private OrderBookLevel ConvertLevel(BookLevel x, CryptoOrderSide side, string pair) { return(new OrderBookLevel( x.Price.ToString(CultureInfo.InvariantCulture), side, (double)x.Price, (double)x.Size, null, // TODO: really null? pair)); }
public static OrderBookLevel CreateLevel(string pair, double? price, CryptoOrderSide side, string key = null) { return new OrderBookLevel( key ?? CreateKey(price,side), side, null, null, null, pair == null ? null : CryptoPairsHelper.Clean(pair) ); }
private CryptoOrder GetOrderMock(string clientId, string pair, CryptoOrderSide side) { return(CryptoOrder.Mock( clientId, pair, side, _random.Next(10, 10000), _random.Next(1, 1000), CryptoOrderType.Market, DateTime.UtcNow )); }
private OrderBookLevel[] ConvertLevels(Binance.Client.Websocket.Responses.Books.OrderBookLevel[] books, string pair, CryptoOrderSide side) { if (books == null) { return(new OrderBookLevel[0]); } return(books .Select(x => ConvertLevel(x, pair, side)) .ToArray()); }
/// <summary> /// Level constructor /// </summary> public OrderBookLevel(string id, CryptoOrderSide side, double?price, double?amount, int?count, string pair) { Id = id; Side = side; Price = price; Count = count; Amount = amount; Pair = pair == null ? null : CryptoPairsHelper.Clean(pair); Price = Price; Amount = Abs(Amount); Count = Abs(Count); }
private OrderBookLevel ConvertLevel(Binance.Client.Websocket.Responses.Books.OrderBookLevel x, string pair, CryptoOrderSide side) { return(new OrderBookLevel ( x.Price.ToString(CultureInfo.InvariantCulture), side, x.Price, x.Quantity, null, pair )); }
private OrderBookLevel ConvertLevel(BookLevel x, CryptoOrderSide side, string pair) { return(new OrderBookLevel ( x.OrderId > 0 ? x.OrderId.ToString(CultureInfo.InvariantCulture) : x.Price.ToString(CultureInfo.InvariantCulture), side, x.Price, x.Amount, null, pair )); }
public static string CreateKey(double? price, CryptoOrderSide side) { var sideSafe = side == CryptoOrderSide.Bid ? "bid" : "ask"; return $"{price}-{sideSafe}"; }
public static OrderBookLevel CreateLevelById(string pair, double?price, double?amount, CryptoOrderSide side, int?count = 3, string key = null) { return(new OrderBookLevel( key ?? CreateKey(price, side), side, null, amount, count, pair == null ? null : CryptoPairsHelper.Clean(pair) )); }