private DayBar CreateDayBar(BitfinexTicker bitfinexTicker) => new DayBar(bitfinexTicker.Pair, Core.Instance.TimeUtils.DateTimeUtcNow)
{
Change = (double)bitfinexTicker.DailyChange,
ChangePercentage = (double)(bitfinexTicker.DailyChangePercent * 100),
High = (double)bitfinexTicker.High,
Low = (double)bitfinexTicker.Low,
Volume = (double)bitfinexTicker.Volume
};
private Quote CreateQuote(BitfinexTicker bitfinexTicker)
{
DateTime dateTime = Core.Instance.TimeUtils.DateTimeUtcNow;
if (this.lastTradeTimeCache.TryGetValue(bitfinexTicker.Pair, out long lastTradeTime) && dateTime.Ticks <= lastTradeTime)
{
dateTime = new DateTime(lastTradeTime + 1, DateTimeKind.Utc);
}
this.lastTradeTimeCache[bitfinexTicker.Pair] = dateTime.Ticks;
return(new Quote(bitfinexTicker.Pair, (double)bitfinexTicker.Bid, 0, (double)bitfinexTicker.Ask, 0, dateTime));
}
