private CryptoTrade ConvertTrade(Ticker trade)
{
var data = trade.Data;
var buyId = data.BuyOrderId.ToString(CultureInfo.InvariantCulture);
var sellId = data.SellOrderId.ToString(CultureInfo.InvariantCulture);
var result = new CryptoTrade()
{
Amount = data.Amount,
AmountQuote = data.Amount * data.Price,
Side = ConvertSide(data.Side),
Id = data.Id.ToString(CultureInfo.InvariantCulture),
Price = data.Price,
Timestamp = data.Microtimestamp,
Pair = trade.Symbol,
ExchangeName = ExchangeName,
ServerTimestamp = data.Microtimestamp,
MakerOrderId = data.Side == TradeSide.Buy ? sellId : buyId,
TakerOrderId = data.Side == TradeSide.Sell ? sellId : buyId
};
return(result);
}
internal void OnCryptoTrade(CryptoTrade trade)
{
RTDataRec Rec = GetRTDataRec(trade.pair, PGClusterNames.Crypto);
Rec.PriceTick = trade.p == 0 ? TickType.FlatTick
: Rec.Price > trade.p ? TickType.DownTick : TickType.UpTick;
Rec.Price = trade.p;
Rec.CryptoSize = trade.s;
string Change = (Math.Max(Rec.PreviousClose, trade.p) - Math.Min(Rec.PreviousClose, trade.p)).
ToString("0:00");
Rec.Change = double.Parse(Change);
Rec.ChangeTick = Rec.Change == 0 ? TickType.FlatTick
: Rec.Change < 0 ? TickType.DownTick : TickType.UpTick;
}
private CryptoTrade ConvertTrade(string symbol, Trade trade)
{
var data = new CryptoTrade()
{
Amount = trade.Size,
AmountQuote = trade.Size * trade.Price,
Side = ConvertSide(trade.Side),
Id = trade.Id.ToString(),
Price = trade.Price,
Timestamp = trade.Time.UtcDateTime,
Pair = symbol,
ExchangeName = ExchangeName,
Liquidation = trade.Liquidation
};
return(data);
}
private void OnCryptoTrade(CryptoTrade trade)
{
string Text;
if (IsJSONTextMode)
{
Text = JsonConvert.SerializeObject(trade);
}
else
{
Text = $"Trade: Pair: {trade.pair}, " +
$"Price: {trade.p}, Size: {trade.s}, " +
$"Trade ID: {trade.i}, Exchange ID: {trade.xt}, " +
$"Time: {PGBase.UnixTimestampMillisToESTDateTime( trade.t )} EST";
}
AppendText(Text);
}
private CryptoTrade ConvertTrade(Trade trade)
{
var data = new CryptoTrade()
{
Amount = trade.Size / trade.Price,
AmountQuote = trade.Size,
Side = ConvertSide(trade.Side),
Id = trade.TrdMatchId,
Price = trade.Price,
Timestamp = trade.Timestamp,
Pair = trade.Symbol,
ExchangeName = ExchangeName
};
return(data);
}
private CryptoTrade ConvertTrade(string symbol, MarketTradeDetailTickDataItem trade, DateTime serverTimestamp)
{
var data = new CryptoTrade
{
Amount = (double)trade.Amount,
AmountQuote = (double)(trade.Amount * trade.Price),
Side = ConvertSide(trade.Direction),
Id = trade.TradeId.ToString(),
Price = (double)trade.Price,
Timestamp = trade.Timestamp.UtcDateTime,
Pair = symbol,
ExchangeName = ExchangeName,
ServerTimestamp = serverTimestamp
};
return(data);
}
private CryptoTrade ConvertTrade(Trade trade)
{
var data = new CryptoTrade()
{
Amount = trade.Amount,
AmountQuote = trade.Amount * trade.Price,
Side = ConvertSide(trade.Amount),
Id = trade.Id.ToString(),
Price = trade.Price,
Timestamp = trade.Mts,
Pair = trade.Pair,
ExchangeName = ExchangeName,
ServerSequence = trade.ServerSequence,
ServerTimestamp = trade.ServerTimestamp
};
return(data);
}
private CryptoTrade ConvertTrade(Trade trade)
{
var data = new CryptoTrade()
{
Amount = trade.Quantity,
AmountQuote = trade.Quantity * trade.Price,
Side = ConvertSide(trade.Side),
Id = trade.TradeId.ToString(),
Price = trade.Price,
Timestamp = trade.TradeTime,
Pair = trade.Symbol,
MakerOrderId = trade.IsBuyerMaker ? trade.BuyerOrderId.ToString() : trade.SellerOrderId.ToString(),
TakerOrderId = trade.IsBuyerMaker ? trade.SellerOrderId.ToString() : trade.BuyerOrderId.ToString(),
ExchangeName = ExchangeName,
ServerTimestamp = trade.EventTime
};
return(data);
}
private CryptoTrade ConvertTrade(TradeResponse trade)
{
var data = new CryptoTrade()
{
Amount = trade.Size,
AmountQuote = trade.Size * trade.Price,
Side = ConvertSide(trade.TradeSide),
Id = trade.TradeId.ToString(),
Price = trade.Price,
Timestamp = trade.Time,
Pair = trade.ProductId,
MakerOrderId = trade.MakerOrderId,
TakerOrderId = trade.TakerOrderId,
ExchangeName = ExchangeName,
ServerSequence = trade.Sequence,
ServerTimestamp = trade.Time
};
return(data);
}
// =====>>>>>>>>>> JSONText Message Received
public override void OnWebSocketJSONText(string JSONText)
{
try
{
string ObjJSONText;
List <object> PGBaseList = JsonConvert.DeserializeObject <List <object> >(JSONText);
foreach (var PGBase in PGBaseList)
{
ObjJSONText = PGBase.ToString();
PolygonBase pGBase = JsonConvert.DeserializeObject <PolygonBase>(ObjJSONText);
switch (pGBase.ev)
{
case "XQ":
CryptoQuote quote = JsonConvert.DeserializeObject <CryptoQuote>(ObjJSONText);
if (quote != null)
{
OnCryptoQuoteEvent?.Invoke(quote);
}
break;
case "XT":
CryptoTrade trade = JsonConvert.DeserializeObject <CryptoTrade>(ObjJSONText);
if (trade != null)
{
OnCryptoTradeEvent?.Invoke(trade);
}
break;
case "XA":
CryptoAggregate cryptoAgg = JsonConvert.DeserializeObject <CryptoAggregate>(ObjJSONText);
if (cryptoAgg != null)
{
OnCryptoAggEvent?.Invoke(cryptoAgg);
}
break;
case "XS":
CryptoSIP CryptoSIPRef = JsonConvert.DeserializeObject <CryptoSIP>(ObjJSONText);
if (CryptoSIPRef != null)
{
OnCryptoSIPEvent?.Invoke(CryptoSIPRef);
}
break;
case "XL2":
CryptoLevel2 cryptoLevel2 = JsonConvert.DeserializeObject <CryptoLevel2>(ObjJSONText);
if (cryptoLevel2 != null)
{
OnCryptoLevel2Event?.Invoke(cryptoLevel2);
}
break;
case "status":
Status StatusIn = JsonConvert.DeserializeObject <Status>(ObjJSONText);
HandleStatusMessage(StatusIn);
break;
default:
break;
}
}
}
catch (System.Exception ex)
{
HandleJSONTextException("websocket_MessageReceived", JSONText, ex);
}
}
