public DepthMessage GetParsedDepthMessage(dynamic messageData) { var result = new DepthMessage { EventType = messageData.e, EventTime = messageData.E, Symbol = messageData.s, UpdateId = messageData.u }; var bids = new List <OrderBookOffer>(); var asks = new List <OrderBookOffer>(); foreach (JToken item in ((JArray)messageData.b).ToArray()) { bids.Add(new OrderBookOffer() { Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString()) }); } foreach (JToken item in ((JArray)messageData.a).ToArray()) { asks.Add(new OrderBookOffer() { Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString()) }); } result.Bids = bids; result.Asks = asks; return(result); }
/// <summary> /// Gets the parsed depth message. /// </summary> /// <param name="messageData">The message data.</param> /// <returns>A DepthMessage.</returns> public DepthMessage GetParsedDepthMessage(dynamic messageData) { DepthMessage result = new DepthMessage { EventType = messageData.e, EventTime = messageData.E, Symbol = messageData.s, UpdateId = messageData.u }; List <OrderBookOffer> bids = ((JArray)messageData.b).ToArray().Select(item => new OrderBookOffer() { Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString()) }).ToList(); List <OrderBookOffer> asks = ((JArray)messageData.a).ToArray().Select(item => new OrderBookOffer() { Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString()) }).ToList(); result.Bids = bids; result.Asks = asks; return(result); }
public DepthMessage GetParsedDepthMessage(dynamic messageData) { try { var result = new DepthMessage { EventType = messageData.e, EventTime = messageData.E, Symbol = messageData.s, UpdateId = messageData.u }; var bids = new List <OrderBookOffer>(); var asks = new List <OrderBookOffer>(); foreach (JToken item in ((JArray)messageData.b).ToArray()) { bids.Add(Convert(item)); } foreach (JToken item in ((JArray)messageData.a).ToArray()) { asks.Add(Convert(item)); } result.Bids = bids; result.Asks = asks; return(result); } catch (Exception e) { throw; } }
public DepthMessage GetParsedDepthMessage(dynamic messageData) { DepthMessage result = new DepthMessage(); result.UpdateId = messageData.lastUpdateId; /*DepthMessage result = new DepthMessage * { * //EventType = messageData.e, * //EventTime = messageData.E, * //Symbol = messageData.s, * UpdateId = messageData.lastUpdateId //messageData.u * };*/ List <OrderBookOffer> bids = new List <OrderBookOffer>(); List <OrderBookOffer> asks = new List <OrderBookOffer>(); JToken[] barray = ((JArray)messageData.bids).ToArray(); foreach (JToken item in barray) { bids.Add(new OrderBookOffer() { Price = Convert.ToDecimal(item[0].ToString().Replace(',', '.'), CultureInfo.InvariantCulture), Quantity = Convert.ToDecimal(item[1].ToString().Replace(',', '.'), CultureInfo.InvariantCulture) }); } JToken[] aarray = ((JArray)messageData.asks).ToArray(); foreach (JToken item in aarray) { asks.Add(new OrderBookOffer() { Price = Convert.ToDecimal(item[0].ToString().Replace(',', '.'), CultureInfo.InvariantCulture), Quantity = Convert.ToDecimal(item[1].ToString().Replace(',', '.'), CultureInfo.InvariantCulture) }); } result.Bids = bids; result.Asks = asks; return(result); }
private void depthHandler(DepthMessage dmessage) { if (InHandler) { return; } InHandler = true; var resTicker = new BaseTypes.Ticker() { Ask = dmessage.Asks.ElementAt(0).Price, Bid = dmessage.Bids.ElementAt(0).Price }; lock (LocalLockWebSocket) { foreach (var thand in CurPriceActions) { thand(resTicker); } } InHandler = false; }
private void DepthHandler(DepthMessage messageData) { var depthData = messageData; }