Example #1
0
        /// <summary>
        /// Sets global data (timestamp, sequence) if it is enabled by configuration.
        /// </summary>
        internal static void SetGlobalData(ResponseBase response, ConfigurationState config, JToken data, int lastPosition = 1, bool isPrivateChannel = false)
        {
            try
            {
                var position = lastPosition + 1;

                if (config.IsSequencingEnabled)
                {
                    var sequence = data[position].Value <long?>();
                    response.ServerSequence = sequence;
                    position++;

                    if (isPrivateChannel)
                    {
                        // private channels send different sequence numbers
                        var privateSequence = data[position].Value <long?>();
                        response.ServerPrivateSequence = privateSequence;
                        position++;
                    }
                }

                if (config.IsTimestampEnabled)
                {
                    var mts = data[position].Value <long?>();
                    response.ServerTimestamp = BitfinexTime.ConvertToTime(mts);
                    // position++;
                }
            }
            catch (Exception e)
            {
                Log.Warn($"[BFX response] Failed to parse global data (timestamp, sequence). Error: {e.Message}");
            }
        }
 private Order JArrayToTradingTicker(JArray array)
 {
     return(new Order
     {
         Id = (long)array[0],
         Gid = (long?)array[1],
         Cid = (long)array[2],
         Symbol = (string)array[3],
         MtsCreate = BitfinexTime.ConvertToTime((long?)array[4]),
         MtsUpdate = BitfinexTime.ConvertToTime((long?)array[5]),
         Amount = (double?)array[6],
         AmountOrig = (double?)array[7],
         Type = ParseType((string)array[8]),
         TypePrev = ParseType((string)array[9]),
         MtsTiff = BitfinexTime.ConvertToTime((long?)array[10]),
         // 11
         Flags = (int?)array[12],
         OrderStatus = ParseStatus((string)array[13]),
         OrderStatusText = (string)array[13],
         // 14
         // 15
         Price = (double?)array[16],
         PriceAvg = (double?)array[17],
         PriceTrailing = (double?)array[18],
         PriceAuxLimit = (double?)array[19],
         // 20
         // 21
         // 22
         Notify = (int?)array[23],
         Hidden = (int?)array[24],
         PlacedId = (long?)array[25],
     });
 }
 public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
 {
     if (reader.Value == null)
     {
         return(null);
     }
     return(BitfinexTime.ConvertToTime((long)reader.Value));
 }
 private Trade JArrayToTradingTicker(JArray array)
 {
     return(new Trade
     {
         Id = (long)array[0],
         Mts = BitfinexTime.ConvertToTime((long)array[1]),
         Amount = (double)array[2],
         Price = (double)array[3]
     });
 }
 private Funding JArrayToTradingTicker(JArray array)
 {
     return(new Funding
     {
         Id = (long)array[0],
         Mts = BitfinexTime.ConvertToTime((long)array[1]),
         Amount = (double)array[2],
         Rate = (double)array[3],
         Period = (int)array[4]
     });
 }
 private Candle JArrayToCandle(JToken jToken)
 {
     return(new Candle
     {
         Mts = BitfinexTime.ConvertToTime((long)jToken[0]),
         Open = (double)jToken[1],
         Close = (double)jToken[2],
         High = (double)jToken[3],
         Low = (double)jToken[4],
         Volume = (double)jToken[5]
     });
 }
Example #7
0
 private DerivativePairStatus JArrayToDerivativePairStatus(JToken jToken)
 {
     return(new DerivativePairStatus
     {
         TimestampMs = BitfinexTime.ConvertToTime((long)jToken[0]),
         DerivPrice = (double)jToken[2],
         SpotPrice = (double)jToken[3],
         InsuranceFundBalance = (double)jToken[5],
         FundingAccrued = (double)jToken[8],
         FundingStep = (long)jToken[9],
     });
 }
 private Notification JArrayToNotification(JArray array)
 {
     return(new Notification
     {
         Mts = BitfinexTime.ConvertToTime((long)array[0]),
         Type = ParseNotificationType((string)array[1]),
         MessageId = (long?)array[2],
         NotifyInfo = array[4].ToString(),
         Code = (long?)array[5],
         Status = (string)array[6],
         Text = array[7].ToString(),
     });
 }
Example #9
0
 private LiquidationFeedStatus JArrayToDerivativePairStatus(JToken jToken)
 {
     return(new LiquidationFeedStatus
     {
         Type = (string)jToken[0],
         PosId = (long)jToken[1],
         TimestampMs = BitfinexTime.ConvertToTime((long)jToken[2]),
         Symbol = (string)jToken[4],
         Amount = (double)jToken[5],
         BasePrice = (double)jToken[6],
         IsMatch = (int)jToken[8],
         IsMarketSold = (int)jToken[9],
     });
 }
 private PrivateTrade JArrayToTradingTicker(JArray array)
 {
     return(new PrivateTrade
     {
         Id = (long)array[0],
         Symbol = (string)array[1],
         MtsCreate = BitfinexTime.ConvertToTime((long)array[2]),
         OrderId = (long)array[3],
         ExecAmount = (double)array[4],
         ExecPrice = (double)array[5],
         OrderType = OrderConverter.ParseType((string)array[6]),
         OrderPrice = (double)array[7],
         IsMaker = (int)array[8] > 0,
         Fee = (double?)array[9],
         FeeCurrency = (string)array[10]
     });
 }