private void HuobiWSApi_OnMessage(object sender, HuoBiMessageReceivedEventArgs e)
{
HuoBiResponsePackage package = new HuoBiResponsePackage();
package.MsgPackage(e.Message);
}
static private void TickUpdate(object sender, HuoBiMessageReceivedEventArgs args)
{
var msg = args.Message;
try
{
if (msg.Contains("bid"))
{
HuoBiTick tick;
int tickCount = 0;
JObject jo = (JObject)JsonConvert.DeserializeObject(msg);
string symbol = jo["ch"].ToString().Split('.')[1];
tick = JsonConvert.DeserializeObject <HuoBiTick>(jo["tick"].ToString());
if (!tickDatas.TryGetValue(symbol, out TickData quote))
{
quote = new TickData();
}
List <string> list = msg.Split(':').ToList();
List <string> listSymbol = list[1].Split('.').ToList();
quote.UpdateTime = DateTime.Now;
quote.Exchange = "HB";
quote.BestBid = (decimal)tick.bids[0][0];
quote.BestBidQuantity = (decimal)tick.bids[0][1];
quote.BestAsk = (decimal)tick.asks[0][0];
quote.BestAskQuantity = (decimal)tick.asks[0][1];
if (tick.asks.Count > 10)
{
tickCount = 10;
}
else
{
tickCount = tick.asks.Count;
}
quote.AskPriceQueue = new decimal[tickCount];
quote.AskQuantityQueue = new decimal[tickCount];
quote.AskPriceQueueCount = tickCount;
quote.AskQuantityQueueCount = tickCount;
quote.BidPriceQueue = new decimal[tickCount];
quote.BidQuantityQueue = new decimal[tickCount];
quote.BidPriceQueueCount = tickCount;
quote.BidQuantityQueueCount = tickCount;
for (int i = 0; i < tickCount; i++)
{
quote.AskPriceQueue[i] = (decimal)tick.asks[i][0];
quote.AskQuantityQueue[i] = (decimal)tick.asks[i][1];
quote.BidPriceQueue[i] = (decimal)tick.bids[i][0];
quote.BidQuantityQueue[i] = (decimal)tick.bids[i][1];
}
//var instrument = instrumentList.Where(x => x.Symbol == symbolDict[listSymbol[1]]).FirstOrDefault();
quote.InstrumentId = 0;
quote.Symbol = symbol;
tickDatas[symbol] = quote;
Console.WriteLine("TickData > Symbol : " + quote.Symbol + ", BestBid : " + quote.BestBid + ", BestAsk : " + quote.BestAsk);
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
