void btceModels_DepthUpdated(object sender, System.EventArgs e)
{
UiThread.UiDispatcher.Invoke(() =>
{
Asks = btceModels.MarketDepths[CurrentPair].Asks.OrderBy(a => a.Price).Take(20).OrderByDescending(a => a.Price).ToList();
Bids = btceModels.MarketDepths[CurrentPair].Bids.OrderByDescending(a => a.Price).Take(20).ToList();
AggregatedAsks = DepthHelper.GetAggregatedAskOrderList(btceModels.MarketDepths[CurrentPair].Asks, configuration.PairAggregatorIncrement[CurrentPair]).OrderByDescending(a => a.Price).ToList();
AggregatedBids = DepthHelper.GetAggregatedBidOrderList(btceModels.MarketDepths[CurrentPair].Bids, configuration.PairAggregatorIncrement[CurrentPair]).OrderByDescending(a => a.Price).ToList();
foreach (var order in btceModels.ActiveOrders.FindAll(a => a.Pair == CurrentPair && a.Type == TradeTypeEnum.Sell))
{
var ask = Asks.Find(a => a.Price == order.Rate);
if (ask != null)
{
ask.ActiveOrder = string.Format("Sell {0}", order.Amount);
}
}
foreach (var order in btceModels.ActiveOrders.FindAll(a => a.Pair == CurrentPair && a.Type == TradeTypeEnum.Buy))
{
var bid = Bids.Find(a => a.Price == order.Rate);
if (bid != null)
{
bid.ActiveOrder = string.Format("Buy {0}", order.Amount);
}
}
spread = Asks[Asks.Count - 1].Price - Bids[0].Price;
OnPropertyChanged("Asks");
OnPropertyChanged("Bids");
OnPropertyChanged("AggregatedAsks");
OnPropertyChanged("AggregatedBids");
OnPropertyChanged("Spread");
});
}