protected void BuildOrderBook(Dictionary <string, dynamic> jsonDict, object amountPosition, object pricePosition, int?maxSize, string askKey = "asks", string bidKey = "bids")
{
if (OrderBook != null)
{
OrderBook.ClearOrderBook();
}
if (jsonDict != null)
{
OrderBook.Asks = ConvertOrderArrayListToOrderList((ArrayList)jsonDict[askKey], amountPosition, pricePosition, maxSize);
OrderBook.Bids = ConvertOrderArrayListToOrderList((ArrayList)jsonDict[bidKey], amountPosition, pricePosition, maxSize);
}
}
protected void BuildOrderBook(ArrayList ordersJsonStruct, int?MaxSize = null)
{
if (OrderBook != null)
{
OrderBook.ClearOrderBook();
}
if (ordersJsonStruct != null && ordersJsonStruct.Count > 0)
{
foreach (Dictionary <string, dynamic> order in ordersJsonStruct)
{
string orderType = (string)GetValueFromResponseResult(order, "type");
decimal amount = (decimal)GetValueFromResponseResult(order, "amount");
decimal price = (decimal)GetValueFromResponseResult(order, "price");
Order newOrder = new Order(amount, price);
if (orderType == "buy")
{
OrderBook.Bids.Add(newOrder);
}
else if (orderType == "sell")
{
OrderBook.Asks.Add(newOrder);
}
else
{
throw new ArgumentException("Unknown order type found in order book response from " + Name + ": " + orderType);
}
}
//UseCryptos isn't nice and doesn't supply ordered bids/asks, so reorder them with an in-place sort.
//Bids are sorted by descending price, asks are orded by ascending price.
OrderBook.Bids.Sort((order1, order2) => - 1 * order1.Price.CompareTo(order2.Price));
OrderBook.Asks.Sort((order1, order2) => order1.Price.CompareTo(order2.Price));
//If necessary, trim down the lists to the given size.
if (MaxSize != null)
{
OrderBook.Asks.RemoveRange(MaxSize.Value, OrderBook.Asks.Count - MaxSize.Value);
OrderBook.Bids.RemoveRange(MaxSize.Value, OrderBook.Bids.Count - MaxSize.Value);
}
}
}
private void ConvertOrderBookToEuro()
{
try
{
decimal conversionRate = GetUsdEurConversionRate();
foreach (Order ask in OrderBook.Asks)
{
ask.ConvertPrice(Decimal.Divide(1.0m, conversionRate));
}
foreach (Order bid in OrderBook.Bids)
{
bid.ConvertPrice(Decimal.Divide(1.0m, conversionRate));
}
}
catch (Exception)
{
OrderBook.ClearOrderBook();
throw;
}
}
