public void AddTicker(string symbol, BinacneETF.BATicker t)
{
DateTime timeStamp = CommonLab.TimerHelper.ConvertStringToDateTime(t.ExchangeTimeStamp);
if (timeStamp.Year < 2018)
{
return;
}
foreach (CommonLab.TimePeriodType type in Enum.GetValues(typeof(CommonLab.TimePeriodType)))
{
string key = CommonLab.RedisKeyConvert.GetRedisKey(CommonLab.RedisKeyType.Ticker, type, CommonLab.ExchangeNameConvert.GetShortExchangeName("binance"), symbol, timeStamp);
lock (LockTickObject)
{
if (TickerData.ContainsKey(key))
{
TickerData[key].UpdateTickerByTicker(t);
}
else
{
// CommonLab.Ticker ticker = new CommonLab.TradePeriod(symbol, t, GetLegalCurrency(symbol));
TickerData.Add(key, t);
}
}
}
}
public void StartListen()
{
wsticker = new WebSocket(spotwssurl + "/ws/!ticker@arr");
if (Config.Proxy != null)
{
wsticker.SetProxy("http://" + Config.Proxy.IP + ":" + Config.Proxy.Port, "", "");
}
wsticker.OnMessage += (sender, e) =>
{
if (e.IsText)
{
LastCommTimeStamp = DateTime.Now;
JArray JaTickers = JArray.Parse(e.Data);
try
{
for (int i = 0; i < JaTickers.Count; i++)
{
JObject ticker = JObject.Parse(JaTickers[i].ToString());
var tvar = Config.Exchange.Symbols.Where(baticker => baticker.Symbol == ticker["s"].ToString()
);
if (tvar != null)
{
BATicker t = tvar.ToArray()[0].Ticker;
t.High = Convert.ToDouble(ticker["h"].ToString());
t.Low = Convert.ToDouble(ticker["l"].ToString());
t.Last = Convert.ToDouble(ticker["c"].ToString());
t.Sell = Convert.ToDouble(ticker["a"].ToString());
t.Buy = Convert.ToDouble(ticker["b"].ToString());
t.SellQuantity = Convert.ToDouble(ticker["A"].ToString());
t.BuyQuantity = Convert.ToDouble(ticker["B"].ToString());
t.Volume = Convert.ToDouble(ticker["q"].ToString());
t.VolumeBase = Convert.ToDouble(ticker["v"].ToString());
t.PriceChange = Convert.ToDouble(ticker["p"].ToString());
t.PriceChangePct = Convert.ToDouble(ticker["P"].ToString());
t.Open = Convert.ToDouble(ticker["o"].ToString());
t.ExchangeTimeStamp = Convert.ToDouble(ticker["E"].ToString()) / 1000;
t.LocalServerTimeStamp = CommonLab.TimerHelper.GetTimeStampMilliSeconds(DateTime.Now);
if (tvar.ToArray()[0].HisTicker == null)
{
tvar.ToArray()[0].HisTicker = t.Clone();
}
}
}
Config.RaiseUpdateTickerEvent();
//UpdateTicker(tradingpair, t);
}
catch (Exception err)
{
Console.WriteLine("ticker err:" + err.Message + e.Data);
}
}
};
wsticker.Connect();
}
public void LoadHisData(DateTime t)
{
string json = "";
using (StreamReader sr = new StreamReader(@"HisData\" + Symbol + ".config"))
{
json = sr.ReadToEnd();
}
List <CommonLab.Ticker> tickers = Newtonsoft.Json.JsonConvert.DeserializeObject <List <CommonLab.Ticker> >(json);
CommonLab.Ticker ticker = tickers.Where(item => item.ExchangeTimeStamp > CommonLab.TimerHelper.GetTimeStampMilliSeconds(t)).OrderBy(i => i.ExchangeTimeStamp).ToArray()[0];
HisTicker = new BATicker(ticker);
}
public void UpdateTickerByTicker(BATicker t)
{
if (t.High > High)
{
High = t.High;
}
if (t.Low < Low)
{
Low = t.Low;
}
Sell = t.Sell;
Buy = t.Buy;
Last = t.Last;
Volume = t.Volume;//存疑
ExchangeTimeStamp = t.ExchangeTimeStamp;
}
public BATicker Clone()
{
BATicker t = new BATicker();
//Info :交易所返回的原始结构
t.High = High; // :最高价
t.Low = Low; // :最低价
t.Sell = Sell; // :卖一价
t.SellQuantity = SellQuantity;
t.BuyQuantity = BuyQuantity;
t.PriceChange = PriceChange;
t.PriceChangePct = PriceChangePct;
t.VolumeBase = VolumeBase;
t.Buy = Buy; // :买一价
t.Last = Last; // :最后成交价
t.Volume = Volume; // :最近成交量
t.Open = Open; //开盘价
t.ExchangeTimeStamp = ExchangeTimeStamp; //时间戳 交易所返回的
t.LocalServerTimeStamp = LocalServerTimeStamp; //本地时间戳
t.Delay = Delay;
return(t);
}
