public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this).ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
if (r.message.Equals("ok", StringComparison.InvariantCultureIgnoreCase) == false || r.result == null)
{
throw new ApiResponseException(r.message);
}
var response = r.result;
var asks = response.asks.Take(maxCount);
var bids = response.bids.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this).ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
r.TryGetValue(pairCode, out var response);
if (response == null)
{
throw new ApiResponseException("No depth info found");
}
var asks = response.sells.Take(maxCount);
var bids = response.buys.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i, 0, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i, 0, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var rRaw = await api.GetOrderBookAsync(pairCode, false).ConfigureAwait(false);
CheckResponseErrors(rRaw);
var r = rRaw.GetContent();
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var response = r.data;
var asks = response.asks.Take(maxCount);
var bids = response.bids.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.price, i.amount, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.price, i.amount, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var maxValidCount = OrderBookValidRecordsCount.Max();
var recordsCount = context.MaxRecordsCount == Int32.MaxValue ? maxValidCount : context.MaxRecordsCount;
CheckOrderRecordsInputNumber(recordsCount);
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var rRaw = await api.GetOrderBookAsync(pairCode, recordsCount).ConfigureAwait(false);
CheckResponseErrors(rRaw);
var r = rRaw.GetContent();
var orderBook = new OrderBook(Network, context.Pair);
foreach (var i in r.bids.Select(GetOrderBookRecordData))
{
orderBook.AddBid(i.Price, i.Volume, true);
}
foreach (var i in r.asks.Select(GetOrderBookRecordData))
{
orderBook.AddAsk(i.Price, i.Volume, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
if (context.Pair.Equals(new AssetPair("BTC", "JPY")) == false)
{
throw new ApiResponseException("Invalid asset pair - only btc_jpy is supported.");
}
var r = await api.GetOrderBookAsync().ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.asks.Take(maxCount);
var bids = r.bids.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this).ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = 1000;
var asks = context.MaxRecordsCount == int.MaxValue ? r.asks.Take(maxCount) : r.asks.Take(context.MaxRecordsCount);
var bids = context.MaxRecordsCount == int.MaxValue ? r.bids.Take(maxCount) : r.bids.Take(context.MaxRecordsCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var r = await api.GetOrderBookAsync(pairCode, maxCount).ConfigureAwait(false);
if (r.success == false)
{
throw new ApiResponseException(r.msg, this);
}
var orderBook = new OrderBook(Network, context.Pair);
var asks = r.data.SELL.Take(maxCount);
var bids = r.data.BUY.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this, '_').ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var bids = context.MaxRecordsCount.HasValue
? r.bids.Take(context.MaxRecordsCount.Value / 2)
: r.bids;
var asks = context.MaxRecordsCount.HasValue
? r.asks.Take(context.MaxRecordsCount.Value / 2)
: r.asks;
var orderBook = new OrderBook(Network, context.Pair);
foreach (var i in bids)
{
orderBook.AddBid(i[0], i[1]);
}
foreach (var i in asks)
{
orderBook.AddAsk(i[0], i[1]);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
if (context.Pair.Asset2.ToRemoteCode(this).Equals("BLR"))
{
var api = ApiProvider.GetApi(context);
var r = await api.GetOrderBookAsync(context.Pair.Asset1.ToRemoteCode(this)).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.asks.Take(maxCount);
var bids = r.bids.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
else
{
throw new ApiResponseException("Quote asset must be BLR", this);
}
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this, '_');
var r = await api.GetBoardAsync(pairCode).ConfigureAwait(false);
var bids = context.MaxRecordsCount == Int32.MaxValue
? r.bids
: r.bids.Take(context.MaxRecordsCount);
var asks = context.MaxRecordsCount == Int32.MaxValue
? r.asks
: r.asks.Take(context.MaxRecordsCount);
var orderBook = new OrderBook(Network, context.Pair);
foreach (var i in bids)
{
orderBook.AddBid(i.price, i.size);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.price, i.size);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
//This API only accepts a depth of 100 maximum.
var maxCount = Math.Min(100, context.MaxRecordsCount);
var r = await api.GetOrderBookAsync(pairCode, maxCount).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
if (r.success == false)
{
throw new ApiResponseException(r.message, this);
}
var response = r.result;
var asks = response.sell;
var bids = response.buy;
foreach (var i in bids)
{
orderBook.AddBid(i.rate, i.quantity, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.rate, i.quantity, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiPublicProvider.GetApi(context);
var r = await api.GetOrderBookAsync(context.Pair.Asset2.ShortCode, context.Pair.Asset1.ShortCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.asks.Take(maxCount);
var bids = r.bids.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var r = await api.GetOrderBookAsync(pairCode, false).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
if (r == null || r.error || r.data == null)
{
throw new ApiResponseException(r.errorMessage, this);
}
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var response = r.data;
var asks = response.asks.Take(maxCount);
var bids = response.bids.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.price, i.amount, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.price, i.amount, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this).ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.asks.Take(maxCount);
var bids = r.bids.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.price, i.volume, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.price, i.volume, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var currency = context.Pair.Asset2.ShortCode.ToLower();
var r = await api.GetOrderBookAsync(currency).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.asks.Take(maxCount);
var bids = r.bids.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.price, i.amount, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.price, i.amount, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this, '_');
var rRaw = context.MaxRecordsCount == Int32.MaxValue
? await api.GetOrderBookAsync(pairCode).ConfigureAwait(false)
: await api.GetOrderBookAsync(pairCode, context.MaxRecordsCount).ConfigureAwait(false);
CheckResponseErrors(rRaw);
var r = rRaw.GetContent();
if (r.bids == null || r.asks == null)
{
throw new AssetPairNotSupportedException(context.Pair, this);
}
var orderBook = new OrderBook(Network, context.Pair.Reversed); //POLONIEX IS REVERSING THE MARKET
foreach (var i in r.bids)
{
orderBook.AddBid(i[0], i[1], true); //HH: Confirmed reversed on https://poloniex.com/exchange#btc_btcd
}
foreach (var i in r.asks)
{
orderBook.AddAsk(i[0], i[1], true);
}
return(orderBook.AsPair(context.Pair));
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var rRaw = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
CheckResponseErrors(rRaw, context.Pair);
var r = rRaw.GetContent();
var orderBook = new OrderBook(Network, context.Pair.Reversed); //HH: This is the reversed pair that is returned.
var bids = context.MaxRecordsCount == Int32.MaxValue
? r.result.buy
: r.result.buy.Take(context.MaxRecordsCount);
var asks = context.MaxRecordsCount == Int32.MaxValue
? r.result.sell
: r.result.sell.Take(context.MaxRecordsCount);
foreach (var i in bids)
{
orderBook.AddBid(i.Rate, i.Quantity, true); //HH:CONFIRMED INVERTED ON https://bittrex.com/Market/Index?MarketName=BTC-BTCD
}
foreach (var i in asks)
{
orderBook.AddAsk(i.Rate, i.Quantity, true);
}
return(orderBook.AsPair(context.Pair));
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var maxCountEmperical = 500;
var r = context.MaxRecordsCount == Int32.MaxValue
? await api.GetOrderBookAsync(context.Pair.ToTicker(this), maxCountEmperical).ConfigureAwait(false)
: await api.GetOrderBookAsync(context.Pair.ToTicker(this), context.MaxRecordsCount).ConfigureAwait(false);
CheckResponseErrors(r);
var data = r.result.FirstOrDefault();
var orderBook = new OrderBook(Network, context.Pair);
var asks = data.Value.asks;
var bids = data.Value.bids;
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Price, i.Volume);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Price, i.Volume);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = GdaxApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var r = await api.GetProductOrderBookAsync(pairCode, OrderBookDepthLevel.FullNonAggregated).ConfigureAwait(false);
var bids = context.MaxRecordsCount == Int32.MaxValue
? r.bids.ToArray()
: r.bids.Take(context.MaxRecordsCount).ToArray();
var asks = context.MaxRecordsCount == Int32.MaxValue
? r.asks.ToArray()
: r.asks.Take(context.MaxRecordsCount).ToArray();
var orderBook = new OrderBook(Network, context.Pair);
foreach (var i in bids.Select(ConvertToOrderBookRecord))
{
orderBook.AddBid(i.Price, i.Size);
}
foreach (var i in asks.Select(ConvertToOrderBookRecord))
{
orderBook.AddAsk(i.Price, i.Size);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var body = new Dictionary <string, object>
{
{ "realCurrency", context.Pair.Asset2.ShortCode },
{ "cryptoCurrency", context.Pair.Asset1.ShortCode }
};
var r = await api.GetOrderBookAsync(body).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.data.asks.Take(maxCount);
var bids = r.data.bids.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.price, i.amount, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.price, i.amount, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var body = new Dictionary <string, object>
{
{ "productPair", pairCode }
};
var r = await api.GetOrderBookAsync(body).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.asks.Take(maxCount);
var bids = r.bids.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.px, i.qty, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.px, i.qty, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
if (!context.Pair.Asset2.Equals(Asset.Krw))
{
throw new AssetPairNotSupportedException(context.Pair, this);
}
var r = context.MaxRecordsCount == Int32.MaxValue
? await api.GetOrderBookAsync(context.Pair.Asset1.ToRemoteCode(this)).ConfigureAwait(false)
: await api.GetOrderBookAsync(context.Pair.Asset1.ToRemoteCode(this), context.MaxRecordsCount).ConfigureAwait(false);
CheckResponseErrors(r);
var orderBook = new OrderBook(Network, context.Pair);
foreach (var rBid in r.data.bids)
{
orderBook.AddBid(rBid.price, rBid.quantity, true);
}
foreach (var rAsk in r.data.asks)
{
orderBook.AddAsk(rAsk.price, rAsk.quantity, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
string pairCode = context.Pair.ToTicker(this);
var pairs = pairCode.Split('_');
if (pairs == null || pairs.Length < 2)
{
throw new ApiResponseException("Invalid asset pair passed as parameter");
}
var r = await api.GetOrderBookAsync(pairs[0].ToLower(), pairs[1].ToLower()).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.SellOrders.Take(maxCount);
var bids = r.BuyOrders.Take(maxCount);
foreach (var i in bids)
{
orderBook.AddBid(i.Price, i.Volume, true);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.Price, i.Volume, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this).ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
if (r.Count == 0 || r.TryGetValue(pairCode, out var response) == false)
{
throw new ApiResponseException("No order book returned", this);
}
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = response.asks.Take(maxCount);
var bids = response.bids.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this).ToLower();
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = 1000; // Used to limit number of records when no limit is set (because it's too big).
var asks = context.MaxRecordsCount == Int32.MaxValue ? r.asks.Take(maxCount) : r.asks.Take(context.MaxRecordsCount);
var bids = context.MaxRecordsCount == Int32.MaxValue ? r.bids.Take(maxCount) : r.bids.Take(context.MaxRecordsCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Price, i.Amount, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Price, i.Amount, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
CheckResponseErrors(r, context.Pair);
var orderBook = new OrderBook(Network, context.Pair);
var bids = context.MaxRecordsCount.HasValue
? r.result.buy.Take(context.MaxRecordsCount.Value / 2)
: r.result.buy;
var asks = context.MaxRecordsCount.HasValue
? r.result.sell.Take(context.MaxRecordsCount.Value / 2)
: r.result.sell;
foreach (var i in bids)
{
orderBook.AddBid(i.Rate, i.Quantity);
}
foreach (var i in asks)
{
orderBook.AddAsk(i.Rate, i.Quantity);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
if (!PairCodeToProductId.TryGetValue(context.Pair, out var productId))
{
throw new ApiResponseException("No product found with specified asset pair", this);
}
var api = ApiProvider.GetApi(context);
var r = await api.GetOrderBookAsync(productId).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var asks = r.sell_price_levels.Take(maxCount);
var bids = r.buy_price_levels.Take(maxCount);
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.AddBid(i.Item1, i.Item2, true);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.AddAsk(i.Item1, i.Item2, true);
}
return(orderBook);
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var r = await api.GetOrderBookAsync().ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair.Reversed);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
if (!context.Pair.Equals(new AssetPair("BTC", "GLD", this)))
{
throw new AssetPairNotSupportedException(context.Pair, this);
}
if (!r.status.Equals("success", StringComparison.OrdinalIgnoreCase))
{
throw new ApiResponseException("Error obtaining order books");
}
VaultoroSchema.OrderBookItemResponse[] arrAsks = null;
VaultoroSchema.OrderBookItemResponse[] arrBids = null;
foreach (var entry in r.data)
{
if (entry.b != null && entry.b.Length > 0)
{
arrBids = entry.b;
}
if (entry.s != null && entry.s.Length > 0)
{
arrAsks = entry.s;
}
}
if (arrAsks == null || arrBids == null)
{
throw new ApiResponseException("No order books found");
}
foreach (var i in arrBids.Take(maxCount))
{
orderBook.AddBid(i.Gold_Price, i.Gold_Amount, true);
}
foreach (var i in arrAsks.Take(maxCount))
{
orderBook.AddAsk(i.Gold_Price, i.Gold_Amount, true);
}
return(orderBook.AsPair(context.Pair));
}
public async Task <OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this, "");
var rRaw = context.MaxRecordsCount == Int32.MaxValue
? await api.GetOrderBookAsync(pairCode, 0).ConfigureAwait(false)
: await api.GetOrderBookAsync(pairCode, context.MaxRecordsCount).ConfigureAwait(false);
CheckResponseErrors(rRaw);
var r = rRaw.GetContent();
var buyAction = "buy";
var sellAction = "sell";
var buys = context.MaxRecordsCount == Int32.MaxValue
? r.Where(x => x.side.ToLower().Equals(buyAction)).OrderBy(x => x.id).ToList()
: r.Where(x => x.side.Equals(buyAction, StringComparison.OrdinalIgnoreCase)).OrderBy(x => x.id)
.Take(context.MaxRecordsCount).ToList();
var sells = context.MaxRecordsCount == Int32.MaxValue
? r.Where(x => x.side.ToLower().Equals(sellAction)).OrderBy(x => x.id).ToList()
: r.Where(x => x.side.Equals(sellAction, StringComparison.OrdinalIgnoreCase)).OrderBy(x => x.id)
.Take(context.MaxRecordsCount).ToList();
var orderBook = new OrderBook(Network, context.Pair);
foreach (var i in buys)
{
orderBook.AddBid(i.price, i.size);
}
foreach (var i in sells)
{
orderBook.AddAsk(i.price, i.size);
}
return(orderBook);
}
public async Task<OrderBook> GetOrderBookAsync(OrderBookContext context)
{
var api = ApiProvider.GetApi(context);
var pairCode = context.Pair.ToTicker(this);
var r = await api.GetOrderBookAsync(pairCode).ConfigureAwait(false);
var orderBook = new OrderBook(Network, context.Pair);
var maxCount = Math.Min(1000, context.MaxRecordsCount);
var response = r.payload;
var asks = response.asks.Take(maxCount);
var bids = response.bids.Take(maxCount);
foreach (var i in bids)
orderBook.AddBid(i.price, i.amount, true);
foreach (var i in asks)
orderBook.AddAsk(i.price, i.amount, true);
return orderBook;
}