private OrderBookLevel ConvertLevel(BookLevel x, CryptoOrderSide side, string pair)
{
return(new OrderBookLevel(
x.Price.ToString(CultureInfo.InvariantCulture),
side,
(double)x.Price,
(double)x.Size,
null, // TODO: really null?
pair));
}
public static OrderBookLevel CreateLevel(string pair, double? price, CryptoOrderSide side, string key = null)
{
return new OrderBookLevel(
key ?? CreateKey(price,side),
side,
null,
null,
null,
pair == null ? null : CryptoPairsHelper.Clean(pair)
);
}
private CryptoOrder GetOrderMock(string clientId, string pair, CryptoOrderSide side)
{
return(CryptoOrder.Mock(
clientId,
pair,
side,
_random.Next(10, 10000),
_random.Next(1, 1000),
CryptoOrderType.Market,
DateTime.UtcNow
));
}
private OrderBookLevel[] ConvertLevels(Binance.Client.Websocket.Responses.Books.OrderBookLevel[] books,
string pair, CryptoOrderSide side)
{
if (books == null)
{
return(new OrderBookLevel[0]);
}
return(books
.Select(x => ConvertLevel(x, pair, side))
.ToArray());
}
/// <summary>
/// Level constructor
/// </summary>
public OrderBookLevel(string id, CryptoOrderSide side, double?price, double?amount, int?count, string pair)
{
Id = id;
Side = side;
Price = price;
Count = count;
Amount = amount;
Pair = pair == null ? null : CryptoPairsHelper.Clean(pair);
Price = Price;
Amount = Abs(Amount);
Count = Abs(Count);
}
private OrderBookLevel ConvertLevel(Binance.Client.Websocket.Responses.Books.OrderBookLevel x,
string pair, CryptoOrderSide side)
{
return(new OrderBookLevel
(
x.Price.ToString(CultureInfo.InvariantCulture),
side,
x.Price,
x.Quantity,
null,
pair
));
}
private OrderBookLevel ConvertLevel(BookLevel x, CryptoOrderSide side, string pair)
{
return(new OrderBookLevel
(
x.OrderId > 0 ?
x.OrderId.ToString(CultureInfo.InvariantCulture) :
x.Price.ToString(CultureInfo.InvariantCulture),
side,
x.Price,
x.Amount,
null,
pair
));
}
public static string CreateKey(double? price, CryptoOrderSide side)
{
var sideSafe = side == CryptoOrderSide.Bid ? "bid" : "ask";
return $"{price}-{sideSafe}";
}
public static OrderBookLevel CreateLevelById(string pair, double?price, double?amount, CryptoOrderSide side, int?count = 3, string key = null)
{
return(new OrderBookLevel(
key ?? CreateKey(price, side),
side,
null,
amount,
count,
pair == null ? null : CryptoPairsHelper.Clean(pair)
));
}
