Exemple #1
0
        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");
        }
Exemple #2
0
        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);
        }