internal LineItem(OrderBookDto bookOrder, byte lineNum) { NumBooks = bookOrder.NumBooks; BookId = bookOrder.Book.BookId; BookPrice = bookOrder.Book.ActualPrice; BookView = bookOrder.Book; LineNum = lineNum; }
public static OrderBook FromModel(OrderBookDto data) => new OrderBook() { Id = data.Id, Symbol = data.Symbol, Price = data.Price, Side = data.Side, Size = data.Size };
public static OrderBook ToOrderBook(this OrderBookDto dto) { return(new OrderBook() { Time = ToDateTime(dto.timestamp), Asks = dto.asks.Select(arr => new Bet() { Price = (decimal)arr[0], Volume = (decimal)arr[1] }).ToArray(), Bids = dto.bids.Select(arr => new Bet() { Price = (decimal)arr[0], Volume = (decimal)arr[1] }).ToArray(), }); }
public async Task <OrderBook> OrderBook(string symbol, int depth) { if (depth <= 0 || depth > 2000) { throw new Exception($"Depth {depth} is outside bounds"); } try { OrderBookDto orderBookDto = await _publicApi.OrderBook(symbol, depth); var res = new OrderBook() { Code = orderBookDto.Code, Orders = new OrderBook.Order() { Asks = new List <OrderBook.Ask>(), Bids = new List <OrderBook.Bid>() } }; foreach (var order in orderBookDto.Data.Asks) { res.Orders.Asks.Add(new OrderBook.Ask { Price = ParseDecimal(order.Price), Quantity = ParseDecimal(order.Quantity), }); } foreach (var order in orderBookDto.Data.Bids) { res.Orders.Bids.Add(new OrderBook.Bid { Price = ParseDecimal(order.Price), Quantity = ParseDecimal(order.Quantity), }); } return(res); } catch (Exception e) { throw e; } }
public async Task <OrderBook> OrderBook(string market, int limit, int offset = 0) { try { OrderBookDto sellOrders = await _publicApi.OrderBook(market, limit, 1, offset); OrderBookDto buyOrders = await _publicApi.OrderBook(market, limit, 2, offset); var res = new OrderBook() { Error = buyOrders.Error, Id = buyOrders.Id, Bids = new List <Order>(), Asks = new List <Order>(), Limit = limit, Offset = offset, Total = sellOrders.Result.Total + buyOrders.Result.Total }; foreach (var order in sellOrders.Result.Orders) { res.Asks.Add(ParseOrder(order)); } foreach (var order in buyOrders.Result.Orders) { res.Bids.Add(ParseOrder(order)); } return(res); } catch (Exception e) { throw e; } }
public static OrderBook mapToEntityOrderBook(OrderBookDto orderBookDto) { return(new OrderBook(orderBookDto.kolvo, orderBookDto.bookId)); }