderType.LIMIT : OrderType.POST_ONLY,
TimeInForce = order.Value <string>("timeInForce") == "GTC" ? TimeInForce.GTC : order.Value <string>("timeInForce") == "IOC" ? TimeInForce.IOC : TimeInForce.FOK,
InitialSize = order.Value <decimal>("initialSize"),
RemainingSize = order.Value <decimal>("remainingSize"),
Price = GetDecimal(order["price"]),
CreationTime = GetTimeUTC(order["creationTime"]),
UpdateTime = GetTimeUTC(order["updateTime"]),
IsSnapshot = false
};
Orders?.Invoke(this, t);
}
}
public override void AddOrder(string jsonPayload)
{
Console.WriteLine($"OrderService -> AddOrder : {jsonPayload}");
var orderToCreate = JsonConvert.DeserializeObject <Order>(jsonPayload);
// Call Data Layer and store the order into database
if (!_list.Contains(orderToCreate))
{
_list.Add(orderToCreate);
}
// Rerender HTML observer
OrdersUpdate?.Invoke(GetAllOrders());
}
