internal LineItem(OrderBookDto bookOrder, byte lineNum)
{
NumBooks = bookOrder.NumBooks;
BookId = bookOrder.Book.BookId;
BookPrice = bookOrder.Book.ActualPrice;
BookView = bookOrder.Book;
LineNum = lineNum;
}
public static OrderBook FromModel(OrderBookDto data)
=> new OrderBook()
{
Id = data.Id,
Symbol = data.Symbol,
Price = data.Price,
Side = data.Side,
Size = data.Size
};
public static OrderBook ToOrderBook(this OrderBookDto dto)
{
return(new OrderBook()
{
Time = ToDateTime(dto.timestamp),
Asks = dto.asks.Select(arr => new Bet()
{
Price = (decimal)arr[0], Volume = (decimal)arr[1]
}).ToArray(),
Bids = dto.bids.Select(arr => new Bet()
{
Price = (decimal)arr[0], Volume = (decimal)arr[1]
}).ToArray(),
});
}
public async Task <OrderBook> OrderBook(string symbol, int depth)
{
if (depth <= 0 || depth > 2000)
{
throw new Exception($"Depth {depth} is outside bounds");
}
try
{
OrderBookDto orderBookDto = await _publicApi.OrderBook(symbol, depth);
var res = new OrderBook()
{
Code = orderBookDto.Code,
Orders = new OrderBook.Order()
{
Asks = new List <OrderBook.Ask>(),
Bids = new List <OrderBook.Bid>()
}
};
foreach (var order in orderBookDto.Data.Asks)
{
res.Orders.Asks.Add(new OrderBook.Ask
{
Price = ParseDecimal(order.Price),
Quantity = ParseDecimal(order.Quantity),
});
}
foreach (var order in orderBookDto.Data.Bids)
{
res.Orders.Bids.Add(new OrderBook.Bid
{
Price = ParseDecimal(order.Price),
Quantity = ParseDecimal(order.Quantity),
});
}
return(res);
}
catch (Exception e)
{
throw e;
}
}
public async Task <OrderBook> OrderBook(string market, int limit, int offset = 0)
{
try
{
OrderBookDto sellOrders = await _publicApi.OrderBook(market, limit, 1, offset);
OrderBookDto buyOrders = await _publicApi.OrderBook(market, limit, 2, offset);
var res = new OrderBook()
{
Error = buyOrders.Error,
Id = buyOrders.Id,
Bids = new List <Order>(),
Asks = new List <Order>(),
Limit = limit,
Offset = offset,
Total = sellOrders.Result.Total + buyOrders.Result.Total
};
foreach (var order in sellOrders.Result.Orders)
{
res.Asks.Add(ParseOrder(order));
}
foreach (var order in buyOrders.Result.Orders)
{
res.Bids.Add(ParseOrder(order));
}
return(res);
}
catch (Exception e)
{
throw e;
}
}
public static OrderBook mapToEntityOrderBook(OrderBookDto orderBookDto)
{
return(new OrderBook(orderBookDto.kolvo, orderBookDto.bookId));
}