/// <summary>
/// This method is invoked by KrakenJsonConverter to map the fields of the "result" portion of KrakenResponse
/// </summary>
/// <param name="jo"></param>
/// <returns></returns>
public TradeData MapFields(JObject jo)
{
var jp = jo.Properties().First();
var data = jp.Value.ToObject <object[][]>();
var td = new TradeData();
td.PairName = jp.Name;
var entries = new List <Trade>();
foreach (var trade in data)
{
var entry = new Trade();
entry.Price = decimal.Parse(trade[0].ToString());
entry.Volume = decimal.Parse(trade[1].ToString());
entry.Time = FromUnixTime.Create(double.Parse(trade[2].ToString()));
entry.TradeType = EnumHelper.GetValueFromDesc <TradeType>(trade[3].ToString());
entry.MarketOrLimit = EnumHelper.GetValueFromDesc <MarketOrLimit>(trade[4].ToString());
entry.Miscellaneous = trade[5].ToString();
entries.Add(entry);
}
td.Trades = entries;
return(td);
}
public OHLCData MapFields(JObject jo)
{
var jp = jo.Properties().First(c => c.Name.ToLower() != "last");
var last = jo.Properties().First(c => c.Name == "last");
var data = jp.Value.ToObject <object[][]>();
var ohlcData = new OHLCData();
ohlcData.PairName = jp.Name;
ohlcData.Last = last.Value.ToObject <long>();
var entries = new List <OHLCDataEntry>();
foreach (var item in data)
{
var entry = new OHLCDataEntry();
entry.Time = FromUnixTime.Create(double.Parse(item[0].ToString()));
entry.Open = decimal.Parse(item[1].ToString());
entry.High = decimal.Parse(item[2].ToString());
entry.Low = decimal.Parse(item[3].ToString());
entry.Close = decimal.Parse(item[4].ToString());
entry.Vwap = decimal.Parse(item[5].ToString());
entry.Volume = decimal.Parse(item[6].ToString());
entry.Count = long.Parse(item[7].ToString());
entries.Add(entry);
}
ohlcData.Data = entries;
return(ohlcData);
}
private IEnumerable <OrderInfo> GenerateOrderInfo(Dictionary <string, Dictionary <string, object> > data)
{
foreach (var entry in data)
{
var info = new OrderInfo();
var refId = entry.Value["refid"];
var userref = entry.Value["userref"];
info.TransactionId = entry.Key;
info.ReferenceId = refId != null?refId.ToString() : null;
info.UserReferenceId = userref != null?userref.ToString() : null;
info.Status = EnumHelper.GetValueFromDesc <OrderStatus>(entry.Value["status"].ToString());
info.OpenTime = FromUnixTime.Create(double.Parse(entry.Value["opentm"].ToString()));
info.StartTime = FromUnixTime.Create(double.Parse(entry.Value["starttm"].ToString()));
info.ExpireTime = FromUnixTime.Create(double.Parse(entry.Value["expiretm"].ToString()));
info.Volume = decimal.Parse(entry.Value["vol"].ToString());
info.VolumeExecuted = decimal.Parse(entry.Value["vol_exec"].ToString());
info.Cost = decimal.Parse(entry.Value["cost"].ToString());
info.Fee = decimal.Parse(entry.Value["fee"].ToString());
info.Price = decimal.Parse(entry.Value["price"].ToString());
info.StopPrice = entry.Value.ContainsKey("stopprice")
? decimal.Parse(entry.Value["stopprice"].ToString()) : 0;
info.LimitPrice = entry.Value.ContainsKey("limitprice")
? decimal.Parse(entry.Value["limitprice"].ToString()) : 0;
info.Misc = entry.Value["misc"].ToString();
info.Trades = new List <string>();
if (entry.Value.ContainsKey("trades"))
{
var tObj = entry.Value["trades"] as JToken;
info.Trades = tObj.ToObject <string[]>();
}
info.CloseTime = entry.Value.ContainsKey("closetm") ? (Nullable <DateTime>)FromUnixTime.Create(double.Parse(entry.Value["closetm"].ToString())) : null;
info.Reason = entry.Value.ContainsKey("reason") && entry.Value["reason"] != null
? entry.Value["reason"].ToString() : null;
var jObj = entry.Value["descr"] as JObject;
info.DescriptionInfo = jObj.ToObject <OrderDesc>();
yield return(info);
}
}
public OrderBookData MapFields(JObject jo)
{
var jp = jo.Properties().First();
var data = jp.Value.ToObject <Dictionary <string, object[][]> >();
var asks = data["asks"];
var bids = data["bids"];
var obd = new OrderBookData();
obd.PairName = jp.Name;
var askEntries = new List <OrderBookEntry>();
foreach (var askEntry in asks)
{
var item = new OrderBookEntry();
item.Price = decimal.Parse(askEntry[0].ToString());
item.Volume = decimal.Parse(askEntry[1].ToString());
item.TimeStamp = FromUnixTime.Create(double.Parse(askEntry[2].ToString()));
askEntries.Add(item);
}
obd.Asks = askEntries;
var bidEntries = new List <OrderBookEntry>();
foreach (var bidEntry in bids)
{
var item = new OrderBookEntry();
item.Price = decimal.Parse(bidEntry[0].ToString());
item.Volume = decimal.Parse(bidEntry[1].ToString());
item.TimeStamp = FromUnixTime.Create(double.Parse(bidEntry[2].ToString()));
bidEntries.Add(item);
}
obd.Bids = bidEntries;
return(obd);
}
public SpreadData MapFields(JObject jo)
{
var jp = jo.Properties().First();
var data = jp.Value.ToObject <object[][]>();
var td = new SpreadData();
td.PairName = jp.Name;
var entries = new List <SpreadEntry>();
foreach (var trade in data)
{
var entry = new SpreadEntry();
entry.Time = FromUnixTime.Create(double.Parse(trade[0].ToString()));
entry.Bid = decimal.Parse(trade[0].ToString());
entry.Ask = decimal.Parse(trade[1].ToString());
entries.Add(entry);
}
td.Data = entries;
return(td);
}
