public TickerEventArgs(BinanceTicker ticker) : this()
{
var data = ticker.Data;
var symbol = OrderBookEventArgs.ParseSymbol(data.Symbol);
BinanceTicker = data;
Instrument1 = symbol[0];
Instrument2 = symbol[1];
OpenTime = StartTime.AddMilliseconds(data.OpenTimeStatistics);
CloseTime = StartTime.AddMilliseconds(data.CloseTimeStatistics);
Exchange = ExchangeName.Binance;
}
protected override void On24HourTickerRecvCore(BinanceTicker t, string[] item)
{
if (t == null)
{
throw new DllNotFoundException("binance symbol not found " + item[2]);
}
t.Change = FastValueConverter.Convert(item[4]);
t.HighestBid = 0;
t.LowestAsk = 0;
t.Last = FastValueConverter.Convert(item[6]);
t.Hr24High = FastValueConverter.Convert(item[9]);
t.Hr24Low = FastValueConverter.Convert(item[10]);
t.BaseVolume = FastValueConverter.Convert(item[11]);
t.Volume = FastValueConverter.Convert(item[12]);
}
protected override void UpdateTickerInfo(BinanceTicker t, JObject item)
{
if (t == null)
{
return;
}
t.Last = item.Value <double>("lastPrice");
t.LowestAsk = 0;
t.HighestBid = 0;
t.Change = item.Value <double>("priceChangePercent");
t.BaseVolume = item.Value <double>("volume");
t.Volume = item.Value <double>("quoteVolume");
t.Hr24High = item.Value <double>("highPrice");
t.Hr24Low = item.Value <double>("lowPrice");
}
public void Subscribe()
{
this.WebSocket = new WebSocket(this.url);
this.WebSocket.OnMessage += (sender, e) =>
{
lock (this.lockObject)
{
this.Ticker = JsonConvert.DeserializeObject <BinanceTicker>(e.Data, new MillisecondsToDateTimeConverter());
}
};
this.WebSocket.OnError += (sender, e) =>
{
};
this.WebSocket.Connect();
}
public static ProxyCoinTickerData MapBinanceTicker(BinanceTicker ticker)
{
return(new ProxyCoinTickerData
{
Exchange = Constant.Binance,
Ask = ticker.Price == 0 ? ticker.Ask : ticker.Price,
Bid = ticker.Price == 0 ? ticker.Bid : ticker.Price,
Coin = ticker.Coin,
Last = ticker.Price == 0 ? ticker.Last : ticker.Price,
Market = ticker.Market,
TimeStamp = DateTime.Now,
High = ticker.High,
Volume = ticker.Volume,
Low = ticker.Low,
PrevDayLast = ticker.PrevLastPrice
});
}
