public void ApplySnapshot(JObject jObject, Ticker ticker)
{
ticker.OrderBook.BeginUpdate();
try {
ticker.OrderBook.Clear();
OrderBook orderBook = ticker.OrderBook;
JArray jbids = jObject.Value <JArray>("Z");
JArray jasks = jObject.Value <JArray>("S");
List <OrderBookEntry> entries = orderBook.Asks;
List <OrderBookEntry> entriesInverted = orderBook.AsksInverted;
for (int i = 0; i < jasks.Count; i++)
{
JObject item = (JObject)jasks[i];
entries.Add(new OrderBookEntry()
{
ValueString = item.Value <string>("R"), AmountString = item.Value <string>("Q")
});
if (entriesInverted != null)
{
entriesInverted.Insert(0, new OrderBookEntry()
{
ValueString = item.Value <string>("R"), AmountString = item.Value <string>("Q")
});
}
}
entries = orderBook.Bids;
for (int i = 0; i < jbids.Count; i++)
{
JObject item = (JObject)jbids[i];
entries.Add(new OrderBookEntry()
{
ValueString = item.Value <string>("R"), AmountString = item.Value <string>("Q")
});
}
}
finally {
ticker.OrderBook.IsDirty = false;
ticker.OrderBook.EndUpdate();
}
ticker.ClearTradeHistory();
JArray jtrades = jObject.Value <JArray>("f");
foreach (JObject item in jtrades)
{
TradeInfoItem t = new TradeInfoItem(null, ticker);
t.AmountString = item.Value <string>("Q");
t.RateString = item.Value <string>("P");
t.Time = new DateTime(Convert.ToInt64(item.Value <string>("T"))).ToLocalTime();
t.TimeString = t.Time.ToLongTimeString();
t.Type = (item.Value <string>("OT")) == "BUY" ? TradeType.Buy : TradeType.Sell;
ticker.AddTradeHistoryItem(t);
}
if (ticker.HasTradeHistorySubscribers)
{
ticker.RaiseTradeHistoryChanged(new TradeHistoryChangedEventArgs()
{
NewItems = ticker.TradeHistory
});
}
}