public static OrderBookViewModel ToOrderBookViewModel(this MarketDeep source)
{
var asksList = new List <OrderPriceAndQuantityViewModel>();
var bidsList = new List <OrderPriceAndQuantityViewModel>();
foreach (var order in source.Asks)
{
asksList.Add(new OrderPriceAndQuantityViewModel
{
price = order.Price,
quantity = order.Amount
});
}
foreach (var order in source.Bids)
{
bidsList.Add(new OrderPriceAndQuantityViewModel
{
price = order.Price,
quantity = order.Amount
});
}
return(new OrderBookViewModel
{
asks = asksList,
bids = bidsList
});
}
/// <summary>
/// 市场深度
/// </summary>
/// <returns>返回系统支持的所有交易对的市场深度（委托挂单），其中 asks 是委卖单, bids 是委买单。</returns>
public static async Task <Dictionary <string, MarketDeep> > OrderBooksAsync()
{
try
{
var requestUrl = QUERY_URL + ORDER_BOOKS_URL;
var json = await GetReqAsync(requestUrl);
var dic = JsonConvert.DeserializeObject <Dictionary <string, dynamic> >(json);
var result = new Dictionary <string, MarketDeep>();
foreach (var item in dic)
{
if (item.Value.result == "true")
{
var marketDeep = new MarketDeep();
var asks = item.Value.asks as JArray;
var bids = item.Value.bids as JArray;
foreach (var ask in asks.Values <JArray>())
{
var v = ask.ToObject <List <decimal> >();
marketDeep.Asks.Add(new Deep
{
Price = v.ElementAt(0),
Amount = v.ElementAt(1)
});
}
foreach (var bid in bids)
{
var v = bid.ToObject <List <decimal> >();
marketDeep.Bids.Add(new Deep
{
Price = v.ElementAt(0),
Amount = v.ElementAt(1)
});
}
result.Add(item.Key, marketDeep);
}
}
return(result);
}
catch (JsonSerializationException)
{
throw new BotException("1002");
}
catch (Exception ex)
{
throw new BotException("1000", ex.Message);
}
}
/// <summary>
/// 单项市场深度
/// </summary>
/// <param name="currA">被兑换货币</param>
/// <param name="currB">兑换货币</param>
/// <returns></returns>
public static async Task <MarketDeep> OrderBookAsync(string currA, string currB)
{
try
{
var requestUrl = $"{QUERY_URL}{ORDER_BOOK_URL}/{currA}_{currB}";
var json = await GetReqAsync(requestUrl);
dynamic parse = JToken.Parse(json) as dynamic;
var marketDeep = new MarketDeep();
if (parse.result == "true")
{
var asks = parse.asks as JArray;
var bids = parse.bids as JArray;
foreach (var ask in asks.Values <JArray>())
{
var v = ask.ToObject <List <decimal> >();
marketDeep.Asks.Add(new Deep
{
Price = v.ElementAt(0),
Amount = v.ElementAt(1)
});
}
foreach (var bid in bids)
{
var v = bid.ToObject <List <decimal> >();
marketDeep.Bids.Add(new Deep
{
Price = v.ElementAt(0),
Amount = v.ElementAt(1)
});
}
}
return(marketDeep);
}
catch (JsonSerializationException)
{
throw new BotException("1002");
}
catch (Exception ex)
{
throw new BotException("1000", ex.Message);
}
}