public BitmexInstrumentSettings[] GetInstrumentSettings()
{
string url;
var param = "columns=symbol%2CtickSize%2CmakerFee%2CtakerFee%2CsettlementFee&start=0&count=500";
var args = CreateParameters(HttpMethod.Get, "/instrument", param, out url);
var query = UserQuery(url, HttpMethod.Get, args);
var instruments = JsonConvert.DeserializeObject <BitmexInstrumentSettings[]>(query.Content);
int idx = 0;
foreach (var inst in instruments)
{
BitmexInstrumentSettings item = null;
for (; idx < instruments.Length; idx++)
{
if (instruments[idx].Symbol == inst.Symbol)
{
item = instruments[idx];
break;
}
}
if (item == null)
{
throw new InvalidOperationException(String.Format("Instrument '{0}' wasn't found", inst.Symbol));
}
inst.Index = idx;
}
return(instruments);
}
public void Initialize(BitmexInstrumentSettings setting)
{
var symbol = setting.Symbol;
_tickSizes[symbol] = setting.TickSize.Value;
_indexes[symbol] = setting.Index.Value;
_bids[symbol] = new SortedList <long, double>();
}
public void SetCommission(BitmexInstrumentSettings setting)
{
if (setting == null)
{
throw new ArgumentNullException("Commission is undefined");
}
_setting = setting;
}
public void SetInstruments(BitmexInstrumentSettings setting)
{
_bookL2.Initialize(setting);
}
