private TickerFormatter GetTickerFormatter(FormatterTypeEnum type)
{
/* ALL
* {"open":0.008545,"close":0.008656,"low":0.008088,"high":0.009388,"amount":88056.1860,
* "count":16077,"vol":771.7975953754,"symbol":"ltcbtc"}
*/
/*single
*{"id":1499225271,"ts":1499225271000,"close":1885.0000,"open":1960.0000,"high":1985.0000,"low":1856.0000,
* "amount":81486.2926,"count":42122,"vol":157052744.85708200,"ask":[1885.0000,21.8804],"bid":[1884.0000,1.6702]}
*/
/*websocket
*"amount":12224.2922,"open":9790.52,"close":10195.00,"high":10300.00,"ts":1494496390000,
* "id":1494496390,"count":15195,"low":9657.00,"vol":121906001.754751
*/
var result = new TickerFormatter
{
LastKey = "close",
VolumeFormatter = new VolumeFormatter
{
BaseVolumeKey = "amount",
QuoteVolumeKey = "vol"
}
};
if (type != FormatterTypeEnum.All)
{
result.TimestampFormatter = new TimestampFormatter
{
TimestampKey = "ts",
TimestampType = CurrentTimestampType
};
result.IdKey = "id";
if (type == FormatterTypeEnum.Signle)
{
result.AskBidFormatter = new AskBidFormatter
{
AskKey = "ask",
BidKey = "bid"
};
}
}
return(result);
}
private TradeFormatter GetTradeFormatter(FormatterTypeEnum type)
{
return(new TradeFormatter
{
AmountKey = "amount",
PriceKey = "price",
DirectionKey = "direction",
TimestampFormatter = new TimestampFormatter
{
TimestampKey = "ts",
TimestampType = CurrentTimestampType
},
IdKey = "id",
DirectionIsBuyValue = "buy"
});
/* websocket
* {"id":"id1","status":"ok","subbed":"market.btcusdt.trade.detail","ts":1527574853489}
* {{
* "ch": "market.btcusdt.trade.detail",
* "ts": 1527574905759,
* "tick": {
* "id": 8232977476,
* "ts": 1527574905623,
* "data": [
* {
* "amount": 0.3066,
* "ts": 1527574905623,
* "id": 82329774765058180723,
* "price": 7101.81,
* "direction": "buy"
* }
* ]
* }
* }}
*/
/*
* {"status":"ok","ch":"market.ethusdt.trade.detail","ts":1542104543483,
* "tick":{"id":27952707649,"ts":1542104541926,
* "data":[{"amount":0.100000000000000000,"ts":1542104541926,"id":2795270764916609236638,"price":210.900000000000000000,"direction":"buy"},{"amount":0.327700000000000000,"ts":1542104541926,"id":2795270764916609248055,"price":210.900000000000000000,"direction":"buy"}]}}
*/
}
private CandleFormatter GetCandleFormatter(FormatterTypeEnum type)
{
/*websocket
* "ch":"market.btcusdt.kline.1min","ts":1489474082831,
* "tick":{"id":1489464480,"amount":0.0,"count":0,"open":7962.62,"close":7962.62,"low":7962.62,"high":7962.62,"vol":0.0}
*/
/* single
* {
* "status": "ok",
* "ch": "market.btcusdt.kline.1day",
* "ts": 1499223904680,
* “data”: [
* {
* "id": 1499184000,
* "amount": 37593.0266,
* "count": 0,
* "open": 1935.2000,
* "close": 1879.0000,
* "low": 1856.0000,
* "high": 1940.0000,
* "vol": 71031537.97866500
* },
*/
return(new CandleFormatter
{
OpenKey = "open",
HighKey = "high",
LowKey = "low",
CloseKey = "close",
TimestampFormatter = new TimestampFormatter
{
TimestampType = TimestampType.UnixSeconds, // K线的时间戳是到秒的
TimestampKey = "id",
},
VolumeFormatter = new VolumeFormatter
{
BaseVolumeKey = null,
QuoteVolumeKey = "vol"
}
});
}
