/// <summary>
/// обновился список бумаг
/// </summary>
void _clientBitStamp_UpdatePairs(SecurityResponce pairs)
{
if (_securities == null)
{
_securities = new List <Security>();
}
foreach (var sec in pairs.symbols)
{
Security security = new Security();
security.Name = sec.symbol;
security.NameFull = sec.symbol;
security.NameClass = sec.quoteAsset;
// sec.filters[1] - минимальный объем равный цена * объем
security.Lot = Convert.ToDecimal(sec.filters[1].stepSize.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator), CultureInfo.InvariantCulture);
security.PriceStep = Convert.ToDecimal(sec.filters[0].tickSize.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator), CultureInfo.InvariantCulture);
security.PriceLimitLow = Convert.ToDecimal(sec.filters[0].minPrice.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator), CultureInfo.InvariantCulture);
security.PriceLimitHigh = Convert.ToDecimal(sec.filters[0].maxPrice.Replace(".", CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator), CultureInfo.InvariantCulture);
if (security.PriceStep < 1)
{
security.Decimals = Convert.ToString(security.PriceStep).Split(',')[1].Split('1')[0].Length + 1;
}
else
{
security.Decimals = 0;
}
security.State = SecurityStateType.Activ;
_securities.Add(security);
}
_securitiesToSend.Enqueue(_securities);
}
/// <summary>
/// взять бумаги
/// </summary>
public SecurityResponce GetSecurities()
{
lock (_lock)
{
try
{
var res = CreateQuery(Method.GET, "api/v1/exchangeInfo", null, false);
SecurityResponce secResp = JsonConvert.DeserializeAnonymousType(res, new SecurityResponce());
if (UpdatePairs != null)
{
UpdatePairs(secResp);
}
return(secResp);
}
catch (Exception ex)
{
if (LogMessageEvent != null)
{
LogMessageEvent(ex.ToString(), LogMessageType.Error);
}
return(null);
}
}
}
void _client_UpdatePairs(SecurityResponce pairs)
{
if (_securities == null)
{
_securities = new List <Security>();
}
foreach (var sec in pairs.symbols)
{
Security security = new Security();
security.Name = sec.symbol;
security.NameFull = sec.symbol;
security.NameClass = sec.quoteAsset;
security.NameId = sec.symbol + sec.quoteAsset;
security.SecurityType = SecurityType.CurrencyPair;
// sec.filters[1] - минимальный объем равный цена * объем
security.Lot = 1;
security.PriceStep = sec.filters[0].tickSize.ToDecimal();
security.PriceStepCost = security.PriceStep;
security.PriceLimitLow = sec.filters[0].minPrice.ToDecimal();
security.PriceLimitHigh = sec.filters[0].maxPrice.ToDecimal();
if (security.PriceStep < 1)
{
string prStep = security.PriceStep.ToString(CultureInfo.InvariantCulture);
security.Decimals = Convert.ToString(prStep).Split('.')[1].Split('1')[0].Length + 1;
}
else
{
security.Decimals = 0;
}
if (sec.filters.Count > 1 &&
sec.filters[2] != null &&
sec.filters[2].minQty != null)
{
decimal minQty = sec.filters[2].minQty.ToDecimal();
security.MinTradeAmount = minQty;
string qtyInStr = minQty.ToStringWithNoEndZero().Replace(",", ".");
if (qtyInStr.Split('.').Length > 1)
{
security.DecimalsVolume = qtyInStr.Split('.')[1].Length;
}
}
security.State = SecurityStateType.Activ;
_securities.Add(security);
}
if (SecurityEvent != null)
{
SecurityEvent(_securities);
}
}
void _client_UpdatePairs(SecurityResponce pairs)
{
if (_securities == null)
{
_securities = new List <Security>();
}
foreach (var sec in pairs.symbols)
{
Security security = new Security();
security.Name = sec.symbol;
security.NameFull = sec.symbol;
security.NameClass = sec.quoteAsset;
security.NameId = sec.symbol + sec.quoteAsset;
security.SecurityType = SecurityType.Futures;
// sec.filters[1] - минимальный объем равный цена * объем
security.Lot = 1;
security.PriceStep = sec.filters[0].tickSize.ToDecimal();
security.PriceStepCost = security.PriceStep;
security.PriceLimitLow = sec.filters[0].minPrice.ToDecimal();
security.PriceLimitHigh = sec.filters[0].maxPrice.ToDecimal();
if (security.PriceStep < 1)
{
string prStep = security.PriceStep.ToString(CultureInfo.InvariantCulture);
security.Decimals = Convert.ToString(prStep).Split('.')[1].Split('1')[0].Length + 1;
}
else
{
security.Decimals = 0;
}
security.State = SecurityStateType.Activ;
_securities.Add(security);
}
if (SecurityEvent != null)
{
SecurityEvent(_securities);
}
}
void _client_UpdatePairs(SecurityResponce pairs)
{
if (_securities == null)
{
_securities = new List <Security>();
}
foreach (var sec in pairs.symbols)
{
Security security = new Security();
security.Name = sec.symbol;
security.NameFull = sec.symbol;
security.NameClass = sec.quoteAsset;
security.NameId = sec.symbol + sec.quoteAsset;
security.SecurityType = SecurityType.Futures;
security.Lot = sec.filters[1].minQty.ToDecimal();
security.PriceStep = sec.filters[0].tickSize.ToDecimal();
security.PriceStepCost = security.PriceStep;
security.PriceLimitLow = sec.filters[0].minPrice.ToDecimal();
security.PriceLimitHigh = sec.filters[0].maxPrice.ToDecimal();
if (security.PriceStep < 1)
{
string prStep = security.PriceStep.ToString(CultureInfo.InvariantCulture);
security.Decimals = Convert.ToString(prStep).Split('.')[1].Split('1')[0].Length + 1;
}
else
{
security.Decimals = 0;
}
if (sec.filters.Count > 1 &&
sec.filters[2] != null &&
sec.filters[2].minQty != null)
{
decimal minQty = sec.filters[2].minQty.ToDecimal();
string qtyInStr = minQty.ToStringWithNoEndZero().Replace(",", ".");
if (qtyInStr.Split('.').Length > 1)
{
security.DecimalsVolume = qtyInStr.Split('.')[1].Length;
}
}
security.State = SecurityStateType.Activ;
_securities.Add(security);
}
List <Security> secNonPerp = new List <Security>();
for (int i = 0; i < _securities.Count; i++)
{
string[] str = _securities[i].Name.Split('_');
if (str.Length > 1 &&
str[1] != "PERP")
{
secNonPerp.Add(_securities[i]);
}
}
List <Security> securitiesHistorical = CreateHistoricalSecurities(secNonPerp);
_securities.AddRange(securitiesHistorical);
if (SecurityEvent != null)
{
SecurityEvent(_securities);
}
}