public void Initialize()
{
depth = new MtGoxDepthInfo();
tradeListInFiveMin = new List<MtGoxTrade>();
tradeListInOneMin = new List<MtGoxTrade>();
ticker = new MtGoxTickerItem();
for (int i = 0; i < 100; i++)
{
MtGoxAsk a = new MtGoxAsk();
a.amount = i + 1;
a.price = i + 1;
depth.asks.Add(a);
MtGoxBid b = new MtGoxBid();
b.amount = i + 1;
b.price = i + 1;
depth.bids.Add(b);
MtGoxTrade t = new MtGoxTrade();
t.amount = i + 1;
t.price = i + 1;
tradeListInFiveMin.Add(t);
tradeListInOneMin.Add(t);
}
ticker.last = 5;
}
public static MtGoxDepthInfo getObjects(string jsonDataStr)
{
MtGoxDepthInfo depthInfo = new MtGoxDepthInfo();
string json = jsonDataStr;
var serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new[] { new DynamicJsonConverter() });
dynamic obj = serializer.Deserialize(json, typeof(object));
double itemPrice = 0, itemAmount = 0, lastPrice = 0, amount = 0, btcCount = 0, fundCount = 0;
int itemNO = 0;
for (int i = 0; i < obj.asks.Count; i++)
{
MtGoxAsk aa = new MtGoxAsk();
aa.price = double.Parse(obj.asks[i][0].ToString());
aa.amount = double.Parse(obj.asks[i][1].ToString());
depthInfo.asks.Add(aa);
itemPrice = aa.price;
itemAmount = aa.amount;
itemPrice = Math.Round(itemPrice, 2);
if ( i == 0 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.askGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (i > 1500)
break;
}
itemPrice = 0;
itemAmount = 0; lastPrice = 0; amount = 0; btcCount = 0; fundCount = 0;
itemNO = 0;
for (int i = obj.bids.Count - 1, j = 0; i >= 0; i--, j++)
{
MtGoxBid bb = new MtGoxBid();
bb.price = double.Parse(obj.bids[i][0].ToString());
bb.amount = double.Parse(obj.bids[i][1].ToString());
depthInfo.bids.Add(bb);
itemPrice = bb.price;
itemAmount = bb.amount;
itemPrice = Math.Round(itemPrice, 2);
if (i == obj.bids.Count - 1 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.bidGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (j > 1500)
break;
}
return depthInfo;
}
public static MtGoxDepthInfo getObjects(string jsonDataStr)
{
MtGoxDepthInfo depthInfo = new MtGoxDepthInfo();
string json = jsonDataStr;
var serializer = new JavaScriptSerializer();
serializer.RegisterConverters(new[] { new DynamicJsonConverter() });
dynamic obj = serializer.Deserialize(json, typeof(object));
double itemPrice = 0, itemAmount = 0, lastPrice = 0, amount = 0, btcCount = 0, fundCount = 0;
int itemNO = 0;
for (int i = 0; i < obj.asks.Count; i++)
{
MtGoxAsk aa = new MtGoxAsk();
aa.price = double.Parse(obj.asks[i][0].ToString());
aa.amount = double.Parse(obj.asks[i][1].ToString());
depthInfo.asks.Add(aa);
itemPrice = aa.price;
itemAmount = aa.amount;
itemPrice = Math.Round(itemPrice, 2);
if (i == 0 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.askGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (i > 1500)
{
break;
}
}
itemPrice = 0;
itemAmount = 0; lastPrice = 0; amount = 0; btcCount = 0; fundCount = 0;
itemNO = 0;
for (int i = obj.bids.Count - 1, j = 0; i >= 0; i--, j++)
{
MtGoxBid bb = new MtGoxBid();
bb.price = double.Parse(obj.bids[i][0].ToString());
bb.amount = double.Parse(obj.bids[i][1].ToString());
depthInfo.bids.Add(bb);
itemPrice = bb.price;
itemAmount = bb.amount;
itemPrice = Math.Round(itemPrice, 2);
if (i == obj.bids.Count - 1 || Math.Abs(lastPrice - itemPrice) < epsilon)
{
amount += itemAmount;
itemNO++;
btcCount += itemAmount;
fundCount += itemPrice * itemAmount;
}
else
{
DepthInfoItem a = new DepthInfoItem();
a.Price = lastPrice;
a.ItemNO = itemNO;
a.FundCount = fundCount;
a.BtcCount = btcCount;
a.Amount = amount;
depthInfo.bidGroup.Add(a);
itemNO = 0;
amount = 0;
}
lastPrice = itemPrice;
if (j > 1500)
{
break;
}
}
return(depthInfo);
}
