private static void OnTradeHistoryChanged(object sender, TradeHistoryChangedEventArgs e)
{
if (e.NewItem != null)
{
Console.WriteLine(string.Format("{4} new th {0}:{1} {2} {3}", e.Ticker.Exchange.Name, e.Ticker.Name, e.NewItem.RateString, e.NewItem.AmountString, e.NewItem.TimeString));
}
else
{
foreach (TradeInfoItem item in e.NewItems)
{
Console.WriteLine(string.Format("{4} new th {0}:{1} {2} {3}", e.Ticker.Exchange.Name, e.Ticker.Name, item.RateString, item.AmountString, item.TimeString));
}
}
}
protected internal override void OnTradeHistorySocketMessageReceived(object sender, MessageReceivedEventArgs e)
{
LastWebSocketRecvTime = DateTime.Now;
SocketConnectionInfo info = TradeHistorySockets.FirstOrDefault(c => c.Key == sender);
if (info == null)
{
return;
}
Ticker t = info.Ticker;
if (t.IsUpdatingTrades)
{
return;
}
if (t.CaptureData)
{
t.CaptureDataCore(CaptureStreamType.TradeHistory, CaptureMessageType.Incremental, e.Message);
}
JObject obj = JsonConvert.DeserializeObject <JObject>(e.Message);
JArray items = obj.Value <JArray>("data");
if (items == null)
{
return;
}
foreach (JObject item in items)
{
TradeInfoItem ti = new TradeInfoItem(null, t);
ti.TimeString = item.Value <string>("timestamp");
ti.Type = String2TradeType(item.Value <string>("side"));
ti.AmountString = item.Value <string>("size");
ti.RateString = item.Value <string>("price");
t.AddTradeHistoryItem(ti); //.InsertTradeHistoryItem(ti);
}
if (t.HasTradeHistorySubscribers)
{
TradeHistoryChangedEventArgs ee = new TradeHistoryChangedEventArgs()
{
NewItem = t.TradeHistory.First()
};
t.RaiseTradeHistoryChanged(ee);
}
}
void OnTradeHistoryItemRecv(Ticker ticker, string[] str)
{
TradeInfoItem item = new TradeInfoItem(null, ticker);
item.Id = FastValueConverter.ConvertPositiveInteger(str[3]);
item.RateString = str[4];
item.AmountString = str[5];
item.Time = FromUnixTime(FastValueConverter.ConvertPositiveLong(str[8]));
item.Type = str[9][0] == 't' ? TradeType.Sell : TradeType.Buy;
ticker.TradeHistory.Insert(0, item);
if (ticker.HasTradeHistorySubscribers)
{
TradeHistoryChangedEventArgs e = new TradeHistoryChangedEventArgs()
{
NewItem = item
};
ticker.RaiseTradeHistoryChanged(e);
}
}