public void Update(Ticker ticker, IncrementalUpdateInfo info)
{
for (int i = 0; i < info.BidsUpdates.Count; i++)
{
string[] item = info.BidsUpdates[i];
ticker.OrderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[1], item[2]);
}
for (int i = 0; i < info.AsksUpdates.Count; i++)
{
string[] item = info.AsksUpdates[i];
ticker.OrderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[1], item[2]);
}
for (int i = 0; i < info.TradeUpdates.Count; i++)
{
string[] item = info.TradeUpdates[i];
TradeInfoItem trade = new TradeInfoItem(null, ticker)
{
Type = item[1][0] == 'S' ? TradeType.Sell : TradeType.Buy,
RateString = item[2],
AmountString = item[3],
Time = new DateTime(Convert.ToInt64(item[4])).ToLocalTime()
};
ticker.AddTradeHistoryItem(trade);//.InsertTradeHistoryItem(trade);
CandleStickChartHelper.UpdateVolumes(ticker.CandleStickData, trade, ticker.CandleStickPeriodMin);
}
ticker.OnApplyIncrementalUpdate();
}
public void Update(Ticker ticker, IncrementalUpdateInfo info)
{
foreach (string[] item in info.Updates)
{
if (item[0][0] == 'o')
{
ticker.OrderBook.ApplyIncrementalUpdate(
item[1][0] == '1' ? OrderBookEntryType.Bid : OrderBookEntryType.Ask,
item[2],
item[3]);
}
else if (item[0][0] == 't')
{
TradeInfoItem trade = new TradeInfoItem(null, ticker)
{
Type = item[2][0] == '0' ? TradeType.Sell : TradeType.Buy,
RateString = item[3],
AmountString = item[4],
Time = new DateTime(Convert.ToInt64(item[5]))
};
ticker.TradeHistory.Insert(0, trade);
CandleStickChartHelper.UpdateVolumes(ticker.CandleStickData, trade, ticker.CandleStickPeriodMin);
}
}
ticker.OnApplyIncrementalUpdate();
}
public List <TradeInfoItem> GetTradeVolumesForCandleStick(Ticker ticker, long start, long end)
{
List <TradeInfoItem> trades = new List <TradeInfoItem>();
string address = string.Format("https://api.binance.com/api/v1/aggTrades?symbol={0}&limit={1}&startTime={2}&endTime={3}", Uri.EscapeDataString(ticker.CurrencyPair), 1000, start, end);
byte[] data = ((Ticker)ticker).DownloadBytes(address);
if (data == null || data.Length == 0)
{
return(trades);
}
int parseIndex = 0;
List <string[]> items = JSonHelper.Default.DeserializeArrayOfObjects(data, ref parseIndex, AggTradesItem);
for (int i = items.Count - 1; i >= 0; i--)
{
string[] item = items[i];
DateTime time = FromUnixTime(FastValueConverter.ConvertPositiveLong(item[5]));
TradeInfoItem t = new TradeInfoItem(null, ticker);
bool isBuy = item[6][0] != 't';
t.AmountString = item[2];
t.Time = time;
t.Type = isBuy ? TradeType.Buy : TradeType.Sell;
trades.Add(t);
}
return(trades);
}
public void Update(Ticker ticker, IncrementalUpdateInfo info)
{
for (int i = 0; i < info.Updates.Count; i++)
{
string[] item = info.Updates[i];
if (item[0][0] == 'o')
{
ticker.OrderBook.ApplyIncrementalUpdate(item[1][0] == '1' ? OrderBookEntryType.Bid : OrderBookEntryType.Ask, item[2], item[3]);
}
else if (item[0][0] == 't')
{
TradeInfoItem trade = new TradeInfoItem(null, ticker)
{
Type = item[2][0] == '0' ? TradeType.Sell : TradeType.Buy, RateString = item[3], AmountString = item[4], Time = ticker.Exchange.FromUnixTimestamp(Convert.ToInt64(item[5]))
};
if (trade.Time.Year == 1)
{
throw new InvalidOperationException();
}
ticker.TradeHistory.Insert(0, trade);
CandleStickChartHelper.UpdateVolumes(ticker.CandleStickData, trade, ticker.CandleStickPeriodMin);
}
}
ticker.OnApplyIncrementalUpdate();
}
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 void ApplySnapshot(Dictionary <string, object> jObject, Ticker ticker)
{
ticker.OrderBook.Clear();
OrderBook orderBook = ticker.OrderBook;
List <object> jbids = (List <object>)jObject["Z"];
List <object> jasks = (List <object>)jObject["S"];
List <OrderBookEntry> entries = orderBook.Asks;
List <OrderBookEntry> entriesInverted = orderBook.AsksInverted;
foreach (Dictionary <string, object> item in jasks)
{
entries.Add(new OrderBookEntry()
{
ValueString = (string)item["R"], AmountString = (string)item["Q"]
});
entriesInverted.Insert(0, new OrderBookEntry()
{
ValueString = (string)item["R"], AmountString = (string)item["Q"]
});
}
entries = orderBook.Bids;
foreach (Dictionary <string, object> item in jbids)
{
entries.Add(new OrderBookEntry()
{
ValueString = (string)item["R"], AmountString = (string)item["Q"]
});
}
orderBook.UpdateEntries();
orderBook.RaiseOnChanged(new IncrementalUpdateInfo());
ticker.TradeHistory.Clear();
List <object> jtrades = (List <object>)jObject["f"];
foreach (Dictionary <string, object> item in jtrades)
{
TradeInfoItem t = new TradeInfoItem(null, ticker);
t.AmountString = (string)item["Q"];
t.RateString = (string)item["P"];
t.Time = new DateTime(Convert.ToInt64((string)item["T"])).ToLocalTime();
t.TimeString = t.Time.ToLongTimeString();
t.Total = t.Rate * t.Amount;
t.Type = ((string)item["OT"]) == "BUY"? TradeType.Buy: TradeType.Sell;
ticker.TradeHistory.Add(t);
}
ticker.RaiseTradeHistoryAdd();
}
public override ResizeableArray <TradeInfoItem> GetTrades(Ticker ticker, DateTime starTime)
{
string address = string.Format("https://api.binance.com/api/v1/depth?symbol={0}&limit={1}",
Uri.EscapeDataString(ticker.CurrencyPair), 1000);
string text = ((Ticker)ticker).DownloadString(address);
if (string.IsNullOrEmpty(text))
{
return(null);
}
JArray trades = JsonConvert.DeserializeObject <JArray>(text);
if (trades.Count == 0)
{
return(null);
}
ResizeableArray <TradeInfoItem> list = new ResizeableArray <TradeInfoItem>(1000);
int index = 0;
for (int i = 0; i < trades.Count; i++)
{
JObject obj = (JObject)trades[i];
DateTime time = new DateTime(obj.Value <Int64>("time"));
int tradeId = obj.Value <int>("id");
if (time < starTime)
{
break;
}
TradeInfoItem item = new TradeInfoItem(null, ticker);
bool isBuy = obj.Value <string>("type").Length == 3;
item.AmountString = obj.Value <string>("qty");
item.Time = time;
item.Type = isBuy ? TradeType.Buy : TradeType.Sell;
item.RateString = obj.Value <string>("price");
item.Id = tradeId;
double price = item.Rate;
double amount = item.Amount;
item.Total = price * amount;
list.Add(item);
index++;
}
if (ticker.HasTradeHistorySubscribers)
{
ticker.RaiseTradeHistoryChanged(new TradeHistoryChangedEventArgs()
{
NewItems = list
});
}
return(list);
}
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);
ticker.RaiseTradeHistoryAdd();
}
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);
}
protected override TradeInfoItem InitializeAccountTradeInfoItem(string[] item, Ticker ticker)
{
DateTime time = FromUnixTime(FastValueConverter.ConvertPositiveLong(item[13]));
TradeInfoItem t = new TradeInfoItem(null, ticker);
t.OrderNumber = item[5];
t.AmountString = item[7];
t.Time = time;
t.Type = String2TradeType(item[10]);
t.RateString = item[6];
t.IdString = item[3];
return(t);
}
protected override TradeInfoItem InitializeTradeInfoItem(string[] item, Ticker ticker)
{
DateTime time = FromUnixTime(FastValueConverter.ConvertPositiveLong(item[4]));
TradeInfoItem t = new TradeInfoItem(null, ticker);
bool isBuy = item[4][0] != 't';
t.AmountString = item[2];
t.Time = time;
t.Type = isBuy ? TradeType.Buy : TradeType.Sell;
t.RateString = item[1];
t.IdString = item[0];
return(t);
}
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);
}
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);
}
}
public override bool UpdateTrades(Ticker ticker)
{
string address = string.Format("https://api.binance.com/api/v1/trades?symbol={0}&limit={1}",
Uri.EscapeDataString(ticker.CurrencyPair), 1000);
byte[] data = ((Ticker)ticker).DownloadBytes(address);
if (data == null || data.Length == 0)
{
return(false);
}
ticker.TradeHistory.Clear();
ticker.TradeStatistic.Clear();
int index = 0, parseIndex = 0;
List <string[]> items = JSonHelper.Default.DeserializeArrayOfObjects(data, ref parseIndex, TradeItemString);
ResizeableArray <TradeInfoItem> newItems = new ResizeableArray <TradeInfoItem>(items.Count);
for (int i = items.Count - 1; i >= 0; i--)
{
string[] item = items[i];
DateTime time = FromUnixTime(FastValueConverter.ConvertPositiveLong(item[3]));
int tradeId = FastValueConverter.ConvertPositiveInteger(item[0]);
TradeInfoItem t = new TradeInfoItem(null, ticker);
bool isBuy = item[4][0] != 't';
t.AmountString = item[2];
t.Time = time;
t.Type = isBuy ? TradeType.Buy : TradeType.Sell;
t.RateString = item[1];
t.Id = tradeId;
double price = t.Rate;
double amount = t.Amount;
t.Total = price * amount;
ticker.TradeHistory.Add(t);
newItems.Add(t);
index++;
}
if (ticker.HasTradeHistorySubscribers)
{
ticker.RaiseTradeHistoryChanged(new TradeHistoryChangedEventArgs()
{
NewItems = newItems
});
}
return(true);
}
protected override bool GetTradesCore(ResizeableArray <TradeInfoItem> list, Ticker ticker, DateTime startTime, DateTime endTime)
{
string address = string.Format("https://www.bitmex.com/api/v1/trade?symbol={0}&count=1000&startTime={1}&endTime={2}", ticker.Name, DateToString(startTime), DateToString(endTime));
string text = string.Empty;
try {
text = GetDownloadString(address);
if (string.IsNullOrEmpty(text))
{
return(false);
}
if (text[0] == '{')
{
JObject obj = JsonConvert.DeserializeObject <JObject>(text);
LogManager.Default.Add(LogType.Error, this, Type.ToString(), "error in GetTradesCore", obj.Value <string>("message"));
return(false);
}
JArray res = JsonConvert.DeserializeObject <JArray>(text);
foreach (JObject obj in res.Children())
{
TradeInfoItem item = new TradeInfoItem();
item.Ticker = ticker;
item.RateString = obj.Value <string>("price");
item.AmountString = obj.Value <string>("size");
item.Type = obj.Value <string>("side")[0] == 'S' ? TradeType.Sell : TradeType.Buy;
item.TimeString = obj.Value <string>("timestamp");
DateTime time = item.Time;
if (list.Last() == null || list.Last().Time <= time)
{
list.Add(item);
}
else
{
break;
}
}
}
catch (Exception) {
return(false);
}
return(true);
}
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);
}
}
protected override bool GetTradesCore(ResizeableArray <TradeInfoItem> list, Ticker ticker, DateTime start, DateTime end)
{
string address = string.Format("https://api.binance.com/api/v1/aggTrades?symbol={0}&limit={1}&startTime={2}&endTime={3}",
Uri.EscapeDataString(ticker.CurrencyPair), 1000, ToUnixTimestampMs(start), ToUnixTimestampMs(end));
byte[] data = ((Ticker)ticker).DownloadBytes(address);
if (data == null || data.Length == 0)
{
return(false);
}
int parseIndex = 0;
List <string[]> items = JSonHelper.Default.DeserializeArrayOfObjects(data, ref parseIndex, AggTradeItemString);
for (int i = 0; i < items.Count; i++)
{
string[] item = items[i];
DateTime time = FromUnixTimestampMs(FastValueConverter.ConvertPositiveLong(item[5]));
//if(time > end)
// break;
int tradeId = FastValueConverter.ConvertPositiveInteger(item[0]);
TradeInfoItem t = new TradeInfoItem(null, ticker);
bool isBuy = item[6][0] != 't';
t.AmountString = item[2];
t.Time = time;
t.Type = isBuy ? TradeType.Buy : TradeType.Sell;
t.RateString = item[1];
t.Id = tradeId;
double price = t.Rate;
double amount = t.Amount;
t.Total = price * amount;
if (list.Last() == null || list.Last().Time < time)
{
list.Add(t);
}
}
return(true);
}
ResizeableArray <TickerTradeHistoryInfoItem> CalcItems()
{
if (TradeHistory.Count == 0)
{
return(new ResizeableArray <TickerTradeHistoryInfoItem>());
}
DateTime min = TradeHistory[0].Time;
DateTime max = TradeHistory.Last().Time;
if (min > max)
{
DateTime tmp = min; min = max; max = tmp;
}
int interval = HistogrammIntervalSec * 1000;
int count = (int)((max - min).TotalMilliseconds / interval + 0.5);
ResizeableArray <TickerTradeHistoryInfoItem> list = new ResizeableArray <TickerTradeHistoryInfoItem>(count + 1);
double k = 1.0 / interval;
for (int i = 0; i < count + 1; i++)
{
list[i] = new TickerTradeHistoryInfoItem()
{
Time = min.AddMilliseconds(i * interval)
};
list[i].Low = double.MaxValue;
list[i].OpenTime = list[i].Time.AddMilliseconds(interval);
list[i].CloseTime = list[i].Time;
}
for (int i = 0; i < TradeHistory.Count; i++)
{
DateTime time = TradeHistory[i].Time;
int index = (int)((time - min).TotalMilliseconds * k);
TickerTradeHistoryInfoItem item = list[index];
TradeInfoItem trade = TradeHistory[i];
item.TradeCount++;
item.TradeVolume += trade.Amount;
if (TradeHistory[i].Type == TradeType.Sell)
{
item.SellCount--;
item.SellVolume -= trade.Amount;
}
else
{
item.BuyCount++;
item.BuyVolume += trade.Amount;
}
if (item.Low > trade.Rate)
{
item.Low = trade.Rate;
}
if (item.High < trade.Rate)
{
item.High = trade.Rate;
}
if (item.OpenTime >= trade.Time)
{
item.OpenTime = trade.Time;
item.Open = trade.Rate;
}
if (item.CloseTime <= trade.Time)
{
item.CloseTime = trade.Time;
item.Close = trade.Rate;
}
}
TickerTradeHistoryInfoItem last = null;
for (int i = 0; i < count + 1; i++)
{
if (list[i].TradeCount == 0)
{
if (last != null)
{
list[i].Open = list[i].Close = list[i].High = list[i].Low = last.Close;
}
else
{
list[i].Open = list[i].Close = list[i].High = list[i].Low = 0;
}
}
else
{
last = list[i];
}
}
for (int i = 0; i < list.Count; i++)
{
CalculateTrendInfo(list, i);
}
return(list);
}
public void ApplySnapshot(JObject jObject, Ticker ticker)
{
ticker.OrderBook.BeginUpdate();
try {
ticker.OrderBook.Clear();
OrderBook orderBook = ticker.OrderBook;
JArray jbids = jObject.Value <JArray>("Z");
JArray jasks = jObject.Value <JArray>("S");
List <OrderBookEntry> entries = orderBook.Asks;
List <OrderBookEntry> entriesInverted = orderBook.AsksInverted;
for (int i = 0; i < jasks.Count; i++)
{
JObject item = (JObject)jasks[i];
entries.Add(new OrderBookEntry()
{
ValueString = item.Value <string>("R"), AmountString = item.Value <string>("Q")
});
if (entriesInverted != null)
{
entriesInverted.Insert(0, new OrderBookEntry()
{
ValueString = item.Value <string>("R"), AmountString = item.Value <string>("Q")
});
}
}
entries = orderBook.Bids;
for (int i = 0; i < jbids.Count; i++)
{
JObject item = (JObject)jbids[i];
entries.Add(new OrderBookEntry()
{
ValueString = item.Value <string>("R"), AmountString = item.Value <string>("Q")
});
}
}
finally {
ticker.OrderBook.IsDirty = false;
ticker.OrderBook.EndUpdate();
}
ticker.ClearTradeHistory();
JArray jtrades = jObject.Value <JArray>("f");
foreach (JObject item in jtrades)
{
TradeInfoItem t = new TradeInfoItem(null, ticker);
t.AmountString = item.Value <string>("Q");
t.RateString = item.Value <string>("P");
t.Time = new DateTime(Convert.ToInt64(item.Value <string>("T"))).ToLocalTime();
t.TimeString = t.Time.ToLongTimeString();
t.Type = (item.Value <string>("OT")) == "BUY" ? TradeType.Buy : TradeType.Sell;
ticker.AddTradeHistoryItem(t);
}
if (ticker.HasTradeHistorySubscribers)
{
ticker.RaiseTradeHistoryChanged(new TradeHistoryChangedEventArgs()
{
NewItems = ticker.TradeHistory
});
}
}
