public List <BaseBookWarrant> GetBookWarrants(List <BaseCurrencyPair> pairs, int limit = 100)
        {
            List <BaseBookWarrant> rezalt = new List <BaseBookWarrant>();

            if (limit > 5000)
            {
                limit = 5000;
            }
            WebConector wc       = new WebConector();
            string      api_name = "/api/v3/depth";

            foreach (var pair in pairs)
            {
                string pair_name       = pair.PairName;
                string paramtr         = "?&symbol=" + pair_name + "&limit=" + limit;
                string jsonRezalt      = wc.ReqwestGetAsync(string.Format("{0}{1}{2}", base_url, api_name, paramtr), new List <Tuple <string, string> >(), "").Result;
                var    jsonRezaltArray = JObject.Parse(jsonRezalt);
                if (jsonRezaltArray.Count > 0)
                {
                    BaseBookWarrant bbw = new BaseBookWarrant();
                    bbw.Name = pair_name;
                    bbw.Ask  = JArray.Parse(jsonRezaltArray["asks"].ToString()).ToObject <double[, ]>();
                    bbw.Bid  = JArray.Parse(jsonRezaltArray["bids"].ToString()).ToObject <double[, ]>();
                    double ask_amount = 0.0;
                    for (int i = 0; i < bbw.Ask.GetLength(0); i++)
                    {
                        ask_amount += bbw.Ask[i, 1];
                    }
                    bbw.Ask_amount   = ask_amount;
                    bbw.Ask_quantity = ask_amount / bbw.Ask.GetLength(0);
                    double bid_amount = 0.0;
                    for (int i = 0; i < bbw.Bid.GetLength(0); i++)
                    {
                        bid_amount += bbw.Bid[i, 1];
                    }
                    bbw.Bid_amount   = bid_amount;
                    bbw.Bid_quantity = bid_amount / bbw.Bid.GetLength(0);
                    rezalt.Add(bbw);
                }
            }
            return(rezalt);
        }
        public List <BaseBookWarrant> GetBookWarrants(List <BaseCurrencyPair> pairs, int limit)
        {
            if (pairs.Count > 1)
            {
                LastErrorInfo = "Suport only one pairs";
                return(new List <BaseBookWarrant>());
            }
            WebConector wc       = new WebConector();
            string      api_name = "public/Depth?pair=";

            foreach (ICurrencyPair pair in pairs)
            {
                api_name += pair.PairName;
            }
            if (limit > 0 && limit <= 1000)
            {
                api_name += "&count=" + limit.ToString();
            }
            string jsonRezalt             = wc.ReqwestGetAsync(string.Format(base_url, api_name), new List <Tuple <string, string> >(), "").Result;
            var    jsonRezaltArray        = JObject.Parse(jsonRezalt);
            var    books_json             = JObject.Parse(jsonRezaltArray["result"].ToString());
            List <BaseBookWarrant> rezalt = new List <BaseBookWarrant>();

            if (books_json.Count > 0)
            {
                foreach (ICurrencyPair cp in pairs)
                {
                    JToken          jwarant     = books_json[cp.PairName];
                    var             jasks       = JArray.Parse(jwarant["asks"].ToString());
                    var             jbids       = JArray.Parse(jwarant["bids"].ToString());
                    BaseBookWarrant bookWarrant = new BaseBookWarrant();
                    bookWarrant.Name = cp.PairName;
                    bookWarrant.Ask  = JArray.Parse(jasks.ToString()).ToObject <double[, ]>();
                    bookWarrant.Bid  = JArray.Parse(jbids.ToString()).ToObject <double[, ]>();
                    rezalt.Add(bookWarrant);
                }
            }

            return(rezalt);
        }
Example #3
0
        //
        public List <BaseBookWarrant> GetBookWarrants(List <BaseCurrencyPair> pairs, int limit)
        {
            //if (pairs.Count > 1)
            //{
            //    LastErrorInfo = "Suport only one pairs";
            //    return new List<BaseBookWarrant>();
            //}
            WebConector            wc     = new WebConector();
            List <BaseBookWarrant> rezalt = new List <BaseBookWarrant>();

            foreach (ICurrencyPair pair in pairs)
            {
                string api_name = "book/";
                api_name += pair.PairName;

                api_name += "/P0";
                if (limit == 25 || limit == 100)
                {
                    api_name += "?len=" + limit.ToString();
                }
                string jsonRezalt      = wc.ReqwestGetAsync(string.Format(base_url, api_name), new List <Tuple <string, string> >(), "").Result;
                var    jsonRezaltArray = JArray.Parse(jsonRezalt);

                if (jsonRezaltArray.Count > 0)
                {
                    foreach (var cp in jsonRezaltArray)
                    {
                        BaseBookWarrant bookWarrant = new BaseBookWarrant();
                        bookWarrant.Name = pairs.First().PairName;
                        var buff = JArray.Parse(cp.ToString()).ToObject <double[]>();
                        bookWarrant.Ask_amount   = buff[2];
                        bookWarrant.Ask_quantity = buff[1];
                        bookWarrant.Ask_top      = buff[0];
                        rezalt.Add(bookWarrant);
                    }
                }
            }
            return(rezalt);
        }
        public List <BaseBookWarrant> GetBookWarrants(List <BaseCurrencyPair> pairs, int limit)
        {
            WebConector wc       = new WebConector();
            string      api_name = "order_book/?pair=";

            foreach (ICurrencyPair pair in pairs)
            {
                api_name += pair.PairName + ",";
            }
            if (limit > 0 && limit <= 1000)
            {
                api_name += "&limit=" + limit.ToString();
            }
            string jsonRezalt             = wc.ReqwestGetAsync(string.Format(base_url, api_name), new List <Tuple <string, string> >(), "").Result;
            var    jsonRezaltArray        = JObject.Parse(jsonRezalt);
            List <BaseBookWarrant> rezalt = new List <BaseBookWarrant>();

            if (jsonRezaltArray.Count > 0)
            {
                foreach (ICurrencyPair cp in pairs)
                {
                    BaseBookWarrant bookWarrant = new BaseBookWarrant();
                    bookWarrant.Name = cp.PairName;
                    JToken jwarant = jsonRezaltArray[cp.PairName];
                    bookWarrant.Ask_quantity = (double)jwarant["ask_quantity"];
                    bookWarrant.Ask_amount   = (double)jwarant["ask_amount"];
                    bookWarrant.Ask_top      = (double)jwarant["ask_top"];
                    bookWarrant.Bid_quantity = (double)jwarant["bid_quantity"];
                    bookWarrant.Bid_amount   = (double)jwarant["bid_amount"];
                    bookWarrant.Bid_top      = (double)jwarant["bid_top"];
                    bookWarrant.Ask          = JArray.Parse(jwarant["ask"].ToString()).ToObject <double[, ]>();
                    bookWarrant.Bid          = JArray.Parse(jwarant["bid"].ToString()).ToObject <double[, ]>();
                    rezalt.Add(bookWarrant);
                }
            }

            return(rezalt);
        }