public void ShouldAggregateListOfOrderInfos()
{
var fullList = new List <IDepthOrderInfo>();
fullList.Add(new DepthOrderInfo {
Price = 12.0001m, Amount = 1
});
fullList.Add(new DepthOrderInfo {
Price = 12.99999m, Amount = 1
});
fullList.Add(new DepthOrderInfo {
Price = 13.499999m, Amount = 2
});
fullList.Add(new DepthOrderInfo {
Price = 13.99999m, Amount = 3
});
fullList.Add(new DepthOrderInfo {
Price = 13.79m, Amount = 0.5m
});
var aggregatedList = DepthHelper.GetAggregatedAskOrderList(fullList, 0.5m);
Assert.AreEqual(1, aggregatedList.Find(a => a.Price == 12.0001m).Amount);
Assert.AreEqual(1, aggregatedList.Find(a => a.Price == 12.5m).Amount);
Assert.AreEqual(2, aggregatedList.Find(a => a.Price == 13).Amount);
Assert.AreEqual(3.5, aggregatedList.Find(a => a.Price == 13.5m).Amount);
Assert.AreEqual(fullList.Sum(a => a.Amount), aggregatedList.Sum(b => b.Amount));
}
void btceModels_DepthUpdated(object sender, System.EventArgs e)
{
UiThread.UiDispatcher.Invoke(() =>
{
Asks = btceModels.MarketDepths[CurrentPair].Asks.OrderBy(a => a.Price).Take(20).OrderByDescending(a => a.Price).ToList();
Bids = btceModels.MarketDepths[CurrentPair].Bids.OrderByDescending(a => a.Price).Take(20).ToList();
AggregatedAsks = DepthHelper.GetAggregatedAskOrderList(btceModels.MarketDepths[CurrentPair].Asks, configuration.PairAggregatorIncrement[CurrentPair]).OrderByDescending(a => a.Price).ToList();
AggregatedBids = DepthHelper.GetAggregatedBidOrderList(btceModels.MarketDepths[CurrentPair].Bids, configuration.PairAggregatorIncrement[CurrentPair]).OrderByDescending(a => a.Price).ToList();
foreach (var order in btceModels.ActiveOrders.FindAll(a => a.Pair == CurrentPair && a.Type == TradeTypeEnum.Sell))
{
var ask = Asks.Find(a => a.Price == order.Rate);
if (ask != null)
{
ask.ActiveOrder = string.Format("Sell {0}", order.Amount);
}
}
foreach (var order in btceModels.ActiveOrders.FindAll(a => a.Pair == CurrentPair && a.Type == TradeTypeEnum.Buy))
{
var bid = Bids.Find(a => a.Price == order.Rate);
if (bid != null)
{
bid.ActiveOrder = string.Format("Buy {0}", order.Amount);
}
}
spread = Asks[Asks.Count - 1].Price - Bids[0].Price;
OnPropertyChanged("Asks");
OnPropertyChanged("Bids");
OnPropertyChanged("AggregatedAsks");
OnPropertyChanged("AggregatedBids");
OnPropertyChanged("Spread");
});
}
public TileRenderSystem(SpriteBatch spriteBatch, OrthographicCamera camera, DepthHelper depthHelper) : base(Aspect.All(typeof(TilePosition)).One(typeof(Sprite), typeof(TileBorder)))
{
_depthHelper = depthHelper;
_spriteBatch = spriteBatch;
_camera = camera;
}
