/// <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]
});
}
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(),
});
}
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]
});
}