public static void OnAzMessageReciver(object sender, MessageReceivedEventArgs args)
{
//获取快照数据
if (args.Command == CommandType.MarketDepthData)
{
var model = ProtobufHelper.Deserialize <MarketDepthDto>(args.Message);
DepthDto depthResult = ConvertDepth(model);
Depth.AddOrUpdate(model.Market, depthResult, (key, v) => { return(depthResult); });
}
else if (args.Command == CommandType.MarketDepthDiff)
{
var diffModel = ProtobufHelper.Deserialize <MarketDepthDiff>(args.Message);
//深度无快照，或者快照数据的版本与差异数据起始版本不一致时，重新订阅获取快照
if (!Depth.ContainsKey(diffModel.Market) || Depth[diffModel.Market].Version != diffModel.StartVersion)
{
azWebsocket.SendMarketDepth("eth_btc");
}
else
{
UpdateDepth(diffModel);
}
}
Console.WriteLine("数据更新");
}
public static DepthDto ConvertDepth(MarketDepthDto source)
{
var resultDto = new DepthDto();
resultDto.Version = source.Version;
foreach (var item in source.AskList)
{
var key = Convert.ToDecimal(item.Price);
if (!resultDto.Asks.ContainsKey(key))
{
resultDto.Asks.Add(key, Convert.ToDecimal(item.Volume));
}
else
{
resultDto.Asks[key] = Convert.ToDecimal(item.Volume);
}
}
foreach (var item in source.BidList)
{
var key = Convert.ToDecimal(item.Price);
if (!resultDto.Bids.ContainsKey(key))
{
resultDto.Bids.Add(key, Convert.ToDecimal(item.Volume));
}
else
{
resultDto.Bids[key] = Convert.ToDecimal(item.Volume);
}
}
return(resultDto);
}