Orderbook notifications are sent in different threads

[satyapravin]

The order book notifications are sent in different threads and this is a problem because you cannot process market data serially. For example if we receive an INSERT Action on orderbook it is sent on a new task and following UPDATE action is sent on a new task which defeats the purpose because you cannot guarantee that the UPDATE task will finish after INSERT task.

[Gdocal]

BitmexApiSocketService.BitmexApiSocketProxyDataReceived method queue all message to threadpool.

 private void BitmexApiSocketProxyDataReceived(DataEventArgs args)
        {
            if (_actions.ContainsKey(args.TableName))
            {
                foreach (var subscription in _actions[args.TableName])
                {
                    var data = args.Data;
                    Task.Factory.StartNew(() => subscription.Execute(data, args.Action));
                }
            }
        }

we can just change it to

  private void BitmexApiSocketProxyDataReceived(DataEventArgs args)
        {
            if (_actions.ContainsKey(args.TableName))
            {
                foreach (var subscription in _actions[args.TableName])
                {
                    var data = args.Data;
                    subscription.Execute(data, args.Action);
                }
            }
        }