public void GetTicker(BitFinexTicker info) {
string address = string.Format("https://bittrex.com/api/v1.1/public/getticker?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch(Exception) {
return;
}
if(bytes == null)
return;
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return;
string[] res = JSonHelper.Default.DeserializeObject(bytes, ref startIndex, new string[] { "Bid", "Ask", "Last" });
if(res == null)
return;
info.HighestBid = FastValueConverter.Convert(res[0]);
info.LowestAsk = FastValueConverter.Convert(res[1]);
info.Last = FastValueConverter.Convert(res[2]);
info.Time = DateTime.UtcNow;
info.UpdateHistoryItem();
}
public override bool UpdateCurrencies() {
string address = "https://bittrex.com/api/v1.1/public/getcurrencies";
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch(Exception) {
return false;
}
if(bytes == null)
return false;
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return false;
List<string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Currency", "CurrencyLong", "MinConfirmation", "TxFee", "IsActive", "CoinType", "BaseAddress", "Notice" });
for(int i = 0; i < res.Count; i++) {
string[] item = res[i];
string currency = item[0];
BitFinexCurrencyInfo c = (BitFinexCurrencyInfo)Currencies.FirstOrDefault(curr => curr.Currency == currency);
if(c == null) {
c = new BitFinexCurrencyInfo();
c.Currency = item[0];
c.CurrencyLong = item[1];
c.MinConfirmation = int.Parse(item[2]);
c.TxFee = FastValueConverter.Convert(item[3]);
c.CoinType = item[5];
c.BaseAddress = item[6];
Currencies.Add(c);
}
c.IsActive = item[4].Length == 4;
}
return true;
}
public override bool UpdateTicker(Ticker tickerBase) {
byte[] bytes = null;
try {
bytes = GetDownloadBytes(string.Format("https://api.bitfinex.com/v2/ticker/{0}", ((BitFinexTicker)tickerBase).MarketName));
}
catch(Exception e) {
Debug.WriteLine(e.ToString());
return false;
}
if(bytes == null)
return false;
int startIndex = 0;
string[] item = JSonHelper.Default.DeserializeArray(bytes, ref startIndex, 9);
BitFinexTicker ticker = (BitFinexTicker)tickerBase;
ticker.HighestBid = FastValueConverter.Convert(item[0]);
ticker.LowestAsk = FastValueConverter.Convert(item[2]);
ticker.Change = FastValueConverter.Convert(item[4]);
ticker.Last = FastValueConverter.Convert(item[5]);
ticker.Volume = FastValueConverter.Convert(item[6]);
ticker.Hr24High = FastValueConverter.Convert(item[7]);
ticker.Hr24Low = FastValueConverter.Convert(item[8]);
ticker.Time = DateTime.Now;
ticker.UpdateHistoryItem();
return true;
}
public override bool UpdateTickersInfo() {
byte[] bytes = null;
try {
bytes = GetDownloadBytes(TickersUpdateAddress);
}
catch(Exception e) {
Debug.WriteLine(e.ToString());
return false;
}
if(bytes == null)
return false;
int startIndex = 0;
List<string[]> list = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 11);
for(int i = 0; i < list.Count; i++) {
string[] item = list[i];
BitFinexTicker ticker = (BitFinexTicker)Tickers.FirstOrDefault(t => t.CurrencyPair == item[0]);
ticker.HighestBid = FastValueConverter.Convert(item[1]);
ticker.LowestAsk = FastValueConverter.Convert(item[3]);
ticker.Change = FastValueConverter.Convert(item[6]);
ticker.Last = FastValueConverter.Convert(item[7]);
ticker.Volume = FastValueConverter.Convert(item[8]);
ticker.Hr24High = FastValueConverter.Convert(item[9]);
ticker.Hr24Low = FastValueConverter.Convert(item[10]);
}
return true;
}
public TradingResult OnTradingResult(AccountInfo account, Ticker ticker, string text)
{
try {
JObject obj = JsonConvert.DeserializeObject <JObject>(text);
JObject error = obj.Value <JObject>("error");
if (error != null)
{
LogManager.Default.Error(this, "trade", error.Value <string>("message"));
return(null);
}
TradingResult res = new TradingResult();
res.OrderId = obj.Value <string>("orderID");
res.Date = Convert.ToDateTime(obj.Value <string>("transactTime"));
res.Amount = FastValueConverter.Convert(obj.Value <string>("orderQty"));
res.Type = obj.Value <string>("side")[0] == 'B' ? OrderType.Buy : OrderType.Sell;
res.Value = FastValueConverter.Convert(obj.Value <string>("price"));
res.OrderStatus = obj.Value <string>("ordStatus");
res.Filled = res.OrderStatus == "Filled";
res.Total = res.Amount;
return(res);
}
catch (Exception e) {
Telemetry.Default.TrackException(e);
return(null);
}
}
protected void On24HourTickerRecv(string[] item)
{
string symbolName = item[2];
Ticker first = null;
for (int i = 0; i < Tickers.Count; i++)
{
Ticker tt = Tickers[i];
if (tt.Name == symbolName)
{
first = tt;
break;
}
}
BinanceTicker t = (BinanceTicker)first;
if (t == null)
{
throw new DllNotFoundException("binance symbol not found " + symbolName);
}
t.Change = FastValueConverter.Convert(item[4]);
t.HighestBid = FastValueConverter.Convert(item[9]);
t.LowestAsk = FastValueConverter.Convert(item[11]);
t.Hr24High = FastValueConverter.Convert(item[14]);
t.Hr24Low = FastValueConverter.Convert(item[15]);
t.BaseVolume = FastValueConverter.Convert(item[16]);
t.Volume = FastValueConverter.Convert(item[17]);
t.UpdateTrailings();
lock (t) {
RaiseTickerChanged(t);
}
}
protected virtual void OnKlineItemRecv(Ticker ticker, string[] item)
{
long dt = FastValueConverter.ConvertPositiveLong(item[0]);
DateTime time = FromUnixTime(dt);
CandleStickIntervalInfo info = null;
for (int ci = 0; ci < AllowedCandleStickIntervals.Count; ci++)
{
CandleStickIntervalInfo i = AllowedCandleStickIntervals[ci];
if (i.Command == item[3])
{
info = i;
break;
}
}
if (ticker.CandleStickPeriodMin != info.Interval.TotalMinutes)
{
return;
}
//Debug.WriteLine(item[6] + " " + item[7] + " " + item[8] + " " + item[9]);
lock (ticker.CandleStickData) {
CandleStickData data = new CandleStickData();
data.Time = time;
data.Open = FastValueConverter.Convert(item[6]);
data.Close = FastValueConverter.Convert(item[7]);
data.High = FastValueConverter.Convert(item[8]);
data.Low = FastValueConverter.Convert(item[9]);
data.Volume = FastValueConverter.Convert(item[10]);
data.QuoteVolume = FastValueConverter.Convert(item[13]);
ticker.UpdateCandleStickData(data);
}
}
public override bool UpdateBalances(AccountInfo account)
{
if (Currencies.Count == 0)
{
if (!GetCurrenciesInfo())
{
return(false);
}
}
string address = string.Format("https://bittrex.com/api/v1.1/account/getbalances?apikey={0}&nonce={1}", Uri.EscapeDataString(account.ApiKey), GetNonce());
WebClient client = GetWebClient();
client.Headers.Clear();
client.Headers.Add("apisign", account.GetSign(address));
try {
byte[] bytes = client.DownloadData(address);
if (bytes == null)
{
return(false);
}
int startIndex = 1;
if (!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
{
return(false);
}
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] {
"Currency",
"Balance",
"Available",
"Pending",
"CryptoAddress"
});
foreach (string[] item in res)
{
BitFinexAccountBalanceInfo binfo = (BitFinexAccountBalanceInfo)account.Balances.FirstOrDefault(b => b.Currency == item[0]);
if (binfo == null)
{
binfo = new BitFinexAccountBalanceInfo(account);
binfo.Currency = item[0];
account.Balances.Add(binfo);
}
//info.Balance = FastDoubleConverter.Convert(item[1]);
binfo.Available = FastValueConverter.Convert(item[2]);
//info.Pending = FastDoubleConverter.Convert(item[3]);
binfo.DepositAddress = item[4];
}
}
catch (Exception) {
return(false);
}
return(true);
}
public override bool UpdateTrades(Ticker info)
{
string address = string.Format("https://bittrex.com/api/v1.1/public/getmarkethistory?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(false);
}
if (bytes == null)
{
return(false);
}
int startIndex = 1;
if (!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
{
return(false);
}
long lastId = info.TradeHistory.Count > 0 ? info.TradeHistory.First().Id : -1;
string lastIdString = lastId.ToString();
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Id", "TimeStamp", "Quantity", "Price", "Total", "FillType", "OrderType" },
(itemIndex, paramIndex, value) => {
return(paramIndex != 0 || lastIdString != value);
});
if (res == null || res.Count == 0)
{
return(true);
}
int index = 0;
lock (info) {
foreach (string[] obj in res)
{
TradeInfoItem item = new TradeInfoItem(null, info);
item.Id = Convert.ToInt64(obj[0]);
item.Time = Convert.ToDateTime(obj[1]);
item.AmountString = obj[2];
item.RateString = obj[3];
item.Total = FastValueConverter.Convert(obj[4]);
item.Type = obj[6].Length == 3 ? TradeType.Buy : TradeType.Sell;
item.Fill = obj[5].Length == 4 ? TradeFillType.Fill : TradeFillType.PartialFill;
info.TradeHistory.Insert(index, item);
index++;
}
}
info.RaiseTradeHistoryAdd();
return(true);
}
public override List <TradeInfoItem> GetTrades(Ticker info, DateTime starTime)
{
string address = string.Format("https://bittrex.com/api/v1.1/public/getmarkethistory?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(null);
}
if (bytes == null)
{
return(null);
}
int startIndex = 1;
if (!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
{
return(null);
}
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Id", "TimeStamp", "Quantity", "Price", "Total", "FillType", "OrderType" },
(itemIndex, paramIndex, value) => {
return(paramIndex != 1 || Convert.ToDateTime(value) >= starTime);
});
if (res == null)
{
return(null);
}
List <TradeInfoItem> list = new List <TradeInfoItem>();
int index = 0;
foreach (string[] obj in res)
{
TradeInfoItem item = new TradeInfoItem(null, info);
item.Id = Convert.ToInt64(obj[0]);
item.Time = Convert.ToDateTime(obj[1]);
item.AmountString = obj[2];
item.RateString = obj[3];
item.Total = FastValueConverter.Convert(obj[4]);
item.Type = obj[6].Length == 3 ? TradeType.Buy : TradeType.Sell;
item.Fill = obj[5].Length == 4 ? TradeFillType.Fill : TradeFillType.PartialFill;
list.Insert(index, item);
index++;
}
return(list);
}
public override BindingList <CandleStickData> GetCandleStickData(Ticker ticker, int candleStickPeriodMin, DateTime startUtc, long periodInSeconds)
{
long startSec = (long)(startUtc.Subtract(epoch)).TotalSeconds;
long end = startSec + periodInSeconds;
CandleStickIntervalInfo info = AllowedCandleStickIntervals.FirstOrDefault(i => i.Interval.TotalMinutes == candleStickPeriodMin);
string address = string.Format("https://api.binance.com/api/v1/klines?symbol={0}&interval={1}&startTime={2}&endTime={3}&limit=10000",
Uri.EscapeDataString(ticker.CurrencyPair), info.Command, startSec * 1000, end * 1000);
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(null);
}
if (bytes == null || bytes.Length == 0)
{
return(null);
}
DateTime startTime = epoch;
BindingList <CandleStickData> list = new BindingList <CandleStickData>();
int startIndex = 0;
List <string[]> res = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 12);
if (res == null)
{
return(list);
}
foreach (string[] item in res)
{
CandleStickData data = new CandleStickData();
data.Time = startTime.AddMilliseconds(FastValueConverter.ConvertPositiveLong(item[0])).ToLocalTime();
data.Open = FastValueConverter.Convert(item[1]);
data.High = FastValueConverter.Convert(item[2]);
data.Low = FastValueConverter.Convert(item[3]);
data.Close = FastValueConverter.Convert(item[4]);
data.Volume = FastValueConverter.Convert(item[5]);
data.QuoteVolume = FastValueConverter.Convert(item[7]);
data.BuyVolume = FastValueConverter.Convert(item[9]);
data.SellVolume = data.Volume - data.BuyVolume;
data.BuySellVolume = data.BuyVolume - data.SellVolume;
list.Add(data);
}
//List<TradeInfoItem> trades = GetTradeVolumesForCandleStick(ticker, startSec * 1000, end * 1000);
//CandleStickChartHelper.InitializeVolumes(list, trades, ticker.CandleStickPeriodMin);
return(list);
}
public override BindingList <CandleStickData> GetCandleStickData(Ticker ticker, int candleStickPeriodMin, DateTime start, long periodInSeconds)
{
long startSec = (long)(start.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
long end = startSec + periodInSeconds;
string address = string.Format("https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName={0}&tickInterval={1}&_={2}",
Uri.EscapeDataString(ticker.CurrencyPair), GetInvervalCommand(candleStickPeriodMin), GetNonce());
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(null);
}
if (bytes == null || bytes.Length == 0)
{
return(null);
}
BindingList <CandleStickData> list = new BindingList <CandleStickData>();
int startIndex = 1;
if (!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
{
return(list);
}
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "O", "H", "L", "C", "V", "T", "BV" });
if (res == null)
{
return(list);
}
foreach (string[] item in res)
{
CandleStickData data = new CandleStickData();
data.Time = Convert.ToDateTime(item[5]);
data.High = FastValueConverter.Convert(item[1]);
data.Low = FastValueConverter.Convert(item[2]);
data.Open = FastValueConverter.Convert(item[0]);
data.Close = FastValueConverter.Convert(item[3]);
data.Volume = FastValueConverter.Convert(item[6]);
data.QuoteVolume = FastValueConverter.Convert(item[4]);
data.WeightedAverage = 0;
list.Add(data);
}
return(list);
}
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]);
}
bool OnGetAccountTrades(AccountInfo account, Ticker ticker, byte[] bytes) {
if(bytes == null)
return false;
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return false;
string tradeUuid = ticker.MyTradeHistory.Count == 0 ? null : ticker.MyTradeHistory.First().IdString;
List<string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] {
"OrderUuid", // 0
"Exchange", // 1
"TimeStamp", // 2
"OrderType", // 3
"Limit", // 4
"Quantity", // 5
"QuantityRemaining", // 6
"Commission", // 7
"Price", // 8
"PricePerUnit", // 9
"IsConditional",
"Condition",
"ConditionTarget",
"ImmediateOrCancel",
},
(itemIndex, paramIndex, value) => {
return paramIndex != 0 || value != tradeUuid;
});
if(res == null)
return false;
if(res.Count == 0)
return true;
int index = 0;
for(int i = 0; i < res.Count; i++) {
string[] obj = res[i];
TradeInfoItem item = new TradeInfoItem(account, ticker);
item.IdString = obj[0];
item.Type = obj[3] == "LIMIT_BUY" ? TradeType.Buy : TradeType.Sell;
item.AmountString = obj[5];
item.RateString = obj[9];
item.Fee = FastValueConverter.Convert(obj[7]);
item.Total = FastValueConverter.Convert(obj[8]);
item.TimeString = obj[2];
ticker.MyTradeHistory.Insert(index, item);
index++;
}
return true;
}
public bool GetTrades(BitFinexTicker info)
{
string address = string.Format("https://bittrex.com/api/v1.1/public/getmarkethistory?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(false);
}
if (bytes == null)
{
return(false);
}
int startIndex = 1;
if (!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
{
return(false);
}
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Id", "TimeStamp", "Quantity", "Price", "Total", "FillType", "OrderType" });
if (res == null)
{
return(false);
}
lock (info) {
info.TradeHistory.Clear();
foreach (string[] obj in res)
{
TradeInfoItem item = new TradeInfoItem(null, info);
item.Id = Convert.ToInt64(obj[0]);;
item.Time = Convert.ToDateTime(obj[1]);
item.AmountString = obj[2];
item.RateString = obj[3];
item.Total = FastValueConverter.Convert(obj[4]);
item.Type = obj[6].Length == 3 ? TradeType.Buy : TradeType.Sell;
item.Fill = obj[5].Length == 4 ? TradeFillType.Fill : TradeFillType.PartialFill;
info.TradeHistory.Add(item);
}
}
info.RaiseTradeHistoryAdd();
return(true);
}
public bool UpdateOrderBook(Ticker ticker, byte[] bytes, bool raiseChanged, int depth)
{
if (bytes == null)
{
return(false);
}
int startIndex = 0;
List <string[]> items = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 3);
ticker.OrderBook.GetNewBidAsks();
int bidIndex = 0, askIndex = 0;
List <OrderBookEntry> bids = ticker.OrderBook.Bids;
List <OrderBookEntry> asks = ticker.OrderBook.Asks;
foreach (string[] item in items)
{
OrderBookEntry entry = null;
if (item[2][0] == '-')
{
entry = asks[askIndex];
entry.Amount = -FastValueConverter.Convert(item[2]);
askIndex++;
}
else
{
entry = bids[bidIndex];
entry.AmountString = item[2];
bidIndex++;
}
entry.ValueString = item[0];
if (bidIndex >= bids.Count || askIndex >= asks.Count)
{
break;
}
}
ticker.OrderBook.UpdateEntries();
return(true);
}
protected virtual void OnKlineItemRecv(Ticker ticker, string[] item)
{
long dt = FastValueConverter.ConvertPositiveLong(item[0]);
DateTime time = FromUnixTime(dt);
CandleStickIntervalInfo info = AllowedCandleStickIntervals.FirstOrDefault(i => i.Command == item[3]);
if (ticker.CandleStickPeriodMin != info.Interval.TotalMinutes)
{
return;
}
Debug.WriteLine(item[6] + " " + item[7] + " " + item[8] + " " + item[9]);
lock (ticker.CandleStickData) {
CandleStickData data = ticker.GetOrCreateCandleStickData(time);
data.Open = FastValueConverter.Convert(item[6]);
data.Close = FastValueConverter.Convert(item[7]);
data.High = FastValueConverter.Convert(item[8]);
data.Low = FastValueConverter.Convert(item[9]);
data.Volume = FastValueConverter.Convert(item[10]);
data.QuoteVolume = FastValueConverter.Convert(item[13]);
ticker.RaiseCandleStickChanged();
}
}
public bool OnUpdateOrderBook(Ticker ticker, byte[] bytes, bool raiseChanged, int depth) {
if(bytes == null)
return false;
int startIndex = 0;
List<string[]> items = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 3);
ticker.OrderBook.BeginUpdate();
try {
ticker.OrderBook.GetNewBidAsks();
int bidIndex = 0, askIndex = 0;
List<OrderBookEntry> bids = ticker.OrderBook.Bids;
List<OrderBookEntry> asks = ticker.OrderBook.Asks;
for(int i = 0; i < items.Count; i++) {
string[] item = items[i];
OrderBookEntry entry = null;
if(item[2][0] == '-') {
entry = asks[askIndex];
entry.Amount = -FastValueConverter.Convert(item[2]);
askIndex++;
}
else {
entry = bids[bidIndex];
entry.AmountString = item[2];
bidIndex++;
}
entry.ValueString = item[0];
if(bidIndex >= bids.Count || askIndex >= asks.Count)
break;
}
}
finally {
ticker.OrderBook.IsDirty = false;
ticker.OrderBook.EndUpdate();
}
return true;
}
protected void On24HourTickerRecv(string[] item)
{
string symbolName = item[2];
BinanceTicker t = (BinanceTicker)Tickers.FirstOrDefault(tt => tt.Name == symbolName);
if (t == null)
{
throw new DllNotFoundException("binance symbol not found " + symbolName);
}
t.Change = FastValueConverter.Convert(item[4]);
t.HighestBid = FastValueConverter.Convert(item[9]);
t.LowestAsk = FastValueConverter.Convert(item[11]);
t.Hr24High = FastValueConverter.Convert(item[14]);
t.Hr24Low = FastValueConverter.Convert(item[15]);
t.BaseVolume = FastValueConverter.Convert(item[16]);
t.Volume = FastValueConverter.Convert(item[17]);
t.UpdateTrailings();
lock (t) {
RaiseTickerUpdate(t);
}
}
protected void OnTickersInfoRecv(JObject jObject)
{
JArray items = jObject.Value <JArray>("data");
if (items == null)
{
return;
}
for (int i = 0; i < items.Count; i++)
{
JObject item = (JObject)items[i];
string tickerName = item.Value <string>("symbol");
Ticker first = null;
for (int index = 0; index < Tickers.Count; index++)
{
Ticker tt = Tickers[index];
if (tt.CurrencyPair == tickerName)
{
first = tt;
break;
}
}
BitmexTicker t = (BitmexTicker)first;
if (t == null)
{
continue;
}
JEnumerable <JToken> props = item.Children();
foreach (JProperty prop in props)
{
string name = prop.Name;
string value = prop.Value == null ? null : prop.Value.ToString();
switch (name)
{
case "lastPrice":
t.Last = FastValueConverter.Convert(value);
break;
case "highPrice":
t.Hr24High = FastValueConverter.Convert(value);
break;
case "lowPrice":
t.Hr24Low = FastValueConverter.Convert(value);
break;
case "bidPrice":
t.HighestBid = FastValueConverter.Convert(value);
break;
case "askPrice":
t.LowestAsk = FastValueConverter.Convert(value);
break;
case "timestamp":
t.Timestamp = t.Time = Convert.ToDateTime(value);
break;
case "lastChangePcnt":
t.Change = FastValueConverter.Convert(value);
break;
case "volume24h":
t.Volume = FastValueConverter.Convert(value);
break;
}
}
t.UpdateTrailings();
lock (t) {
RaiseTickerChanged(t);
}
}
}
public bool UpdateTradesStatistic(BitFinexTicker info, int depth) {
string address = string.Format("https://bittrex.com/api/v1.1/public/getmarkethistory?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch(Exception) {
return false;
}
if(bytes == null)
return false;
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return false;
string lastIdString = info.LastTradeId.ToString();
List<string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Id", "TimeStamp", "Quantity", "Price", "Total", "FillType", "OrderType" },
(itemIndex, paramIndex, value) => {
return paramIndex != 0 || lastIdString != value;
});
if(res == null)
return false;
int lastTradeId = Convert.ToInt32(res[0][0]);
if(lastTradeId == info.LastTradeId) {
info.TradeStatistic.Add(new TradeStatisticsItem() { Time = DateTime.UtcNow });
if(info.TradeStatistic.Count > 5000) {
for(int i = 0; i < 100; i++)
info.TradeStatistic.RemoveAt(0);
}
return true;
}
TradeStatisticsItem st = new TradeStatisticsItem();
st.MinBuyPrice = double.MaxValue;
st.MinSellPrice = double.MaxValue;
lock(info) {
for(int i = 0; i < res.Count; i++) {
string[] obj = res[i];
bool isBuy = obj[6].Length == 3;
double price = FastValueConverter.Convert(obj[3]);
double amount = FastValueConverter.Convert(obj[2]);
if(isBuy) {
st.BuyAmount += amount;
st.MinBuyPrice = Math.Min(st.MinBuyPrice, price);
st.MaxBuyPrice = Math.Max(st.MaxBuyPrice, price);
st.BuyVolume += amount * price;
}
else {
st.SellAmount += amount;
st.MinSellPrice = Math.Min(st.MinSellPrice, price);
st.MaxSellPrice = Math.Max(st.MaxSellPrice, price);
st.SellVolume += amount * price;
}
}
}
if(st.MinSellPrice == double.MaxValue)
st.MinSellPrice = 0;
if(st.MinBuyPrice == double.MaxValue)
st.MinBuyPrice = 0;
info.LastTradeId = lastTradeId;
info.TradeStatistic.Add(st);
if(info.TradeStatistic.Count > 5000) {
for(int i = 0; i < 100; i++)
info.TradeStatistic.RemoveAt(0);
}
return true;
}
public void Test1()
{
double val = FastValueConverter.Convert("4085187338");
Assert.AreEqual(Convert.ToDouble("4085187338"), val);
}