private void AddToIndicatorOutput(LiquidityProvider lp, double bid, double ask, int position = 0)
{
switch (lp)
{
case LiquidityProvider.SoftFx:
SoftFxBid[position] = bid;
SoftFxAsk[position] = ask;
break;
case LiquidityProvider.Livecoin:
LivecoinBid[position] = bid;
LivecoinAsk[position] = ask;
break;
case LiquidityProvider.Tidex:
TidexBid[position] = bid;
TidexAsk[position] = ask;
break;
case LiquidityProvider.Okex:
OkexBid[position] = bid;
OkexAsk[position] = ask;
break;
case LiquidityProvider.Binance:
BinanceBid[position] = bid;
BinanceAsk[position] = ask;
break;
case LiquidityProvider.Bitfinex:
BitfinexBid[position] = bid;
BitfinexAsk[position] = ask;
break;
case LiquidityProvider.HitBtc:
HitBtcBid[position] = bid;
HitBtcAsk[position] = ask;
break;
case LiquidityProvider.Kraken:
KrakenBid[position] = bid;
KrakenAsk[position] = ask;
break;
case LiquidityProvider.Kucoin:
KucoinBid[position] = bid;
KucoinAsk[position] = ask;
break;
case LiquidityProvider.Huobi:
HuobiBid[position] = bid;
HuobiAsk[position] = ask;
break;
}
}
private async Task <double[]> ProcessLps(LiquidityProvider lp, int initBarsCount)
{
var tick = await GetTick(lp);
var bid = GetBid(lp, tick);
var ask = GetAsk(lp, tick);
OnMainThread(() => { AddToIndicatorOutput(lp, bid, ask, Bars.Count - initBarsCount); });
return(new double[] { bid, ask });
}
private async Task <HttpResponseMessage> GetTick(LiquidityProvider lp)
{
_tickerUrl.TryGetValue(lp, out var url);
try
{
if (lp == LiquidityProvider.SoftFx)
{
return(await _softFxClient.GetAsync(url));
}
else
{
return(await _defaultClient.GetAsync(url));
}
}
catch (Exception e)
{
return(null);
}
}
private double GetAsk(LiquidityProvider lp, HttpResponseMessage response)
{
try
{
dynamic quote = JsonConvert.DeserializeObject(response.Content.ReadAsStringAsync().Result);
if (response.StatusCode != HttpStatusCode.OK)
{
return(double.NaN);
}
switch (lp)
{
case LiquidityProvider.SoftFx:
return(quote[0]["BestAsk"]["Price"]);
case LiquidityProvider.Livecoin:
return(quote["best_ask"]);
case LiquidityProvider.Tidex:
return(quote[TidexSymbol]["sell"]);
case LiquidityProvider.Okex:
string okexStr = quote["ticker"]["sell"];
return((double.TryParse(okexStr, out double okexAsk)) ? okexAsk : double.NaN);
case LiquidityProvider.Binance:
string binanceStr = quote["askPrice"];
return((double.TryParse(binanceStr, out double binanceAsk)) ? binanceAsk : double.NaN);
case LiquidityProvider.Bitfinex:
return(quote[2]);
case LiquidityProvider.HitBtc:
string hitBtcStr = quote["ask"];
return((double.TryParse(hitBtcStr, out double hitBtcAsk)) ? hitBtcAsk : double.NaN);
case LiquidityProvider.Kraken:
if (((JArray)quote["error"]).Count != 0)
{
return(double.NaN);
}
else
{
var result = new JObject(quote["result"]);
var enumerator = result.Properties().GetEnumerator();
enumerator.MoveNext();
var krakenSymbol = enumerator.Current.Name;
return(double.Parse((string)result.GetValue(krakenSymbol).Value <JArray>("a")[0]));
}
case LiquidityProvider.Kucoin:
return(quote["data"]["sell"]);
case LiquidityProvider.Huobi:
return(quote["tick"]["ask"][0]);
default:
return(double.NaN);
}
}
catch (Exception e)
{
return(double.NaN);
}
}
