private void BooksRunner(object _object)
{
string _pair = _object.ToString();
string _url = $"/api/spot/v3/instruments/{_pair}/book?size=10";
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
string _result = "";
while (this.Running)
{
Thread.Sleep(1000);
try
{
WebClientPlus _client = new WebClientPlus(10000);
_result = _client.DownloadString($"{this.HttpUrl}{_url}");
_client.Dispose();
JObject _json = JObject.Parse(_result);
BookItems _asks = new BookItems(MarketSide.Ask);
BookItems _bids = new BookItems(MarketSide.Bid);
this.Books.Timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow);
foreach (var _item in _json["asks"])
{
decimal _price = decimal.Parse(_item[0].Value <string>(), System.Globalization.NumberStyles.Float);
decimal _amount = decimal.Parse(_item[1].Value <string>(), System.Globalization.NumberStyles.Float);
_asks.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _json["bids"])
{
decimal _price = decimal.Parse(_item[0].Value <string>(), System.Globalization.NumberStyles.Float);
decimal _amount = decimal.Parse(_item[1].Value <string>(), System.Globalization.NumberStyles.Float);
_bids.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
BookItems _asksLimit = new BookItems(MarketSide.Ask);
BookItems _bidsLimit = new BookItems(MarketSide.Bid);
foreach (var _item in _asks.OrderBy(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_asksLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _bids.OrderByDescending(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_bidsLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
this.Books[_pair, MarketSide.Ask] = _asksLimit;
this.Books[_pair, MarketSide.Bid] = _bidsLimit;
}
catch (Exception _ex)
{
this.OnLog($"GetBooks Error:{_result}");
this.OnLog($"GetBooks Error:{_ex.ToString()}");
}
}
}
private void BooksRunner(object _object)
{
string _pair = _object.ToString();
string _url = $"/{_pair}/depth";
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
string _result = "";
while (this.Running)
{
Thread.Sleep(1000);
try
{
WebClientPlus _client = new WebClientPlus(5000);
_result = _client.DownloadString($"{this.UrlPublic}{_url}");
_client.Dispose();
JObject _json = JObject.Parse(_result);
BookItems _asks = new BookItems(MarketSide.Ask);
BookItems _bids = new BookItems(MarketSide.Bid);
this.Books.Timestamp = _json["data"]["timestamp"].Value <long>();
foreach (var _item in _json["data"]["asks"])
{
decimal _price = _item[0].Value <decimal>();
decimal _amount = _item[1].Value <decimal>();
_asks.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _json["data"]["bids"])
{
decimal _price = _item[0].Value <decimal>();
decimal _amount = _item[1].Value <decimal>();
_bids.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
BookItems _asksLimit = new BookItems(MarketSide.Ask);
BookItems _bidsLimit = new BookItems(MarketSide.Bid);
foreach (var _item in _asks.OrderBy(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_asksLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _bids.OrderByDescending(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_bidsLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
this.Books[_pair, MarketSide.Ask] = _asksLimit;
this.Books[_pair, MarketSide.Bid] = _bidsLimit;
}
catch (Exception _ex)
{
this.OnLog($"GetBooks Error:{_result}");
this.OnLog($"GetBooks Error:{_ex.ToString()}");
}
}
}
private void BooksRunner(object _object)
{
string _pair = _object.ToString();
string _url = $"/v1.1/public/getorderbook?market={_pair}&type=both";
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
string _result = "";
while (this.Running)
{
Thread.Sleep(1000);
try
{
WebClientPlus _client = new WebClientPlus(5000);
_result = _client.DownloadString($"{this.HttpUrl}{_url}");
_client.Dispose();
JObject _json = JObject.Parse(_result);
BookItems _asks = new BookItems(MarketSide.Ask);
BookItems _bids = new BookItems(MarketSide.Bid);
this.Books.Timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow);
foreach (var _item in _json["result"]["sell"])
{
decimal _price = _item["Rate"].Value <decimal>();
decimal _amount = _item["Quantity"].Value <decimal>();
_asks.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _json["result"]["buy"])
{
decimal _price = _item["Rate"].Value <decimal>();
decimal _amount = _item["Quantity"].Value <decimal>();
_bids.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
BookItems _asksLimit = new BookItems(MarketSide.Ask);
BookItems _bidsLimit = new BookItems(MarketSide.Bid);
foreach (var _item in _asks.OrderBy(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_asksLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _bids.OrderByDescending(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_bidsLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
this.Books[_pair, MarketSide.Ask] = _asksLimit;
this.Books[_pair, MarketSide.Bid] = _bidsLimit;
}
catch (Exception _ex)
{
this.OnLog($"GetBooks Error:{_result}");
this.OnLog($"GetBooks Error:{_ex.ToString()}");
}
}
}
