private void UpdateQuotaion(Quotation quotation, string jsonText)
{
JObject jObject = JObject.Parse(jsonText);
decimal convertRate = quotation.Ticker.ConvertRate;
PriceQuantityCollection buyOrders = GetOrders(jObject["buyOrder"].ToString(), convertRate);
quotation.Ticker.BidPrice = buyOrders.First().OrginalPrice;
quotation.BuyOrders = buyOrders;
PriceQuantityCollection sellOrders = GetOrders(jObject["sellOrder"].ToString(), convertRate);
quotation.Ticker.AskPrice = sellOrders.First().OrginalPrice;
quotation.SellOrders = sellOrders;
string historyJson = jObject["trade"].ToString();
History history = GetHistory(historyJson, quotation.Ticker);
quotation.History = history;
quotation.Ticker.LastTradePrice = history.First().PriceQuantity.OrginalPrice;
quotation.Ticker.HighPrice = history.Max(a => a.PriceQuantity.OrginalPrice);
quotation.Ticker.LowPrice = history.Min(a => a.PriceQuantity.OrginalPrice);
quotation.History = history;
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
if (reader.TokenType == JsonToken.Null)
{
return(string.Empty);
}
if (reader.TokenType == JsonToken.String)
{
return(serializer.Deserialize(reader, objectType));
}
var token = JArray.FromObject(existingValue);
var priceQuantity = new PriceQuantityCollection();
foreach (var child in token)
{
var array = (JArray)child;
var price = Convert.ToDouble(array[0].ToString());
var quantity = Convert.ToDouble(array[1].ToString());
priceQuantity.Set(price, quantity);
}
return(priceQuantity);
}
private PriceQuantityCollection GetOrders(string ordersJson, decimal convertRate)
{
JArray asksJArray = JArray.Parse(ordersJson);
PriceQuantityCollection orders = new PriceQuantityCollection();
foreach (var item in asksJArray)
{
List <decimal> itemResult = JsonConvert.DeserializeObject <List <decimal> >(item.ToString());
PriceQuantityItem order = new PriceQuantityItem();
order.ConvertRate = convertRate;
order.Price = itemResult[0];
order.Quantity = itemResult[1];
orders.Add(order);
}
return(orders);
}
private void UpdateQuotation(string json, ref Quotation quotation)
{
JObject jObject = JObject.Parse(json);
decimal convertRate = quotation.Ticker.ConvertRate;
string asks = jObject["asks"].ToString();
PriceQuantityCollection sellOrders = GetOrders(asks, convertRate);
quotation.SellOrders = sellOrders;
string bids = jObject["bids"].ToString();
PriceQuantityCollection buyOrders = GetOrders(bids, convertRate);
quotation.BuyOrders = buyOrders;
}
private PriceQuantityCollection GetOrders(string ordersJson, decimal convertRate)
{
JArray asksJArray = JArray.Parse(ordersJson);
PriceQuantityCollection orders = new PriceQuantityCollection();
foreach (var item in asksJArray)
{
var def = new { count = 0, rate = 0m, vol = 0m };
var result = JsonConvert.DeserializeAnonymousType(item.ToString(), def);
PriceQuantityItem order = new PriceQuantityItem();
order.ConvertRate = convertRate;
order.Price = result.rate;
order.Quantity = result.vol;
orders.Add(order);
}
return(orders);
}
/// <summary>
/// 获取市场深度。
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
/// <remarks>
/// 示例:(同样价格可能出现多条数据)
/// {
/// "asks":
/// [
/// ["199.888","0.32405322"],
/// ["199.8888","1.88"],
/// ["200.0","0.01"],
/// ...
/// ["1000.4039","0.0100545"]
/// ],
/// "bids":
/// [
/// ["191.49200999","0.01145931"],
/// ["191.48944319","0.2"],
/// ["191.48870982","0.07530287"],
/// ...
/// ["0.8011","0.0078"]
/// ]
/// }
/// </remarks>
private void DownloadQuotationCompleted(object sender, DownloadStringCompletedEventArgs e)
{
Quotation quotation = e.UserState as Quotation;
CurrencyPair currencyPair = quotation.Ticker.CurrencyPair;
if (e.Error != null)
{
EventSourceLogger.Logger.DownloadDataAsyncError(DataTypeDict["Quotation"], Exchange.Name, currencyPair.Code, e.Error.Message);
return;
}
EventSourceLogger.Logger.UpdateDataSuccess(DataTypeDict["Quotation"], Exchange.Name, currencyPair.Code);
string json = e.Result;
JObject jObject = JObject.Parse(json);
decimal convertRate = quotation.Ticker.ConvertRate;
string asks = jObject["asks"].ToString();
if (asks == "{}")
{
return;
}
PriceQuantityCollection sellOrders = GetOrders(asks, convertRate);
quotation.SellOrders = sellOrders;
string bids = jObject["bids"].ToString();
if (bids == "{}")
{
return;
}
PriceQuantityCollection buyOrders = GetOrders(bids, convertRate);
quotation.BuyOrders = buyOrders;
var ticker = quotation.Ticker;
var tickerUpdater = apiManager.GetApi <ITickerApi>(Exchange.AbbrName);
tickerUpdater.UpdateTicker(ref ticker);
var refHistory = quotation.History;
var historyUpdater = apiManager.GetApi <IHistoryApi>(Exchange.AbbrName);
historyUpdater.UpdateHistory(ref refHistory);
}
private void UpdateQuotation(Quotation quotation, string json)
{
JObject jObject = JObject.Parse(json);
decimal convertRate = quotation.Ticker.ConvertRate;
string bids = jObject["bids"].ToString();
quotation.BuyOrders = GetOrders(bids, convertRate);
string asks = jObject["asks"].ToString();
PriceQuantityCollection sellOrders = GetOrders(asks, convertRate);
var reverse = sellOrders.Reverse();
var reverseOrders = new PriceQuantityCollection();
foreach (PriceQuantityItem order in reverse)
{
reverseOrders.Add(order);
}
quotation.SellOrders = reverseOrders;
}
//
/// <summary>
/// 从Api的Json数据获取订单。
/// </summary>
/// <param name="ordersJson"></param>
/// <returns></returns>
/// <example>
/// {"price":"0.00000034","quantity":"0.00000000","total":"23.04005139"},
/// </example>
private PriceQuantityCollection GetOrders(string ordersJson, decimal convertRate)
{
//当心买盘为0时orderJson为空！
try
{
JArray asksJArray = JArray.Parse(ordersJson);
PriceQuantityCollection orders = new PriceQuantityCollection();
foreach (var item in asksJArray)
{
var itemDef = new { price = 0m, quantity = 0m };
var itemResult = JsonConvert.DeserializeAnonymousType(item.ToString(), itemDef);
PriceQuantityItem order = new PriceQuantityItem();
order.ConvertRate = convertRate;
order.Price = itemResult.price;
order.Quantity = itemResult.quantity;
orders.Add(order);
}
return(orders);
}
catch
{
return(new PriceQuantityCollection());
}
}
