public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
        {
            var result = new SortedSet <ProductOffer>(new ProductOfferComparer(_sortDirection));

            foreach (var offer in serializer.Deserialize <List <string[]> >(reader))
            {
                var productOffer = new ProductOffer
                {
                    Price = decimal.Parse(offer[0], System.Globalization.CultureInfo.InvariantCulture),
                    Size  = decimal.Parse(offer[1], System.Globalization.CultureInfo.InvariantCulture)
                };

                Guid orderId;
                if (Guid.TryParse(offer[2], out orderId))
                {
                    productOffer.OrderId = orderId;
                }

                result.Add(productOffer);
            }
            return(result);
        }
Beispiel #2
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        private void OpenOrder(BookOpen openOrder)
        {
            var offer = new ProductOffer
            {
                OrderId = openOrder.OrderId,
                Price   = openOrder.Price,
                Size    = openOrder.RemainingSize
            };

            if (openOrder.Side == SideType.Buy)
            {
                Buys.Add(offer);
            }
            else
            {
                Sells.Add(offer);
            }

            if (!RemoveReceiveOrder(openOrder.OrderId))
            {
                Api.Log.Warning($"No receive message for order id {openOrder.OrderId}");
            }
        }