public PartialDepthMessage GetParsedPartialDepthMessage(dynamic messageData)
{
var result = new PartialDepthMessage
{
LastUpdateId = messageData.data.lastUpdateId,
Stream = messageData.stream,
};
var bids = new List <OrderBookOffer>();
var asks = new List <OrderBookOffer>();
foreach (JToken item in ((JArray)messageData.data.bids).ToArray())
{
bids.Add(new OrderBookOffer()
{
Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString())
});
}
foreach (JToken item in ((JArray)messageData.data.asks).ToArray())
{
asks.Add(new OrderBookOffer()
{
Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString())
});
}
result.Bids = bids;
result.Asks = asks;
return(result);
}
private void DepthCallBack(string symble, PartialDepthMessage message)
{
if (this.Zqdm.Equals(symble, StringComparison.CurrentCultureIgnoreCase))
{
int priceRound, qtyRound, notionRound;
MarketAdapter.BinanceAdapter.Instance.GetRoundNum(symble, out priceRound, out qtyRound, out notionRound);
this.BeginInvoke(new Action(() => {
int i = 0;
foreach (var bidItem in message.Bids)
{
if (i < listView买盘.Items.Count)
{
ListViewItem bidViewItem = listView买盘.Items[i++];
bidViewItem.SubItems[0].Text = Math.Round(bidItem.Price, priceRound).ToString();
bidViewItem.SubItems[1].Text = Math.Round(bidItem.Quantity, qtyRound).ToString();
bidViewItem.SubItems[2].Text = Math.Round(bidItem.Quantity * bidItem.Price, notionRound).ToString();
}
}
i = 0;
foreach (var item in message.Asks)
{
if (i < listView卖盘.Items.Count)
{
ListViewItem askViewItem = listView卖盘.Items[i++];
askViewItem.SubItems[0].Text = Math.Round(item.Price, priceRound) + "";
askViewItem.SubItems[1].Text = Math.Round(item.Quantity, qtyRound) + "";
askViewItem.SubItems[2].Text = Math.Round(item.Quantity * item.Price, notionRound) + "";
}
}
var qtyMin = MarketAdapter.BinanceAdapter.Instance.GetMinQty(Zqdm);
label可买股数.Text = Math.Round(decimal.Parse(label可用资金.Text) / message.Asks.First().Price, MarketAdapter.BinanceUtils.GetDigit(qtyMin)) + "";
}));
}
}
private void PartialDepthHandler(PartialDepthMessage message)
{
try
{
DepthQueue.Enqueue(message);
}
catch (Exception ex)
{
Program.logger.LogRunning("PartialDepthHandler Exception: {0}", ex.Message);
}
}
public static void PartialDepthHandler(PartialDepthMessage messageData)
{
var depthData = messageData;
Console.WriteLine(depthData.LastUpdateId.ToString());
Console.WriteLine(depthData.Stream);
foreach (Binance.API.Csharp.Client.Models.Market.OrderBookOffer t in depthData.Asks)
{
Console.Write(t.Price.ToString(), t.Quantity.ToString(), " ");
}
Console.WriteLine();
}
public static void PartialDepthHandler(PartialDepthMessage messageData)
{
//var depthData = messageData;
//Console.WriteLine(depthData.LastUpdateId.ToString());
//Console.WriteLine(depthData.Stream);
}
